Luis Angel Seco - Author Profile

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Seco, Luis Angel

Author ID:	seco.luis-a
Published as:	Seco, Luis; Seco, Luis A.; Seco, L.; Seco, L. A. more...less
Homepage:	http://www.risklab.ca/seco/
External Links:	MGP · ORCID · Wikidata · Google Scholar · Twitter · dblp

Documents Indexed:	46 Publications since 1990
	2 Contributions as Editor
Co-Authors:	44 Co-Authors with 44 Joint Publications
	1,247 Co-Co-Authors

all top 5

Co-Authors

4	single-authored
19	Fefferman, Charles Louis
8	Escobar, Marcos
7	Zagst, Rudi
6	Córdoba Barba, Antonio Juan
4	Saunders, David Claude
2	Brummelhuis, Raymond
2	Friederich, Tim
2	Götz, Barbara
2	Greiner, Peter C.
2	Ivrii, Victor Ja.
2	Kiechle, Andreas
2	Pivato, Marcus
2	Quintanilla, Maite
2	Sigal, Israel Michael
1	Albanese, Claudio
1	Beals, Richard W.
1	Buckley, Ian R. C.
1	Chang, Sun-Yung Alice
1	Chen, Fangyuan
1	Cordoba, Diego
1	Djerroud, Ben
1	Domínguez, Tomás
1	Elkhodiry, Angie
1	Fröhlich, Jürg Martin
1	Graham, C. Robin
1	Hempel, Rainer
1	Hernández, Janko
1	Hurd, Thomas R.
1	Jiang, Yaping
1	Klartag, Bo’az
1	Kohn, Joseph J.
1	Krämer, Stefan
1	Krayzler, Mikhail
1	Mostovoy, Jonathan
1	Nirenberg, Louis
1	Paradi, Joseph C.
1	Porth, Lysa
1	Scheibl, Florian
1	Shakourifar, Mohammad
1	Simon, Barry
1	Solovej, Jan Philip
1	Stein, Elias Menachem
1	Sulem, Catherine
1	Tao, Terence

all top 5

Serials

6	Advances in Mathematics
4	Revista Matemática Iberoamericana
2	Communications in Mathematical Physics
2	Journal of Functional Analysis
2	International Journal of Theoretical and Applied Finance
1	Helvetica Physica Acta
1	Journal of Multivariate Analysis
1	Computers & Operations Research
1	Annals of Operations Research
1	Communications in Partial Differential Equations
1	European Journal of Operational Research
1	Proceedings of the National Academy of Sciences of the United States of America
1	Bulletin of the American Mathematical Society. New Series
1	Notices of the American Mathematical Society
1	Journées Équations aux Dérivées Partielles (Saint-Jean-de-Monts)
1	Mathematical Finance
1	Applied Stochastic Models in Business and Industry
1	La Gaceta de la Real Sociedad Matemática Española
1	Quantitative Finance
1	Cubo Matemática Educacional
1	RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas
1	CRM Proceedings & Lecture Notes
1	International Mathematical Forum
1	The Journal of Computational Finance
1	ISRN Probability and Statistics

all top 5

Fields

21	Quantum theory (81-XX)
20	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
12	Partial differential equations (35-XX)
7	Ordinary differential equations (34-XX)
4	Number theory (11-XX)
4	Statistics (62-XX)
3	General and overarching topics; collections (00-XX)
3	Operator theory (47-XX)
2	History and biography (01-XX)
2	Global analysis, analysis on manifolds (58-XX)
2	Probability theory and stochastic processes (60-XX)
2	Numerical analysis (65-XX)
2	Computer science (68-XX)
1	Topological groups, Lie groups (22-XX)
1	Special functions (33-XX)
1	Harmonic analysis on Euclidean spaces (42-XX)
1	Abstract harmonic analysis (43-XX)
1	Functional analysis (46-XX)
1	Operations research, mathematical programming (90-XX)
1	Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

