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  • Chiarella, Carl; Kang, Boda; Meyer, G (Elsevier, 2012)
    This paper considers the problem of numerically evaluating barrier option prices when the dynamics of the underlying are driven by stochastic volatility following the square root process of Heston (1993)[7]. We develop a ...
  • Crainiceanu, Ciprian; Ruppert, David; Claeskens, Gerda; Wand, Matt (Oxford University Press, 2005)
    Penalised-spline-based additive models allow a simple mixed model representation where the variance components control departures from linear models. The smoothing parameter is the ratio of the random-coefficient and error ...
  • Corcoran, Chris; Ryan, Louise; Senchaudhuri, Pralay; Mehta, Cyrus; Patel, Nitin; Molenberghs, Geert (Wiley-Blackwell Publishing Ltd., 2001)
    The problem of testing a dose-response relationship in the presence of exchangeably correlated binary data has been addressed using a variety of models. Most commonly used approaches are derived from likelihood or generalized ...
  • Cheang, Gerald; Chiarella, Carl (Routledge, 2011)
    This article extends the exchange option model of Margrabe, where the distributions of both stock prices are log-normal with correlated Wiener components, to allow the underlying assets to be driven by jump-diffusion ...
  • Ormerod, John; Wand, Matt (American Statistical Association, 2010)
    Variational approximations facilitate approximate inference for the parameters in complex statistical models and provide fast, deterministic alternatives to Monte Carlo methods. However, much of the contemporary literature ...
  • Borovkov, Kostya; Novikov, Alex (Applied Probability Trust, 2005)
    We give explicit upper bounds for convergence rates when approximating both one- and two-sided general curvilinear boundary crossing probabilities for the Wiener process by similar probabilities for close boundaries of ...
  • Molenberghs, G; Ryan, Louise (John Wiley & Sons Ltd, 1999)
    This paper focuses on the analysis of clustered multivariate binary data that arise from developmental toxicity studies. In these studies, pregnant mice are exposed to chemicals to assess possible adverse effects on ...
  • Chen, Dafang; Cho, Sung-Il; Chen, Changzhong; Wang, Xiaobin; Damokosh, Andrew; Ryan, Louise; Smith, Thomas; Christiani, David; Xu, Xiping (BMJ Publishing, 2000)
    Objectives-The association between birth weight and exposure to benzene, work stress, and other occupational and environmental hazards was investigated. Methods-in a large petrochemical industry, 792 pregnant workers ...
  • Celedon, Juan; Litonjua, Augusto; Ryan, Louise; Platts-Mills, T.; Weiss, Scott; Gold, Diane (Lancet Ltd, 2002)
    We looked for an association between early exposure to pets and asthma and wheezing in children whose mothers or fathers did or did not have a history of asthma. We followed up 448 children, who had at least one parent ...
  • Celedon, Jc; Milton, Dk; Ramsey, Cd; Litonjua, Aa; Ryan, Louise; Platts-Mills, Tae; Gold, Dr (Mosby-elsevier, 2007)
    Background: There has been no longitudinal study of the relation between concurrent exposure to dust mite allergen and endotoxin in early life and asthma and atopy at school age. Objectives: To examine the relation ...
  • Shi, Chenggen; Lu, Jie; Zhang, Guangquan; Zhou, Hong (Elsevier, 2006)
  • Walker, S. G; Choy, S. (Elsevier Science, 2006)
    In this paper, it is demonstrated that an extension to the exponential power family allows for robustness characteristics for the normal location parameter problem, previously thought to be restricted to the Student-t and ...
  • Shi, Chenggen; Lu, Jie; Zhang, Guangquan (Elsevier Science Inc, 2005)
    Kth-best approach is one of the three popular and workable approaches for linear bilevel programming. However, it could not well deal with a linear bilevel programming problem when the constraint functions at the Upper-level ...
  • Shi, Chenggen; Lu, Jie; Zhang, Guangquan (Elsevier Science Inc, 2005)
    Kuhn-Tucker approach has been applied with remarkable success in linear bilevel programming (BLP). However, it still has some extent unsatisfactory and incomplete. One principle challenges is that it could not well handle ...
  • Turlach, B.; Wand, Matt (American Statistical Association, 1996)
    We investigate the extension of binning methodology to fast computation of several auxiliary quantities that arise in local polynomial smoothing. Examples include degrees of freedom measures, cross-validation functions, ...
  • Cheng, Shancheng; Li, Jianchun; Zhou, J (Elsevier Science Inc, 2013)
    This paper studies the fast synchronization of directionally coupled chaotic systems under a chained interaction topology. Firstly, by applying finite-time stability theory, it is shown that all chaotic systems can achieve ...
  • Yeh, Wei-Chang; Lin, Wen-Ben; Hsieh, Tsung-Jung; Liu, Sin-Long (Pergamon-Elsevier Science Ltd, 2011)
    To construct the model of gene expression using microarray techniques can reveal the regulation rules from the gene expression profiles. From S-system model, it is able to analyze the regulatory system dynamics. However, ...
  • Bae, Changseok; Yeh, Wei-Chang; Chung, Yuk; Liu, Sin-Long (Pergamon-Elsevier Science Ltd, 2010)
    Data mining is the most commonly used name to solve problems by analyzing data already present in databases. Feature selection is an important problem in the emerging field of data mining which is aimed at finding a small ...
  • Ganguli, Bhaswati; Wand, Matt (Springer New York LLC, 2007)
    This paper develops inference for the significance of features such as peaks and valleys observed in additive modeling through an extension of the SiZer-type methodology of Chaudhuri and Marron (1999) and Godtliebsen et ...
  • Khushaba, Rami; Al-Ani, Ahmed; Al-Jumaily, Adel Ali (Pergamon - Elsevier Ltd., 2011)
    One of the fundamental motivations for feature selection is to overcome the curse of dimensionality problem. This paper presents a novel feature selection method utilizing a combination of differential evolution (DE) ...