Publications

You can also find my articles on Google Scholar and ResearchGate.

Computational statistics and nuclear physics

V. Kejzlar, L. N., W. Nazarewicz & P.-G. Reinhard (2020). "Statistical aspects of nuclear mass models." J. Phys. G. [journal] [arxiv]

L. N., Y. Cao, S.A. Giuliani, W. Nazarewicz, Erik Olsen & O.B. Tarasov (2020). "Quantified limits of the nuclear landscape." Phys. Rev. C 101(3), 044307. [journal] [arxiv]

L. N., Y. Cao, S.A. Giuliani, W. Nazarewicz, E. Olsen & O.B. Tarasov (2020). "Beyond the proton drip line: Bayesian analysis of proton-emitting nuclei." Phys. Rev. C 101(1), 014319. [journal] [arxiv]

J. Arnetz, L.N., S. Sudan, T. Maiti, B. Arnetz & F. Viens (2020). "Nurse-reported bullying is associated with documented adverse patient events: an exploratory study in a U.S. hospital." J. Nurs. Care Qual. 35(3). [journal]

Y. Hao & L. N. (2019). "Application of Bayesian inference in accelerator commissioning of FRIB." Proceedings of the 10th Int. Particle Accelerator Conf. [journal]

Y. Hao, Y. Li, M. Balcewicz, L. N. & W. Cheng (2019). "Application of Bayesian inference in accelerator commissioning of FRIB." Preprint. [arxiv]

G. King, A. Lovell, L. N. & F. Nunes (2019). "Direct comparison between Bayesian and frequentist uncertainty quantification for nuclear reactions." Phys. Rev. Lett. 122(23), 232502. [journal] [arxiv]

V. Kejzlar, L. N., T. Maiti & F. Viens (2019). "Bayesian mixing of computer models: a nuclear physics perspective." Preprint. [arxiv]

L. N., Y. Cao, W. Nazarewicz, E. Olsen & F. Viens (2019). "Neutron dripline in the Ca region from Bayesian model averaging." Phys. Rev. Lett. 122(6), 062502. [journal] [arxiv]

L. N., Y. Cao, W. Nazarewicz & F. Viens (2018). "Bayesian approach to model-based extrapolation of nuclear observables." Phys. Rev. C 98(3), 034318. [journal] [arxiv]

Stochastic processes and mathematical finance

L. N. & P. Protter (2019). "Expansion of a filtration with a stochastic process: the information drift." Preprint. [arxiv]

L. N. (2017). "Expansion of a filtration with a stochastic process: a high-frequency trading perspective." PhD Thesis, Columbia University. [journal]

G. Guo, A. Jacquier, C. Martini & L. N. (2016). "Generalized arbitrage free SVI volatility surfaces." SIAM J. Finan. Math. 7(1). [journal] [arxiv]

L. N. & F. Viens. (2016). "A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences." ALEA, Lat. Am. J. Probab. Math. Stat. 13(1). [journal] [arxiv]