33 Publications have been cited 269 times in 175 Documents	Cited by ▼	Year ▼
The essential spectrum of Neumann Laplacians on some bounded singular domains. Zbl 0741.35043 Hempel, Rainer; Seco, Luis A.; Simon, Barry	50	1991
On the energy of a large atom. Zbl 0722.35072 Fefferman, Charles L.; Seco, Luis A.	31	1990
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. Zbl 1041.60019 Pivato, Marcus; Seco, Luis	18	2003
Portfolio optimization when asset returns have the Gaussian mixture distribution. Zbl 1149.90084 Buckley, Ian; Saunders, David; Seco, Luis	17	2008
Asymptotic neutrality of large ions. Zbl 0695.60098 Fefferman, Charles L.; Seco, Luis A.	17	1990
Bound on the ionization energy of large atoms. Zbl 0714.35059 Seco, L. A.; Sigal, I. M.; Solovej, J. P.	17	1990
On the Dirac and Schwinger corrections to the ground-state energy of an atom. Zbl 0820.35113 Fefferman, C.; Seco, L. A.	16	1994
Pricing a CDO on stochastically correlated underlyings. Zbl 1202.91317 Escobar, Marcos; Götz, Barbara; Seco, Luis; Zagst, Rudi	12	2010
The density in a one-dimensional potential. Zbl 0811.34063 Fefferman, C.; Seco, L.	11	1994
Aperiodicity of the Hamiltonian flow in the Thomas-Fermi potential. Zbl 0788.34004 Fefferman, Charles L.; Seco, Luis A.	10	1993
Eigenvalues and eigenfunctions of ordinary differential operators. Zbl 0797.34083 Fefferman, C.; Seco, L.	9	1992
The eigenvalue sum for a one-dimensional potential. Zbl 0826.34070 Fefferman, C.; Seco, L.	9	1994
The density in a three-dimensional radial potential. Zbl 0826.34071 Fefferman, C.; Seco, L.	9	1995
Interval arithmetic in quantum mechanics. Zbl 0841.65067 Fefferman, Charles L.; Seco, Luis A.	7	1996
Pricing of spread options on stochastically correlated underlyings. Zbl 1173.91365 Escobar, Marcos; Götz, Barbara; Seco, Luis; Zagst, Rudi	4	2009
Algorithmic estimation of risk factors in financial markets with stochastic drift. Zbl 1251.91072 Hernández, Janko; Saunders, David; Seco, Luis	3	2012
An intensity-based approach for equity modeling. Zbl 1274.91466 Escobar, M.; Friederich, T.; Krayzler, M.; Seco, L.; Zagst, R.	3	2011
Using equity options to imply credit information. Zbl 1219.91151 Elkhodiry, Angie; Paradi, Joseph; Seco, Luis	3	2011
Harmonic analysis in value at risk calculations. Zbl 1094.91024 Albanese, Claudio; Seco, Luis	3	2001
The eigenvalue sum for a three-dimensional radial potential. Zbl 0845.34086 Fefferman, C.; Seco, L.	3	1996
A trigonometric sum relevant to the nonrelativistic theory of atoms. Zbl 0827.11079 Córdoba, A.; Fefferman, C.; Seco, L.	2	1994
Weyl sums and atomic energy oscillations. Zbl 0836.11028 Córdoba, Antonio; Fefferman, Charles L.; Seco, Luis A.	2	1995
Principal component value at task. Zbl 1014.91048 Brummelhuis, R.; Córdoba, A.; Quintanilla, M.; Seco, L.	2	2002
