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Journal Publications:
  1. (2004) Malik Magdon-Ismail, and Joseph Sill
    "A Linear Model Gets the Correct Monotonicity Directions",
    submitted to IEEE Transactions on Information Theory.
    postscript , pdf.

  2. (2004) Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, and Yaser S. Abu-Mostafa
    "On the Maximum Drawdown of a Brownian Motion",
    Journal of Applied Probability, Volume 41, Number 3, March, 2004 (to appear).
    postscript , pdf.

  3. (2003) Costas Busch, Malik Magdon-Ismail and Mukkai Krishnamoorthy
    "Hardness Results for Cake-Cutting",
    Submitted, 2003.
    postscript , pdf.

  4. (2003) Malik Magdon-Ismail and Amir F. Atiya
    "A Maximum Likelihood Approach to Variance Estimation of a Brownian Motion Using the High, Low and Close",
    Quantitative Finance, volume 3, issue 5, pages 376 - 384, 2003.
    Pre-print versions: postscript , pdf.
    Print version

  5. (2001)Malik Magdon-Ismail
    "The Equivalent Martingale Measure: An Introduction to Pricing Using Expectations",
    IEEE Transactions on Neural Networks, Volume 12, Number 4, pp 684-693, July 2001.
    postscript , pdf.

  6. (2001) Eric Breimer, Mark K. Goldberg, Brian Kolstad and Malik Magdon-Ismail
    "On the Height of a Random Set of Points in a d-Dimensional Unit Cube",
    Journal of Experimental Mathematics, Volume 10, Number 4, pp 583-597, 2001.
    postscript , pdf, source code.

  7. (2000) Malik Magdon-Ismail and Amir F. Atiya
    "Density Estimation and Random Variate Generation Using Multi-Layer Networks",
    IEEE Transactions on Neural Networks, (accepted to appear) December 2000.
    postscript , pdf.

  8. (2000) Malik Magdon-Ismail and Amir F. Atiya
    "The Early Restart Algorithm",
    Neural Computation, Volume 12, Number 6, pp 1303-1313, June 2000.
    postscript , pdf.

  9. (2000) Malik Magdon-Ismail
    "No Free Lunch for Noise Prediction",
    Neural Computation, Volume 12, Number 3, pp547-565, March 2000.
    postscript , pdf.

  10. (1998) Malik Magdon-Ismail, Alexander Nicholson and Yaser Abu-Mostafa,
    "Financial Markets, Very Noisy Information Processing",
    Proceedings of the IEEE, Special Issue on Intelligent Signal Processing, Volume 86, Number 11, pp 2184-2195, November 1998.
    postscript , pdf.
    addendum to definition A.1, postcript , pdf.

  11. (1999) Zehra Cataltepe, Yaser Abu-Mostafa and Malik Magdon-Ismail
    "No Free Lunch for Early Stopping",
    Neural Computation, Volume 11, Number 4, pp 995-1010, May 1998.
    postscript , pdf.

  12. (1998) Malik Magdon-Ismail and Yaser Abu-Mostafa,
    "Validation of Volatility Models",
    Journal of Forecasting, Volume 17, pp 349-368, 1998, (submitted 1996).
    postscript , pdf.