A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process. - Jonathan A. Chávez-Casillas (Commun. Nonlinear Sci. Numer. Simul., 2024)

Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost. - Jonathan A. Chávez-Casillas; José E. Figueroa-López; Chuyi Yu; Yi Zhang (SIAM J. Financial Math., 2024)

A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold. - James Baglama; Jonathan A. Chávez-Casillas; Vasilije Perovic (Numer. Algorithms, 2025)