Ad honorem Charles Fefferman. Zbl 1377.01024 Córdoba, Antonio; Stein, Elias; Tao, Terence; Nirenberg, Louis; Kohn, Joseph J.; Chang, Sun-Yung Alice; Graham, C. Robin; Córdoba, Diego; Klartag, Bo’az; Fröhlich, Jürg; Seco, Luis; Weinstein, Michael	2	2017
Computer assisted lower bounds for atomic energies. Zbl 0760.65115 Seco, Luis A.	1	1991
The energy asymptotics of large Coulomb systems. Zbl 0834.47066 Fefferman, C. L.; Ivrii, V. Ja.; Seco, L. A.; Sigal, I. M.	1	1992
Measures of dependence for multivariate Lévy distributions. Zbl 1045.91027 Boland, J.; Hurd, T. R.; Pivato, M.; Seco, L.	1	2001
The spin of the ground state of an atom. Zbl 0879.46039 Fefferman, Charles L.; Seco, Luis A.	1	1996
Option on a CPPI. Zbl 1225.91059 Escobar, Marcos; Kiechle, Andreas; Seco, Luis; Zagst, Rudi	1	2011
A functional calculus on the Heisenberg group and the boundary layer potential \(\square_+^{-1}\) for the \(\bar\partial\)-Neumann problem. Zbl 0908.43007 Beals, Richard; Greiner, Peter C.; Jiang, Yaping; Seco, Luis	1	1998
A number-theoretic estimate for the Thomas-Fermi density. Zbl 0857.35105 Córdoba, Antonio; Fefferman, Charles Louis; Seco, Luis A.	1	1996
The mathematics of large atoms. Zbl 0873.35076 Fefferman, C. L.; Seco, L. A.	1	1995
Pricing shared-loss hedge fund fee structures. Zbl 1398.91514 Djerroud, Ben; Saunders, David; Seco, Luis; Shakourifar, Mohammad	1	2016
Ad honorem Charles Fefferman. Zbl 1377.01024 Córdoba, Antonio; Stein, Elias; Tao, Terence; Nirenberg, Louis; Kohn, Joseph J.; Chang, Sun-Yung Alice; Graham, C. Robin; Córdoba, Diego; Klartag, Bo’az; Fröhlich, Jürg; Seco, Luis; Weinstein, Michael	2	2017
Pricing shared-loss hedge fund fee structures. Zbl 1398.91514 Djerroud, Ben; Saunders, David; Seco, Luis; Shakourifar, Mohammad	1	2016
Algorithmic estimation of risk factors in financial markets with stochastic drift. Zbl 1251.91072 Hernández, Janko; Saunders, David; Seco, Luis	3	2012
An intensity-based approach for equity modeling. Zbl 1274.91466 Escobar, M.; Friederich, T.; Krayzler, M.; Seco, L.; Zagst, R.	3	2011
Using equity options to imply credit information. Zbl 1219.91151 Elkhodiry, Angie; Paradi, Joseph; Seco, Luis	3	2011
Option on a CPPI. Zbl 1225.91059 Escobar, Marcos; Kiechle, Andreas; Seco, Luis; Zagst, Rudi	1	2011
Pricing a CDO on stochastically correlated underlyings. Zbl 1202.91317 Escobar, Marcos; Götz, Barbara; Seco, Luis; Zagst, Rudi	12	2010
Pricing of spread options on stochastically correlated underlyings. Zbl 1173.91365 Escobar, Marcos; Götz, Barbara; Seco, Luis; Zagst, Rudi	4	2009
Portfolio optimization when asset returns have the Gaussian mixture distribution. Zbl 1149.90084 Buckley, Ian; Saunders, David; Seco, Luis	17	2008
