Tongseok Lim
Mathematics · Purdue University West Lafayette
Publications
57
Citations
171
Est. group size
—
Recurring co-author estimate
Active years
13
Publishing since 2014
Tongseok Lim works in mathematics at the intersection of optimal transport theory, probability, and optimization, applying these tools to problems in finance (option pricing, martingale optimal transport), data science (denoising, statistical matching), and network analysis (node classification, cooperative game value allocation on graphs). Much of the work develops theoretical results (duality, geometry, convex analysis) and then applies them to concrete computational or applied problems.
Publication output rose to a peak around 2021 before declining through 2023-2024, then picked up again with new work appearing in 2025-2026.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- Data Denoising with Self-Consistency, Variance Maximization, and the Kantorovich Dominance
SIAM Journal on Mathematics of Data Science · 2026
- Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
Open MIND · 2026
- Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
arXiv (Cornell University) · 2026
- Statistical Matching via Schrödinger Bridge beyond Conditional Independence
arXiv (Cornell University) · 2026
- Statistical Matching via Schrödinger Bridge beyond Conditional Independence
arXiv (Cornell University) · 2026
- Node Classification in Networks via Simplicial Interactions
IEEE Transactions on Neural Networks and Learning Systems · 2025
- Monotone Curve Estimation via Convex Duality
arXiv (Cornell University) · 2025
- Node classification via simplicial interaction with augmented maximal clique selection
Neurocomputing · 2025
- Geometry of vectorial martingale optimal transportations and duality
Mathematical Programming · 2023
- Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions
SIAM Journal on Optimization · 2023
- Replication of financial derivatives under extreme market models given marginals
arXiv (Cornell University) · 2023
- Dimension Reduction in Martingale Optimal Transport: Geometry and Robust Option Pricing
arXiv (Cornell University) · 2023
- Node classification in networks via simplicial interactions
arXiv (Cornell University) · 2023
- Optimal exercise decision of American options under model uncertainty
arXiv (Cornell University) · 2023
- Classifying Minimum Energy States for Interacting Particles: Spherical Shells
SIAM Journal on Applied Mathematics · 2022
- arXiv (Cornell University)×31
- SSRN Electronic Journal×3
- Archive for Rational Mechanics and Analysis×2
- Oxford University Research Archive (ORA) (University of Oxford)×1
- IEEE Transactions on Neural Networks and Learning Systems×1
- Qi Feng
Economics, Econometrics and Finance · Purdue University West Lafayette
- Jingyi Chen
Mathematics · The Ohio State University
- Kiseop Lee
Economics, Econometrics and Finance · Purdue University West Lafayette
- Nathan Glatt-Holtz
Economics, Econometrics and Finance · Indiana University
- Parisa Fatheddin
Economics, Econometrics and Finance · The Ohio State University
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 20, 2026.
Claim or correct this profile