Items where Subject is "QA0273 Probabilities. Mathematical statistics"

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Agapiou, Sergios, Burger, Martin, Dashti, Masoumeh and Helin, Tapio (2018) Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems. Inverse Problems, 34 (4). pp. 1-37. ISSN 0266-5611

Ahlfeld, R, Montomoli, F, Scalas, E and Shahpar, S (2017) Uncertainty quantification for fat-tailed probability distributions in aircraft engine simulations. Journal of Propulsion and Power, 33 (4). pp. 881-890. ISSN 0748-4658

Ashton, Stephen, Scalas, Enrico, Georgiou, Nicos and Kiss, István Zoltán (2018) The mathematics of human contact: developing a model for social interaction in school children. Acta Physica Polonica A, 133 (6). pp. 1421-1432. ISSN 0587-4246

Au, Benson, Cébron, Guillaume, Dahlqvist, Antoine, Gabriel, Franck and Male, Camille (2020) Freeness over the diagonal for large random matrices. Annals of Probablitiy. ISSN 0091-1798 (Accepted)

Berthouze, Luc and Farmer, Simon F (2012) Adaptive time-varying detrended fluctuation analysis. Journal of Neuroscience Methods, 209 (1). pp. 178-188. ISSN 1872-678X

Bond, Rachael L, He, Yang-Hui and Ormerod, Thomas C (2017) A quantum framework for likelihood ratios. International Journal of Quantum Information, 16 (1). ISSN 0219-7499

Botcharova, M, Farmer, S F and Berthouze, L (2012) Power-law distribution of phase-locking intervals does not imply critical interaction. Physical Review E (PRE), 86 (5). 051920. ISSN 1539-3755

Botcharova, Maria, Berthouze, Luc, Brookes, Matthew J, Barnes, Gareth R and Farmer, Simon F (2015) Resting state MEG oscillations show long-range temporal correlations of phase synchrony that break down during finger movement. Frontiers in Physiology, 6. p. 183. ISSN 1664-042X

Botcharova, Maria, Farmer, Simon F and Berthouze, Luc (2014) Markers of criticality in phase synchronisation. Frontiers in Systems Neuroscience, 8. p. 176. ISSN 1662-5137

Bratieres, Sebastien, Quadrianto, Novi and Ghahramani, Zoubin (2015) GPstruct: Bayesian structured prediction using Gaussian processes. IEEE Transactions on Pattern Analysis and Machine Intelligence, 37 (7). pp. 1514-1520. ISSN 0162-8828

Brett, C E A, Lam, K F, Law, K J H, McCormick, D S, Scott, M R and Stuart, A M (2013) Accuracy and stability of filters for dissipative PDEs. Physica D: Nonlinear Phenomena, 245 (1). pp. 34-45. ISSN 0167-2789

Bátkai, András, Kiss, Istvan Z, Sikolya, Eszter and Simon, Péter L. (2012) Differential equation approximations of stochastic network processes: an operator semigroup approach. Networks and Heterogeneous Media, 7 (1). pp. 43-58. ISSN 1556-1801

Carmona, René, Coulon, Michael and Schwarz, Daniel (2013) Electricity price modeling and asset valuation: a multi-fuel structural approach. Mathematics and Financial Economics, 7 (2). pp. 167-202. ISSN 1862-9679

Carmona, René, Coulon, Michael and Schwarz, Daniel (2012) The valuation of clean spread options: linking electricity, emissions and fuels. Quantitative Finance, 12 (12). pp. 1951-1965. ISSN 1469-7688

Chen, J M, Hawkes, A G, Scalas, E and Trinh, M (2018) Performance of information criteria for selection of Hawkes process models of financial data. Quantitative Finance, 18 (2). pp. 225-235. ISSN 1469-7688

Collins, Benoît, Dahlqvist, Antoine and Kemp, Todd (2018) The spectral edge of unitary Brownian motion. Probability Theory and Related Fields, 170 (1-2). pp. 49-93. ISSN 0178-8051

Coulon, Michael and Howison, Sam (2009) Stochastic behaviour of the electricity bid stack: from fundamental drivers to power price. Journal of Energy Markets, 2 (1). pp. 29-69. ISSN 1756-3607

Coulon, Michael, Powell, Warren B and Sircar, Ronnie (2013) A model for hedging load and price risk in the Texas electricity market. Energy Economics, 40. pp. 976-988. ISSN 0140-9883

Cunden, Fabio Della, Dahlqvist, Antoine and O'Connell, Neil (2019) Integer moments of complex Wishart matrices and Hurwitz numbers. Annales De L'institut Henri Poincaré D. ISSN 2308-5827 (Accepted)