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. Zbl 1041.60019 Pivato, Marcus; Seco, Luis	18	2003
Principal component value at task. Zbl 1014.91048 Brummelhuis, R.; Córdoba, A.; Quintanilla, M.; Seco, L.	2	2002
Harmonic analysis in value at risk calculations. Zbl 1094.91024 Albanese, Claudio; Seco, Luis	3	2001
Measures of dependence for multivariate Lévy distributions. Zbl 1045.91027 Boland, J.; Hurd, T. R.; Pivato, M.; Seco, L.	1	2001
A functional calculus on the Heisenberg group and the boundary layer potential \(\square_+^{-1}\) for the \(\bar\partial\)-Neumann problem. Zbl 0908.43007 Beals, Richard; Greiner, Peter C.; Jiang, Yaping; Seco, Luis	1	1998
Interval arithmetic in quantum mechanics. Zbl 0841.65067 Fefferman, Charles L.; Seco, Luis A.	7	1996
The eigenvalue sum for a three-dimensional radial potential. Zbl 0845.34086 Fefferman, C.; Seco, L.	3	1996
The spin of the ground state of an atom. Zbl 0879.46039 Fefferman, Charles L.; Seco, Luis A.	1	1996
A number-theoretic estimate for the Thomas-Fermi density. Zbl 0857.35105 Córdoba, Antonio; Fefferman, Charles Louis; Seco, Luis A.	1	1996
The density in a three-dimensional radial potential. Zbl 0826.34071 Fefferman, C.; Seco, L.	9	1995
Weyl sums and atomic energy oscillations. Zbl 0836.11028 Córdoba, Antonio; Fefferman, Charles L.; Seco, Luis A.	2	1995
The mathematics of large atoms. Zbl 0873.35076 Fefferman, C. L.; Seco, L. A.	1	1995
On the Dirac and Schwinger corrections to the ground-state energy of an atom. Zbl 0820.35113 Fefferman, C.; Seco, L. A.	16	1994
The density in a one-dimensional potential. Zbl 0811.34063 Fefferman, C.; Seco, L.	11	1994
The eigenvalue sum for a one-dimensional potential. Zbl 0826.34070 Fefferman, C.; Seco, L.	9	1994
A trigonometric sum relevant to the nonrelativistic theory of atoms. Zbl 0827.11079 Córdoba, A.; Fefferman, C.; Seco, L.	2	1994
Aperiodicity of the Hamiltonian flow in the Thomas-Fermi potential. Zbl 0788.34004 Fefferman, Charles L.; Seco, Luis A.	10	1993
Eigenvalues and eigenfunctions of ordinary differential operators. Zbl 0797.34083 Fefferman, C.; Seco, L.	9	1992
The energy asymptotics of large Coulomb systems. Zbl 0834.47066 Fefferman, C. L.; Ivrii, V. Ja.; Seco, L. A.; Sigal, I. M.	1	1992
The essential spectrum of Neumann Laplacians on some bounded singular domains. Zbl 0741.35043 Hempel, Rainer; Seco, Luis A.; Simon, Barry	50	1991
Computer assisted lower bounds for atomic energies. Zbl 0760.65115 Seco, Luis A.	1	1991
On the energy of a large atom. Zbl 0722.35072 Fefferman, Charles L.; Seco, Luis A.	31	1990
Asymptotic neutrality of large ions. Zbl 0695.60098 Fefferman, Charles L.; Seco, Luis A.	17	1990
Bound on the ionization energy of large atoms. Zbl 0714.35059 Seco, L. A.; Sigal, I. M.; Solovej, J. P.	17	1990

