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Browsing 01 Mathematical Sciences by Title

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  • Hurn, M; Green, Peter; Al-Awadhi, F (Blackwell Publishing, 2008)
    The Sloan digital sky survey is an extremely large astronomical survey that is conducted with the intention of mapping more than a quarter of the sky. Among the data that it is generating are spectroscopic and photometric ...
  • Coull, Brent; Mezzetti, Maura; Ryan, Louise (Springer, 2003)
    This article uses a Bayesian hierarchical model to quantify the adverse health effects associated with in-utero exposure to methylmercury. By allowing for study-to-study as well as outcome-to-outcome variability, the ...
  • Bird, Ronald; Gerlach, Richard (Feng Chia University, 2006)
    Simple financial ratios such as book-to-market are often used to identify value stocks. This paper examines the extent to which fundamental accounting information can be used to better identify truly undervalued value ...
  • Morales, Knashawn; Ibrahim, Joseph; Chen, Chien-Jen; Ryan, Louise (American Statistical Association, 2006)
    An important component of quantitative risk assessment involves characterizing the dose-response relationship between an environmental exposure and adverse health outcome and then computing a benchmark dose, or the exposure ...
  • Lau, Jw; Green, Peter (Amer Statistical Assoc, 2006)
    This paper establishes a general framework for Bayesian model-based clustering, in which subset labels are exchangeable, and items are also exchangeable, possibly up to covariate e?ects. It is rich enough to encompass a ...
  • Mardia, Kanti; Nyirongo, Vysaul; Green, Peter; Gold, Nicola; Westhead, David (Biomed Central Ltd, 2007)
    Background: Matching functional sites is a key problem for the understanding of protein function and evolution. The commonly used graph theoretic approach, and other related approaches, require adjustment of a matching ...
  • Cetin, U.; Novikov, Alex; Shiryaev, Albert (Taylor & Francis, 2013)
    We solve explicitly a Bayesian sequential estimation problem for the drift parameter of a fractional Brownian motion under the assumptions that a prior density of is Gaussian and that a penalty function is quadratic or ...
  • Gerlach, Richard; Bird, Ronald; Hall, Tony (Blackwell Publishers, 2002)
  • Chiarella, Carl; He, Xuezhong; Wang, Duo (Pergamon-Elsevier Science Ltd, 2006)
    We develop a simple behavioral asset pricing model with fundamentalists and chartists in order to study price behavior in financial markets when chartists estimate both conditional mean and variance by using a weighted ...
  • Platen, Eckhard (Blackwell Publishing, 2006)
    This paper derives a unified framework for portfolio optimization, derivative pricing, financial modeling, and risk measurement. It is based on the natural assumption that investors prefer more rather than less, in the ...
  • Morales, Knashawn; Ryan, Louise (John Wiley & Sons, Ltd., 2005)
    Risk assessments based on epidemiologic studies are becoming increasingly common in evaluating environmental health risks and setting health standards. This article will discuss and compare some of the available methods ...
  • Hein, Anne-Mette; Richardson, Sylvia; Causton, Helen; Ambler, Graeme; Green, Peter (Oxford Univ Press, 2005)
    We present Bayesian hierarchical models for the analysis of Affymetrix GeneChip data. The approach we take differs from other available approaches in two fundamental aspects. Firstly, we aim to integrate all processing ...
  • Alomari, Majdi; Zhu, Jianguo (Elsevier Science Bv, 2011)
    This paper presents the use of Thyristor-Controlled Series Capacitor (TCSC) to control bifurcations of subsynchronous resonance (SSR) in multimachine power system. The modified second system of the IEEE second benchmark ...
  • Catalano, Paul; Ryan, Louise (American Statistical Association, 1992)
    We use the concept of a latent variable to derive the joint distribution of a continuous and a discrete outcome, and then extend the model to allow for clustered data. The model Can be parameterized in a way that allows ...
  • Lohstroh, Pete; Chen, Jiangang; Ba, Jianming; Ryan, Louise; Xu, Xiping; Overstreet, James; Lasley, Bill (Us Dept Health Human Sciences Public Health Science, 2003)
    Stressors as subtle as night work or shift work can lead to irregular menstrual cycles, and changes in reproductive hormone profiles can adversely affect bone health. This study was conducted to determine if stresses ...
  • Celedon, Juan; Litonjua, Augusto; Ryan, Louise; Weiss, Scott; Gold, Diane (American Academy of Pediatrics, 2002)
    Objective. Bottle feeding in the bed or crib before sleep time has been associated with an increased risk of wheezing in the first year of life. We examined whether bottle feeding in the bed or crib before sleep time in ...
  • Chiarella, Carl; Szidarovszky, Ferenc (Pergamon-Elsevier Science Ltd, 2003)
  • Glover, Kristoffer; Peskir, Goran; Samee, F (Taylor and Francis, 2011)
    Following the economic rationale of the British put and call option, we present a new class of lookback options (by first studying the canonical 'Russian' variant) where the holder enjoys the early exercise feature of ...
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro; Giulioni, Gianfranco; Palestrini, Antonio (World Scientific, 2004)
    Power law behavior is an emerging property of many economic models. In this paper we emphasize the fact that power law distributions are persistent but not time invariant. In fact, the scale and shape of the firms' size ...
  • Craddock, Mark; Lennox, Kelly (Inst Mathematical Statistics, 2009)
    This paper uses Lie symmetry methods to calculate certain expectations for a large class of Ito diffusions. We show that if the problem has sufficient symmetry, then the problem of computing functionals of the form ...