Cébron, Guillaume, Dahlqvist, Antoine and Gabriel, Franck (2017) The generalized master fields. Journal of Geometry and Physics, 119. 34 - 53. ISSN 0393-0440

Dahlqvist, Antoine (2017) Integration formulas for Brownian motion on classical compact Lie groups. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 53 (4). pp. 1971-1990. ISSN 0246-0203

Dahlqvist, Antoine and Norris, James R (2020) Yang--Mills measure and the master field on the sphere. Communication in Mathematical Physics. ISSN 1432-0916

Danani, A, Ferrando, R, Scalas, E and Torri, M (1998) Collective surface diffusion on a triangular lattice in presence of ordered phases. Surface Science, 402-4. pp. 281-285. ISSN 0039-6028

Danani, A, Ferrando, R, Scalas, E and Torri, M (1998) Collective surface diffusion on triangular and square interacting lattice gases. Surface Science, 409 (1). pp. 117-129. ISSN 0039-6028

Danani, A, Ferrando, R, Scalas, E and Torri, M (1997) Lattice-gas theory of collective diffusion in adsorbed layers. International Journal of Modern Physics B, 11 (19). pp. 2217-2279. ISSN 0217-9792

Danani, A, Ferrando, R, Scalas, E and Torri, M (1996) Multi-site correlation functions in two-dimensional lattice gases. Physica A: Statistical Mechanics and its Applications, 223 (1-2). pp. 149-166. ISSN 0378-4371

Danani, A, Ferrando, R, Scalas, E, Torri, M and Brivio, G P (1995) Lattice-gas model of diffusion of NH3 on Re(0001). Chemical Physics Letters, 236 (6). pp. 533-537. ISSN 0009-2614

Dashti, M, Law, K J H, Stuart, A M and Voss, J (2013) MAP estimators and their consistency in Bayesian nonparametric inverse problems. Inverse Problems, 29 (9). 095017. ISSN 0266-5611

De Masi, A, Presutti, E, Tsagkarogiannis, D and Vares, M E (2011) Current reservoirs in the simple exclusion process. Journal of Statistical Physics, 144 (6). pp. 1151-1170. ISSN 0022-4715

De Masi, Anna, Presutti, Errico, Tsagkarogiannis, Dimitrios and Vares, Maria Eulalia (2015) Exponential rate of convergence in current reservoirs. Bernoulli, 21 (3). pp. 1844-1854. ISSN 1350-7265

De Masi, Anna, Presutti, Errico, Tsagkarogiannis, Dimitrios and Vares, Maria Eulalia (2015) Extinction time for a random walk in a random environment. Bernoulli, 21 (3). pp. 1824-1843. ISSN 1350-7265

De Masi, Anna, Presutti, Errico, Tsagkarogiannis, Dimitrios and Vares, Maria Eulalia (2012) Non-equilibrium stationary states in the symmetric simple exclusion with births and deaths. Journal of Statistical Physics, 147 (3). pp. 519-528. ISSN 0022-4715

De Masi, Anna, Presutti, Errico, Tsagkarogiannis, Dimitrios and Vares, Maria Eulalia (2012) Truncated correlations in the stirring process with births and deaths. Electronic Journal of Probability, 17 (6). pp. 1-35. ISSN 1083-6489

Deelan Cunden, Fabio, Mezzadri, Francesco, O'Connell, Neil and Simm, Nick (2019) Moments of random matrices and hypergeometric orthogonal polynomials. Communications in Mathematical Physics. ISSN 0010-3616

Deelan Cunden, Fabio, Mezzadri, Francesco, Simm, Nick and Vivo, Pierpaolo (2016) Large-N expansion for the time-delay matrix of ballistic chaotic cavities. Journal of Mathematical Physics, 57 (11901). pp. 1-16. ISSN 0022-2488

Di Matteo, T, Airoldi, M and Scalas, E (2004) On pricing of interest rate derivatives. Physica A: Statistical Mechanics and its Applications, 339 (1-2). pp. 189-196. ISSN 0378-4371

Eom, Cheoljun, Kaizoji, Taisei, Park, Jong Won and Scalas, Enrico (2018) Realized FX volatility: statistical properties and applications. Future Research Korean Journal of Futures and Options, 26 (1). pp. 1-25. ISSN 1229-988x

Eom, Cheoljun, Kaizoji, Taisei and Scalas, Enrico (2019) Fat tails in financial return distributions revisited: evidence from the Korean stock market. Physica A Statistical Mechanics and its Applications, 526. p. 121055. ISSN 0378-4371

Eze, Ethelbert Chinedu and Chatwin, Chris R (2019) Enhanced recurrent neural network for short-term wind farm power output prediction. IJRDO - Journal of Applied Science, 5 (2). pp. 28-35. ISSN 2455-6653

Fabozzi, Frank J, Paletta, Tommaso, Stanescu, Silvia and Tunaru, Radu (2016) An improved method for pricing and hedging long dated American options. European Journal of Operational Research, 254 (2). pp. 656-666. ISSN 0377-2217

Ferrando, R and Scalas, E (1993) Incoherent scattering width in 2D systems with lateral interactions. Surface Science, 287 (2). pp. 907-910. ISSN 0039-6028

Ferrando, R and Scalas, E (1993) Self-diffusion in a 2D lattice gas with lateral interactions. Surface Science, 281 (1-2). pp. 178-190. ISSN 0039-6028

Ferrando, R, Scalas, E and Torri, M (1994) Projection-operator route to the generalized darken equation. Physics Letters A, 186 (5-6). pp. 415-418. ISSN 0375-9601

Ferrando, R, Scalas, Enrico and Torri, M (1993) Collective and tracer diffusion in low-coverage adsorbates. Journal of Electron Spectroscopy and Related Phenomena, 64-65. pp. 813-818. ISSN 0368-2048

Ferraro, Simone, Manzini, Michele, Masoero, Aldo and Scalas, Enrico (2009) A random telegraph signal of Mittag-Leffler type. Physica A: Statistical Mechanics and its Applications, 388 (19). pp. 3991-3999. ISSN 0378-4371

Fulger, Daniel, Scalas, Enrico and Germano, Guido (2008) Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation. Physical Review E, 77 (2). 021122. ISSN 1539-3755

Fulger, Daniel, Scalas, Enrico and Germano, Guido (2013) Random numbers from the tails of probability distributions using the transformation method. Fractional Calculus and Applied Analysis, 16 (2). pp. 332-353. ISSN 1311-0454

Fyodorov, Y V, Khoruzhenko, B A and Simm, N J (2016) Fractional Brownian motion with Hurst index H=0 and the Gaussian Unitary Ensemble. Annals of Probability, 44 (4). pp. 2980-3031. ISSN 0091-1798

Garibaldi, U, Scalas, E and Viarengo, P (2007) Statistical equilibrium in simple exchange games II. The redistribution game. European Physical Journal B: Condensed Matter and Complex Systems, 60 (2). pp. 241-246. ISSN 1434-6028

Georgiou, Nicos, Joseph, Mathew, Khoshnevisan, Davar and Shiu, Shang-Yuan (2015) Semi-discrete, semi-linear SPDEs. Annals of Applied Probability, 25 (5). pp. 2959-3006. ISSN 1050-5164

Georgiou, Nicos, Kiss, Istvan Z and Scalas, Enrico (2015) Solvable non-Markovian dynamic network. Physical Review E, 92 (4). 042801. ISSN 1539-3755

Georgiou, Nicos, Kumar, Rohini and Seppäläinen, Timo (2010) TASEP with discontinuous jump rates. ALEA : Latin American Journal of Probability and Mathematical Statistics, 7. pp. 293-318. ISSN 1980-0436

Georgiou, Nicos, Rassoul-Agha, Firas, Seppalainen, Timo and Yilmaz, Atilla (2015) Ratios of partition functions for the log-gamma polymer. Annals of Probability, 43 (5). pp. 2282-2331. ISSN 0091-1798

Georgiou, Nicos, Rassoul-Agha, Firas and Seppäläinen, Timo (2016) Geodesics and the competition interface for the corner growth model. Probability Theory and Related Fields, 169 (1-2). pp. 223-255. ISSN 0178-8051

Georgiou, Nicos, Rassoul-Agha, Firas and Seppäläinen, Timo (2016) Stationary cocycles and Busemann functions for the corner growth model. Probability Theory and Related Fields, 169 (1-2). pp. 177-222. ISSN 0178-8051

Georgiou, Nicos, Rassoul-Agha, Firas and Seppäläinen, Timo (2016) Variational formulas and cocycle solutions for directed polymer and percolation models. Communications in Mathematical Physics, 346 (2). pp. 741-779. ISSN 0010-3616

Georgiou, Nicos and Seppäläinen, Timo (2013) Large deviation rate functions for the partition function in a log-gamma distributed random particle. Annals of Probability, 41 (6). pp. 4248-4286. ISSN 0091-1798

