publications and research output of diane wilcox

publications and research output

last updated June 2005

FINANCIAL ENGINEERING

see also MatLab toolboxes on Financial Cybernetics in collaboration with T. Gebbie, et al (link)

[1] On the analysis of cross correlations in South African market data (with T.Gebbie), Physica A, Volume 344, Issues 1-2 ,

1 December 2004, Pages 294-298 [Applications of Physics in Financial Analysis 4 (APFA4)] (link)

[2] An analysis of cross correlations in South African market data (with T.Gebbie), http://arxiv.org/abs/cond-mat/0402389,

under review for publication

[3] Periodicity and scaling of eigenmodes in an emerging market (with T. Gebbie), http://arxiv.org/abs/cond-mat/0404416,

under review for publication

OPERATOR THEORY

[4] Adjoint Characterisations of Quasi-weakly Compact Linear Relations (with T. Alvarez and R.W. Cross),

J. Math. Anal. Appl., 277 (2002) 257-271 (link)

[5] Multivalued Linear Projections (with R.W. Cross) , Quaestiones Mathematicae, 25 (2002) 503-512

[6] Quantities related to upper and lower semi-Fredholm type linear relations (with T. Alvarez and R.W. Cross),

Bull. Austral. Math. Soc. Vol. 66 (2002) , 275-289.

[7] Multivalued Fredholm type Operators with Abstract Generalised Inverses (with T. Alvarez and R.W. Cross),

J. Math. Anal. Appl. 261 (2001), 403--417. (link)

GENERAL INTEREST

I wrote some of these articles to make the knowledge freely available in a fun form and others I wrote for self-clarification. You free to republish them. I only ask the following:

You can create hyperlinks to them for any purpose without asking permission, but please do not make your own web pages out of the material.
You can circulate them electronically for any noncommercial purpose, so long as you acknowledge my copyright/authorship.
You can print copies on a nonprofit basis for the students in any school, university, or training class.
You can also reprint them in any print publication, provided that you: (a) inform me in advance so I'm not surprised, (b) credit me as the author, (c) reprint any article in its entirety, verbatim, without any additions, deletions, and modifications.

[1] On mathematics education in South Africa and the relevance of popularising mathematics, 1999 (edited in August 2003)

[2] Lecture notes on PDE and derivative securites (link)

[3] On women, stereotypes and minorities in science - some notes for undergraduates (link)

[4] Mathematics for computer games - talk presented to high school students, Aug 2004 [slideshow (very slow), pdf (small), pdf slides (full size)]

UNPUBLISHED

[1] Perturbation Theory and Stability of the Index of Multivalued Fredholm Operators with Generalised Inverses,

(with T. Alvarez, and R.W. Cross), preprint

[2] On Lomonosov's Invariant Theorem for Multivalued Linear Operators, preprint

[3] Essential Spectra for Multivalued Linear Operators, preprint

[4] The Baire property and the Domains of Iterates of Multivalued Linear Operators, preprint