Dr Simon Hubbert

Positions held:

Reader in Mathematics, Birkbeck Business School

Research
Research

Research interests
- Approximation theory
- optimisation and mathematical finance
Supervision and teaching
Supervision and teaching

Supervision

Supervisions within Birkbeck:

1

Doctoral alumni since 2013-14
- DENIS MAZIERES
  
  Nature of supervision:
  Principal Supervisor, Oct 2007 to Sep 2017
  
  Title of thesis:
  Tensor of Radial Basis Functions: Theory and Applications to the Valuation of Volume Flexible Energy Contracts
  
  Awarded:
  2019
Teaching

Teaching modules
- Market Risk Management (BUEM053H7)
- Financial Modelling and Data Science (EMMS011S7)
Publications
Publications
Article
- Hubbert, Simon and Porcu, E. and Oates, C. and Girolami, M. (2023) Sobolev Spaces, Kernels and Discrepancies over Hyperspheres. Transactions on Machine Learning Research pp. 1-18. ISSN 2835-8856.
- Hubbert, Simon and Janin, J. (2023) Generalised Wendland functions for the sphere. Advances in Computational Mathematics 49 (3), ISSN 1019-7168.
- Hubbert, Simon and Jaeger, J. and Levesley, J. (2023) Convergence of sparse grid Gaussian convolution approximation for multidimensional periodic functions. Applied and Computational Harmonic Analysis 62, pp. 453-474. ISSN 1063-5203.
- Chan, R.T.L. and Hubbert, Simon (2014) Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme. Review of Derivatives Research 17 (2), pp. 161-189. ISSN ISSN: 1380-6645.
- Chernih, A. and Hubbert, Simon (2014) Closed form representations and properties of the generalised Wendland functions. Journal of Approximation Theory 177, pp. 17-33. ISSN 0021-9045.
- Benjancu, A. and Hubbert, Simon (2012) A study of the uniform accuracy of univariate thin plate spline interpolation. Numerical Algorithms 62 (12), pp. 1781-1789. ISSN 1017-1398.
- Bejancu, A. and Hubbert, Simon (2012) A study of the uniform accuracy of univariate thin plate spline interpolation. Applied Numerical Mathematics 62 (12), pp. 1781-1789. ISSN 0168-9274.
- Hubbert, Simon (2012) Closed form representations for a class of compactly supported radial basis function. Advances in Computational Mathematics 36 (1), pp. 115-136. ISSN 1019-7168.
- Chan, Ron T.L. and Hubbert, Simon (2010) A numerical study of radial basis function based methods for option pricing under one dimension jump-diffusion model. Applied Numerical Mathematics ISSN 0168-9274.
- Hubbert, Simon (2010) On the compactly supported correlation functions proposed by T. Gneiting. Journal of Multivariate Analysis ISSN 0047-259X.
- Hubbert, Simon and Muller, S. (2006) Interpolation with circular basis functions. Numerical Algorithms 42 (1), pp. 75-90. ISSN 1017-1398.
- Hubbert, Simon and Morton, Tanya M. (2004) A Duchon framework for the sphere. Journal of Approximation Theory 129 (1), pp. 28-57. ISSN 0021-9045.
- Hubbert, Simon and Morton, Tanya M. (2004) L_(p)-error estimates for radial basis function interpolation on the sphere. Journal of Approximation Theory 129 (1), pp. 58-77. ISSN 0021-9045.
- Hubbert, Simon and Morton, T. (2004) Lp-error estimates for radial basis function interpolation on the sphere. Journal of Approximation Theory 129 (1), pp. 58-77. ISSN 0021-9045.
Book
- Hubbert, Simon and Lê Gia, Q.T. and Morton, T.M. (2015) Spherical radial basis functions, theory and applications. SpringerBriefs in Mathematics. Berlin, Germany: Springer. ISSN 2191-8198. ISBN 9783319179384.
- Hubbert, Simon (2011) Essential mathematics for market risk management. New York, U.S.: Wiley. ISBN 9781119979524.
Book Section
- Hubbert, Simon and Levesley, J. (2019) Convergence of Multilevel Stationary Gaussian Convolution. In: Radu, F. and Kumar, K. and Berre, I. and Nordbotten, J. and Pop, I. (eds.) Numerical Mathematics and Advanced Applications - ENUMATH 2017. Lecture Notes in Computational Science and Engineering. Springer. pp. 83-92. ISBN 9783319964140.
- Hubbert, Simon and Morton, Tanya M. (2004) On the accuracy of surface spline interpolation on the unit sphere. In: Neamtu, M. and Saff, E.B. (eds.) Advances in Constructive Approximation: Vanderbild 2003. Brentwood,Tennessee: Nashboro Press. pp. 227-242. ISBN 0 972848 22 3.
- Hubbert, Simon and Baxter, Brad J.C. (2001) Radial basis functions for the sphere. In: Haussmann, W. and Jetter, K. and Reimer, M. (eds.) Recent Progress in Multivariate Approximation. 4th International Conference, September 2000, Witten-Bommerholz. International Series of Numerical Mathematics. Basel: Birkhauser. pp. 33-47. ISBN 3764365056.
- Levesley, Jeremy and Hubbert, Simon (2001) An open problem concerning Fourier transforms of radial functions in Euclidean space and on spheres. In: Haussmann, W. and Jetter, K. and Reimer, M. (eds.) Recent Progress in Multivariate Approximation. 4th International Conference, September 2000, Witten-Bommerholz. International Series of Numerical Mathematics. Basel: Birkhauser. pp. 225-226. ISBN 3764365056.
Monograph
- Hubbert, Simon and Levesley, J. (2017) Convergence of Multilevel Stationary Gaussian Quasi-Interpolation. London, UK: Birkbeck, University of London.
- Chernih, A. and Hubbert, Simon (2016) Closed form representations and properties of the generalised Wendland functions. London, UK: Birkbeck, University of London.

Dr Simon Hubbert

Research

Research interests

Supervision and teaching

Supervision

Doctoral alumni since 2013-14

DENIS MAZIERES

Teaching

Teaching modules

Publications

Article

Book

Book Section

Monograph