Germano, Guido, Politi, Mauro, Scalas, Enrico and Schilling, René L (2010) Ito and Stratonovich integrals on compound renewal processes: the normal/Poisson case. Communications in Nonlinear Science and Numerical Simulation, 15 (6). pp. 1583-1588. ISSN 1007-5704

Germano, Guido, Politi, Mauro, Scalas, Enrico and Schilling, René L. (2009) Stochastic calculus for uncoupled continuous-time random walks. Physical Review E, 79. 066102. ISSN 1539-3755

Hartley, Caroline, Berthouze, Luc, Mathieson, Sean R, Boylan, Geraldine B, Rennie, Janet M, Marlow, Neil and Farmer, Simon F (2012) Long-range temporal correlations in the EEG bursts of human preterm babies. PLoS ONE, 7 (2). e31543. ISSN 1932-6203

Hartley, Caroline, Farmer, Simon and Berthouze, Luc (2020) Temporal ordering of input modulates connectivity formation in a developmental neuronal network model of the cortex. PLoS ONE, 15 (1). e0226772. ISSN 1932-6203

Hartley, Caroline, Taylor, Timothy J, Kiss, Istvan Z, Farmer, Simon F and Berthouze, Luc (2014) Identification of criticality in neuronal avalanches: II. A theoretical and empirical investigation of the Driven case. Journal of Mathematical Neuroscience, 4 (9). pp. 1-42. ISSN 2190-8567

Hernández-Montoya, A R, Coronel-Brizio, H F, Stevens-Ramírez, G A, Rodríguez-Achach, M, Politi, M and Scalas, E (2011) Emerging properties of financial time series in the “Game of Life”. Physical Review E, 84. 066104. ISSN 1539-3755

Lambert, Gaultier, Ostrovsky, Dmitry and Simm, Nick (2018) Subcritical multiplicative chaos for regularized counting statistics from random matrix theory. Communications in Mathematical Physics, 360 (1). pp. 1-54. ISSN 0010-3616

Leonenko, Nikolai, Scalas, Enrico and Trinh, Mailan (2019) Limit theorems for the fractional non-homogeneous Poisson process. Journal of Applied Probability, 56 (1). pp. 246-264. ISSN 0021-9002

Leonenko, Nikolai, Scalas, Enrico and Trinh, Mailan (2017) The fractional non-homogeneous Poisson process. Statistics and Probability Letters, 120. pp. 147-156. ISSN 0167-7152

Li, David Day-Uei, Yu, Hongqi and Chen, Yu (2015) Fast bi-exponential fluorescence lifetime imaging analysis methods. Optics Letters, 40 (3). pp. 336-339. ISSN 0146-9592

Livan, Giacomo, Inoue, Jun-ichi and Scalas, Enrico (2012) On the non-stationarity of financial time series: impact on optimal portfolio selection. Journal of Statistical Mechanics: Theory and Experiment, 2012. P07025. ISSN 1742-5468

Mainardi, Francesco, Raberto, Marco, Gorenflo, Rudolf and Scalas, Enrico (2000) Fractional calculus and continuous-time finance II: the waiting-time distribution. Physica A Statistical Mechanics and its Applications, 287 (3-4). pp. 468-481. ISSN 0378-4371

Meerschaert, Mark M and Scalas, Enrico (2006) Coupled continuous time random walks in finance. Physica A: Statistical Mechanics and its Applications, 370 (1). pp. 114-118. ISSN 0378-4371

Mezzadri, F and Simm, N (2012) Moments of the transmission eigenvalues, proper delay times and random matrix theory II. Journal of Mathematical Physics, 53 (5). 053504-1-053504-42. ISSN 0022-2488

Mezzadri, F and Simm, N J (2011) Moments of the transmission eigenvalues, proper delay times, and random matrix theory I. Journal of Mathematical Physics, 52 (10). p. 103511. ISSN 0022-2488

Mezzadri, F and Simm, N J (2013) Tau-function theory of chaotic quantum transport with β = 1, 2, 4. Communications in Mathematical Physics, 324 (2). pp. 465-513. ISSN 0010-3616

Minas, Christopher, Waddell, Simon J and Montana, Giovanni (2011) Distance-based differential analysis of gene curves. Bioinformatics, 27 (22). pp. 3135-3141. ISSN 1367-4803

Montino, Alessandro, Soprano-Loto, Nahuel and Tsagkarogiannis, Dimitrios (2016) Thermodynamics for spatially inhomogeneous magnetization and Young-Gibbs measures. Journal of Statistical Physics, 164 (6). pp. 1318-1353. ISSN 0022-4715

Mosetti, Giancarlo, Jug, Giancarlo and Scalas, Enrico (2007) Power laws from randomly sampled continuous-time random walks. Physica A: Statistical Mechanics and its Applications, 375 (1). pp. 233-238. ISSN 0378-4371

Politi, M, Scalas, E, Fulger, D and Germano, G (2010) Spectral densities of Wishart-Levy free stable random matrices. European Physical Journal B: Condensed Matter and Complex Systems, 73 (1). pp. 13-22. ISSN 1434-6028

Politi, Mauro, Kaizoji, Taisei and Scalas, Enrico (2011) Full characterization of the fractional Poisson process. Europhysics Letters, 96 (2). p. 20004. ISSN 0295-5075

Polito, Federico and Scalas, Enrico (2016) A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Electronic Communications in Probability, 21. pp. 20-34. ISSN 1083-589X

Ponta, Linda, Scalas, Enrico, Raberto, Marco and Cincotti, Silvano (2012) Statistical analysis and agent-based microstructure modeling of high-frequency financial trading. IEEE Journal of Selected Topics in Signal Processing, 6 (4). pp. 381-387. ISSN 1932-4553

Ponta, Linda, Trinh, Mailan, Raberto, Marco, Scalas, Enrico and Cincotti, Silvano (2019) Modeling non-stationarities in high-frequency financial time series. Physica A: Statistical Mechanics and its Applications, 521. pp. 173-196. ISSN 0378-4371

Prokopenko, Mikhail, Barnett, Lionel, Harré, Michael, Lizier, Joseph T., Obst, Oliver and Wang, X. Rosalind (2015) Fisher transfer entropy: quantifying the gain in transient sensitivity. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Science, 471 (2184). p. 20150610. ISSN 1364-5021

Quadrianto, Novi and Ghahramani, Zoubin (2015) A very simple safe-Bayesian random forest. IEEE Transactions on Pattern Analysis and Machine Intelligence, 37 (6). pp. 1297-1303. ISSN 0162-8828

Raberto, Marco, Rapallo, Fabio and Scalas, Enrico (2011) Semi-Markov graph dynamics. PLoS ONE, 6 (8). e23370. ISSN 1932-6203

Radivojević, Tijana, Anselmi, Jonatha and Scalas, Enrico (2014) Ergodic transition in a simple model of the continuous double auction. PLoS ONE, 9 (2). e88095. ISSN 1932-6203

Reverberi, A P and Scalas, E (1998) Dynamic scaling of a reaction-limited decay process. Physica A: Statistical Mechanics and its Applications, 254 (3-4). pp. 348-357. ISSN 0378-4371

Reverberi, A P and Scalas, E (1997) Surface selective deconstruction: a Monte Carlo study. Fractals, 5 (3). pp. 327-332. ISSN 0218-348X

Rhodes, Darren and Di Luca, Massimiliano (2016) Temporal regularity of the environment drives time perception. PLoS ONE, 11 (8). e0161677. ISSN 1932-6203

Rostron, Peter and Ramsey, Michael (2012) Cost effective, robust estimation of measurement uncertainty from sampling using unbalanced ANOVA. Accreditation and Quality Assurance, 17 (1). pp. 7-14. ISSN 1432-0517

Sam, Kin Meng and Chatwin, Chris (2015) Online consumer decision-making styles for enhanced understanding of Macau online consumer behavior. Asia Pacific Management Review, 20 (2). pp. 100-107. ISSN 1029-3132

Scalas, E and Ferrando, R (1994) Pair-correlation function in 2-dimensional lattice gases. Physical Review E, 49. pp. 513-520. ISSN 1539-3755

Scalas, E, Garibaldi, U and Donadio, S (2007) Statistical equilibrium in simple exchange games I. European Physical Journal B: Condensed Matter and Complex Systems, 60 (2). pp. 271-272. ISSN 1434-6028

Scalas, E, Garibaldi, U and Donadio, S (2006) Statistical equilibrium in simple exchange games I: methods of solution and application to the Bennati-Dragulescu-Yakovenko (BDY) game. European Physical Journal B: Condensed Matter and Complex Systems, 53 (2). pp. 267-272. ISSN 1434-6028

Scalas, E and Viano, G A (1993) The Hausdorff moments in statistical mechanics. Journal of Mathematical Physics, 34. pp. 5781-5800. ISSN 0022-2488

Scalas, E and Viano, G A (1993) Resolving power and information-theory in signal recovery. Journal of the Optical Society of America A: Optics, Image Science & Vision (JOSA A), 10 (5). pp. 991-996. ISSN 1084-7529

Scalas, Enrico (2017) Continuous-time statistics and generalized relaxation equations. European Physical Journal B: Condensed Matter and Complex Systems, 90 (11). p. 209. ISSN 1434-6028

Scalas, Enrico (2007) Mixtures of compound Poisson processes as models of tick-by-tick financial data. Chaos Solitons & Fractals, 34 (1). pp. 33-40. ISSN 0960-0779

Scalas, Enrico (2016) Random exchange models and the distribution of wealth. European Physical Journal - Special Topics, 225. pp. 3293-3298. ISSN 1951-6355

Scalas, Enrico (2006) The application of continuous-time random walks in finance and economics. Physica A: Statistical Mechanics and its Applications, 362 (2). pp. 225-239. ISSN 0378-4371

Scalas, Enrico, Gabriel, Adrian T, Martin, Edgar and Germano, Guido (2015) Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review E (PRE), 92 (2). 022140. ISSN 1550-2376

Scalas, Enrico, Gallegati, Mauro, Guerci, Eric, Mas, David and Tedeschi, Alessandra (2006) Growth and allocation of resources in economics: the agent-based approach. Physica A Statistical Mechanics and its Applications, 370 (1). pp. 86-90. ISSN 0378-4371

Scalas, Enrico, Gorenflo, Rudolf and Mainardi, Francesco (2000) Fractional calculus and continuous-time finance. Physica A: Statistical Mechanics and its Applications, 284 (1-4). pp. 376-384. ISSN 0378-4371

Scalas, Enrico, Gorenflo, Rudolf and Mainardi, Francesco (2004) Uncoupled continuous-time random walks: solution and limiting behavior of the master equation. Physical Review E (PRE), 69. 011107. ISSN 1539-3755

Scalas, Enrico, Gorenflo, Rudolf, Mainardi, Francesco and Raberto, Marco (2003) Revisiting the derivation of the fractional diffusion equation. Fractals, 11 (Supp01). pp. 281-289. ISSN 0218-348X

Scalas, Enrico, Martin, Edgar and Germano, Guido (2007) Ehrenfest urn revisited: playing the game on a realistic fluid model. Physical Review E, 76. 011104(1)-011104(6). ISSN 1539-3755

Scalas, Enrico and Politi, Mauro (2013) A note on intraday option pricing. International Journal of Applied Nonlinear Science, 1 (1). pp. 76-86. ISSN 1752-2862

Scalas, Enrico, Rapallo, Fabio and Radivojević, Tijana (2017) Low-traffic limit and first-passage times for a simple model of the continuous double auction. Physica A: Statistical Mechanics and its Applications, 485. pp. 61-72. ISSN 0378-4371

Scalas, Enrico and Schweitzer, Frank (2009) Complex networks. Advances in Complex Systems, 12 (1). pp. 1-2. ISSN 0219-5259

Scalas, Enrico and Viles, Noèlia (2012) On the convergence of quadratic variation for compound fractional Poisson processes. Fractional Calculus and Applied Analysis, 15 (2). pp. 314-331. ISSN 1311-0454

Scalas, Enrico and Viles, Noèlia (2014) A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process. Stochastic Processes and their Applications, 124 (1). pp. 385-410. ISSN 0304-4149

Seth, Anil, Chorley, Paul and Barnett, Lionel (2013) Granger causality analysis of fMRI BOLD signals is invariant to hemodynamic convolution but not downsampling. NeuroImage, 65. pp. 540-555. ISSN 1053-8119

Simm, Nick (2017) On the real spectrum of a product of Gaussian matrices. Electronic Communications in Probability, 22. a41 1-11. ISSN 1083-589X

Taylor, Timothy J, Hartley, Caroline, Simon, Péter L, Kiss, Istvan Z and Berthouze, Luc (2013) Identification of criticality in neuronal avalanches: I. A theoretical investigation of the non-driven case. Journal of Mathematical Neuroscience, 3 (5). pp. 1-26. ISSN 2190-8567

Torri, M, Ferrando, R, Scalas, E and Brivio, G P (1994) Collective diffusion in a lattice-gas: application to O/W(110). Surface Science, 307-09 (Part A). pp. 565-569. ISSN 0039-6028

Torri, M, Ferranso, R, Scalas, E and Brivio, G P (1994) Erratum to “Collective diffusion in a lattice gas: application to O/W(110)” [Surface Science 307–309 (1994) 565]. Surface Science, 318 (3). p. 443. ISSN 0039-6028

Tyndall, David, Rae, Bruce R, Li, David Day-Uei, Arlt, Jochen, Johnstone, Abigail, Richardson, Justin A and Henderson, Robert K (2012) A high-throughput time-resolved mini-silicon photomultiplier with embedded fluorescence lifetime estimation in 0.13um CMOS. IEEE Transactions on Biomedical Circuits and Systems, 6 (6). pp. 562-570. ISSN 1932-4545

West, Timothy, Farmer, Simon, Berthouze, Luc, Jha, Ashwani, Beudel, Martijn, Foltynie, Thomas, Limousin, Patricia, Zrinzo, Ludvic, Brown, Peter and Litvak, Vladimir (2016) The Parkinsonian subthalamic network: measures of power, linear, and non-linear synchronization and their relationship to L-DOPA treatment and OFF state motor severity. Frontiers in Human Neuroscience, 10. p. 517. ISSN 1662-5161

Yan, Junhua, Bai, Xuehan, Zhang, Wanyi, Xiao, Yongqi, Chatwin, Chris, Young, Rupert and Birch, Phil (2019) No-reference image quality assessment based on the AdaBoost BP neural network in the wavelet domain. Journal of Systems Engineering and Electronics, 30 (2). pp. 223-237. ISSN 1004-4132

Book Section

Carmona, René and Coulon, Michael (2013) A survey of commodity markets and structural models for electricity prices. In: Benth, Fred Espen, Kholodnyi, Valery A and Laurence, Peter (eds.) Quantitative energy finance: modeling, pricing, and hedging in energy and commodity markets. Springer-Verlag, New York, pp. 41-83. ISBN 9781461472476

Dungey, Sheena, Beloff, Natalia, Williams, Rachael, Williams, Tim, Puri, Shivani and Tate, Rosemary (2015) Characterisation of data quality in electronic healthcare records. In: Briassouli, Alexia, Benois-Pineau, Jenny and Hauptmann, Alexander (eds.) Health monitoring and personalised feedback using multimedia data. Springer International Publishing. ISBN 9783319179629

Gorenflo, Rudolf, Mainardi, Francesco, Scalas, Enrico and Raberto, Marco (2001) Fractional calculus and continuous-time finance III : the diffusion limit. In: Kohlmann, Michael and Shanjian, Tang (eds.) Mathematical Finance. Birkhauser, Basel, pp. 171-180. ISBN 9783034895064

Kiss, Istvàn, Berthouze, Luc, Miller, Joel C and Simon, Péter L (2017) Mapping out emerging network structures in dynamic network models coupled with epidemics. In: Masuda, Naoki and Holme, Petter (eds.) Temporal network epidemiology. Theoretical Biology . Springer, pp. 267-289. ISBN 9789811052866

Mainardi, Francesco, Gorenflo, Rudolf and Scalas, Enrico (2004) A renewal process of Mittag-Leffler type. In: Novak, Miroslav M (ed.) Thinking in patterns: fractals and related phenomena in nature. World Scientific, pp. 35-46. ISBN 9789812388223

Scalas, E, Gorenflo, R, Mainardi, F and Raberto, M (2002) Revisiting the derivation of the fractional diffusion equation. In: Family, Fereydoon, Daoud, Mohamed, Herrmann, Hans J and Stanley, H Eugene (eds.) Scaling and disordered systems: international workshop and collection of articles honoring Professor Antonio Coniglio on the occasion of his 60th birthday. World Scientific Publishing, London, pp. 281-289. ISBN 9789810248383

Scalas, Enrico (2006) Five years of continuous-time random walks in econophysics. In: Namatame, Akira, Kaizouji, Taisei and Aruka, Yuuji (eds.) The complex networks of economic interactions. Lecture Notes in Economics and Mathematical Systems (567). Springer-Verlag Berlin Heidelberg, pp. 3-16. ISBN 9783540287278

Scalas, Enrico (2012) A class of CTRWs: compound fractional Poisson processes. In: Klafter, Joseph, Lim, S C and Metzler, Ralf (eds.) Fractional dynamics: recent advances. World Scientific Publishing, Singapore, pp. 353-374. ISBN 9789814340588

Conference or Workshop Item

Bond, Rachael L (2015) A quantum framework for likelihood ratios. In: Annual Scientific Meeting of the Mathematical, Statistical, & Computing Psychology Section of the British Psychological Society, 12/12/2015, London.

Ponce Cuspinera, Luis, Uetsuji, Sakura, Ordonez Morales, Francisco Javier and Roggen, Daniel (2016) Wearable beach volleyball serve type recognition. In: ISWC 2016: the 20th International Symposium on Wearable Computers, September 12-16, 2016, Heidelberg, Germany.

Conference Proceedings

Bratieres, Sebastien, Quadrianto, Novi, Nowozin, Sebastian and Ghahramani, Zoubin (2014) Scalable Gaussian process structured prediction for grid factor graph applications. International Conference on Machine Learning (ICML), Beijing. Published in: Proceedings of the 32nd International Conference on Machine Learning; Beijing, China; 21 - 26 June 2014. 32 (2) 334-342. JMLR ISSN 1938-7228

Brydges, David C, Dahlqvist, Antoine and Slade, Gordon (2011) The strong interaction limit of continuous-time weakly self-avoiding walk. Workshop on Probabilistic Techniques in Statistical Mechanics Celebrating the 65th Birthday of Erwin Bolthausen, Berlin, Germany, October 14–16, 2010. Published in: Deuschel, Jean-Dominique, Gentz, Barbara, König, Wolfgang, von Renesse, Max, Scheutzow, Michael and Schmock, Uwe, (eds.) Probability in Complex Physical Systems. 11 275-287. Springer Berlin Heidelberg, Berlin. ISSN 2190-5614 ISBN 9783642238109

Cheng, Peter C-H (2018) Sets for foundational representations? A design case study with probability and distributions. SetVR 2018: International Workshop on Set Visualization and Reasoning, Edinburgh, UK, 18 June 2018. Published in: Sato, Yuri and Shams, Zohreh, (eds.) Proceedings of International Workshop on Set Visualization and Reasoning (SetVR 2018). 1-11. CEUR Workshop Proceedings ISSN 1613-0073

Clarke, Daoud and Keller, Bill (2015) Efficiency in ambiguity: two models of probabilistic semantics for natural language. IWCS 2015: 11th International Conference on Computational Semantics, Queen Mary University, London, April 15 - 17, 2015. Published in: Proceedings of the 11th International Conference on Computational Semantics. 129-139. Association for Computational Linguistics, London, UK. ISBN 978-1-941643-33-4

Hernández-lobato, Daniel, Sharmanska, Viktoriia, Kersting, Kristian, Lampert, Christoph H and Quadrianto, Novi (2014) Mind the nuisance: Gaussian process classification using privileged noise. Published in: Proceedings of Advances in Neural Information Processing Systems 27 (NIPS 2014); Palais des Congrès de Montréal, Montréal Canada; 8 - 13 December 2014. 837-845. Neural Information Processing Systems Foundation

Quadrianto, Novi, Thomas, Oliver and Sharmanska, Viktoriia (2019) Discovering fair representations in the data domain. CVPR 2019, Long Beach, California, US, June 15th - June 20th 2019. Published in: Conference on Computer Vision and Pattern Recognition (CVPR). 1 8219-8228. Institute of Electrical and Electronics Engineers ISSN 2575-7075 ISBN 9781728132938

Sam, K M and Chatwin, C R (2018) Understanding adoption of big data analytics in China: from organizational users perspective. 2018 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM), Bangkok, Thailand, 16-19 December 2018. Published in: IEEE Industrial Engineering & Engineering Management 2018. 507-510. Institute of Electrical and Electronics Engineers, IEEE Xplore digital library. ISSN 2157-362X ISBN 9781538667866

Book

Baleanu, Dumitru, Diethelm, Kai, Scalas, Enrico and Trujillo, Juan J (2012) Fractional calculus: models and numerical methods. Series on complexity, nonlinearity and chaos, 3 . World Scientific, Singapore, pp. 1-400. ISBN 9789814355209

Baleanu, Dumitru, Diethelm, Kai, Scalas, Enrico and Trujillo, Juan J (2016) Fractional calculus: models and numerical methods (2nd edition). Series on complexity, nonlinearity and chaos, 5 . World Scientific, Singapore. ISBN 9789813140035

Garibaldi, Ubaldo and Scalas, Enrico (2010) Finitary probabilistic methods in econophysics. Cambridge University Press, Cambridge. ISBN 9780521515597

Edited Special Journal Issue

Kaizoji, Taisei, Namatame, Akira and Scalas, Enrico, eds. (2007) Econophysics Colloquium 2006 and Third Bonzenfreies Colloquium. Physica A: Statistical Mechanics and its Applications, 383 (1). ISSN 0378-4371

Thesis

Rattana, Prapanporn (2015) Mean-field-like approximations for stochastic processes on weighted and dynamic networks. Doctoral thesis (PhD), University of Sussex.

Patent

University of Sussex; Miles, Kenneth Alan; Ganeshan, Balaji; Young, Rupert; Chatwin, