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Research Outputs

  1. 2019
  2. 2018
  3. 2017
  4. Armstrong, J & Brigo, D 2017, Itô stochastic differential equations as 2-jets. in Geometric Science of Information - 3rd International Conference, GSI 2017, Proceedings. vol. 10589 LNCS, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 10589 LNCS, Springer Verlag, pp. 543-551, 3rd International Conference on Geometric Science of Information, GSI 2017, Paris, France, 7/11/2017. https://doi.org/10.1007/978-3-319-68445-1_63
  5. Armstrong, J 2017, C++ for Financial Mathematics. Chapman & Hall/CRC Press.
  6. 2016
  7. Armstrong, J & Brigo, D 2016, Extrinsic projection of Ito SDEs on submanifolds with applications to non-linear filtering. in F Critchley & K Dodson (eds), Computational information geometry for image and signal processing. Signals and Communication Technology, Springer, pp. 101-120. https://doi.org/10.1007/978-3-319-47058-0_5
  8. Armstrong, J & Brigo, D 2016, Stochastic PDE projection on manifolds: Assumed-density and Galerkin filters. in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). vol. 9389, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 9389, Springer‐Verlag Berlin Heidelberg, pp. 713-722, 2nd International Conference on Geometric Science of Information, GSI 2015, Palaiseau, France, 28/10/2015. https://doi.org/10.1007/978-3-319-25040-3_76
  9. Armstrong, J & Amari, S 2016, The Pontryagin Forms of Hessian Manifolds. in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). vol. 9389, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 9389, Springer‐Verlag Berlin Heidelberg, pp. 240-247, 2nd International Conference on Geometric Science of Information, GSI 2015, Palaiseau, France, 28/10/2015. https://doi.org/10.1007/978-3-319-25040-3_27
  10. 2015
  11. 2014
  12. 2013
  13. Redwood, D, Carrera, L, Armstrong, J & Pennanen, T 2013, What level of pension contribution is needed to obtain an adequate retirement income? vol. N/A, N/A edn, Pensions Policy Institute, London.
  14. Armstrong, J & Brigo, D 2013, Stochastic filtering by projection: The example of the quadratic sensor. in F Nielsen & F Barbaresco (eds), Geometric Science of Information: First International Conference, GSI 2013, Paris, France, August 28-30, 2013: proceedings. N/A edn, vol. N/A, Lecture Notes in Computer Science, vol. 8085, Springer, Heidelberg, pp. 685-692. https://doi.org/10.1007/978-3-642-40020-9_76
  15. 2012
  16. Armstrong, J, Povero, M & Salamon, S 2012 'Twistor lines on cubic surfaces' arXiv, N/A, pp. N/A.

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