all cited Publications top 5 cited Publications

all top 5

Cited by 282 Authors

11	Escobar, Marcos
11	Solovej, Jan Philip
9	Seco, Luis Angel
7	Phan Thành Nam
7	Zagst, Rudi
6	Khrabustovskyi, Andrii
6	Siedentop, Heinz Karl Heinrich
5	Frank, Rupert L.
4	Bach, Volker
4	Colbrook, Matthew J.
4	Erdős, László
4	Fournais, Søren
4	Simon, Barry
3	Burdzy, Krzysztof
3	Córdoba Barba, Antonio Juan
3	Fefferman, Charles Louis
3	Götz, Barbara
3	Neykova, Daniela
3	Polterovich, Iosif
3	Wyłomańska, Agnieszka
2	Arrieta, José M.
2	Behrndt, Jussi
2	Cardone, Giuseppe
2	Cianchi, Andrea
2	Escobar Anel, Marcos
2	Exner, Pavel
2	Ferrando, Sebastián Esteban
2	Girouard, Alexandre
2	Grzesiek, Aleksandra
2	Gschnaidtner, Christoph
2	Guidolin, Massimo
2	Kiselev, Alexander A.
2	Lai, Anh Ngoc
2	Lewin, Mathieu
2	Lieb, Elliott Hershel
2	Maz’ya, Vladimir Gilelevich
2	Mellios, Constantin
2	Mohammadpour, Adel
2	Ogata, Hiroaki
2	Pavlov, Boris Sergeevich
2	Ros-Oton, Xavier
2	Rubtsov, Alexey N.
2	Saunders, David Claude
2	Schlein, Benjamin
2	Seiringer, Robert
2	Serra Montolí, Joaquim
2	Sigal, Israel Michael
2	Spitzer, Wolfgang Ludwig
2	Teuerle, Marek A.
2	Van Den Bosch, Hanne
1	Abrishami-Moghaddam, Hamid
1	Albanese, Claudio
1	Albeverio, Sergio A.
1	Anapolitanos, Ioannis
1	Argaman, Nathan
1	Atar, Rami
1	Baer, Eric
1	Baldi, Pietro
1	Balodis, Pedro
1	Band, Ram
1	Barletta, Giuseppina
1	Beals, Richard W.
1	Bellazzini, Jacopo
1	Benedikter, Niels
1	Benguria, Rafael D.
1	Bhat, Harish S.
1	Bi, Monika
1	Bianchi, Daniele
1	Bley, Gonzalo A.
1	Blinova, Irina V.
1	Boyarchenko, Svetlana I.
1	Brasche, Johannes Friedemann
1	Brummelhuis, Raymond
1	Buckley, Ian R. C.
1	Burenkov, Viktor Ivanovich
1	Burke, Kieron
1	Cancès, Eric
1	Cancio, Antonio C.
1	Carbonaro, Andrea
1	Cardona, Duván
1	Carroll, Rachael
1	Chadam, John M.
1	Chen, Pingyan
1	Chen, Rongda
1	Chen, Xinfu
1	Chen, Zhen-Qing
1	Christiansen, Martin Ravn
1	Conlon, Thomas E.
1	Cotter, John
1	Cox, Graham
1	Crisostomo, Steven
1	Daners, Daniel
1	Datchev, Kiril R.
1	Date, Paresh M.
1	Davies, Edward Brian
1	Dello Schiavo, Lorenzo
1	Denzler, Jochen
1	Di Persio, Luca
1	Dietze, Charlotte
1	Dragičević, Oliver
...and 182 more Authors

all top 5

Cited in 99 Serials

17	Communications in Mathematical Physics
10	European Journal of Operational Research
6	Letters in Mathematical Physics
5	Journal of Functional Analysis
4	Communications on Pure and Applied Mathematics
4	Journal of Mathematical Physics
4	Journal of Computational and Applied Mathematics
4	Journal of Multivariate Analysis
3	Journal of Mathematical Analysis and Applications
3	Theoretical and Mathematical Physics
3	Journal of Differential Equations
3	Mathematische Zeitschrift
3	Annals of Operations Research
3	Communications in Partial Differential Equations
3	Communications in Statistics. Simulation and Computation
3	Annales de l’Institut Henri Poincaré. Physique Théorique
3	Applied Stochastic Models in Business and Industry
3	Quantitative Finance
2	Physica A
2	Inventiones Mathematicae
2	Journal de Mathématiques Pures et Appliquées. Neuvième Série
2	Bulletin of the American Mathematical Society. New Series
2	Computational Statistics and Data Analysis
2	Potential Analysis
2	Applied Mathematical Finance
2	Journal of the European Mathematical Society (JEMS)
2	Foundations of Computational Mathematics
2	Review of Derivatives Research
1	Journal d’Analyse Mathématique
1	Journal of Statistical Physics
1	Mathematical Methods in the Applied Sciences
1	Metrika
1	Reports on Mathematical Physics
1	Rocky Mountain Journal of Mathematics
1	Reviews in Mathematical Physics
1	ACM Transactions on Mathematical Software
1	Advances in Mathematics
1	The Annals of Probability
1	Applied Mathematics and Computation
1	Automatica
1	Duke Mathematical Journal
1	Functional Analysis and its Applications
1	Journal of Econometrics
1	Kybernetika
1	Mathematische Annalen
1	Mathematische Nachrichten
1	Proceedings of the American Mathematical Society
1	SIAM Journal on Numerical Analysis
1	Transactions of the American Mathematical Society
1	Zeitschrift für Analysis und ihre Anwendungen
1	Journal of Time Series Analysis
1	Physica D
1	Computers & Operations Research
1	Journal of the American Mathematical Society
1	The Annals of Applied Probability
1	Communications in Statistics. Theory and Methods
1	Proceedings of the National Academy of Sciences of the United States of America
1	Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1	SIAM Journal on Mathematical Analysis
1	Stochastic Processes and their Applications
1	Experimental Mathematics
1	Calculus of Variations and Partial Differential Equations
1	Filomat
1	Bulletin des Sciences Mathématiques
1	Advances in Computational Mathematics
1	Discrete and Continuous Dynamical Systems
1	The Journal of Fourier Analysis and Applications
1	European Mathematical Society Newsletter
1	Mathematical Finance
1	Mathematical Physics, Analysis and Geometry
1	Mathematical Methods of Operations Research
1	International Journal of Theoretical and Applied Finance
1	Optimization and Engineering
1	Annales Henri Poincaré
1	La Gaceta de la Real Sociedad Matemática Española
1	Decisions in Economics and Finance
1	Acta Mathematica Scientia. Series B. (English Edition)
1	OR Spectrum
1	Oberwolfach Reports
1	Stochastics
1	Journal of Mathematical Physics, Analysis, Geometry
1	Complex Variables and Elliptic Equations
1	Journal of the Korean Statistical Society
1	Communications in Applied Mathematics and Computational Science
1	Mathematics and Financial Economics
1	Signal, Image and Video Processing
1	Journal of Physics A: Mathematical and Theoretical
1	Advances in Calculus of Variations
1	Analysis & PDE
1	Journal of Probability and Statistics
1	Annals of Functional Analysis
1	Statistics and Computing
1	Annals of Finance
1	S\(\vec{\text{e}}\)MA Journal
1	ISRN Probability and Statistics
1	Research in the Mathematical Sciences
1	Séminaire Laurent Schwartz. EDP et Applications
1	Pure and Applied Analysis
1	SciPost Physics

all top 5

Cited in 35 Fields

77	Partial differential equations (35-XX)
45	Quantum theory (81-XX)
37	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
32	Operator theory (47-XX)
28	Statistics (62-XX)
25	Probability theory and stochastic processes (60-XX)
11	Functional analysis (46-XX)
10	Calculus of variations and optimal control; optimization (49-XX)
10	Numerical analysis (65-XX)
9	Global analysis, analysis on manifolds (58-XX)
8	Statistical mechanics, structure of matter (82-XX)
7	Operations research, mathematical programming (90-XX)
6	Systems theory; control (93-XX)
4	Ordinary differential equations (34-XX)
4	Harmonic analysis on Euclidean spaces (42-XX)
3	History and biography (01-XX)
3	Dynamical systems and ergodic theory (37-XX)
2	General and overarching topics; collections (00-XX)
2	Integral equations (45-XX)
2	Differential geometry (53-XX)
2	Computer science (68-XX)
2	Fluid mechanics (76-XX)
1	Number theory (11-XX)
1	Linear and multilinear algebra; matrix theory (15-XX)
1	Topological groups, Lie groups (22-XX)
1	Measure and integration (28-XX)
1	Functions of a complex variable (30-XX)
1	Special functions (33-XX)
1	Abstract harmonic analysis (43-XX)
1	Convex and discrete geometry (52-XX)
1	Manifolds and cell complexes (57-XX)
1	Mechanics of particles and systems (70-XX)
1	Optics, electromagnetic theory (78-XX)
1	Biology and other natural sciences (92-XX)
1	Information and communication theory, circuits (94-XX)

Citations by Year

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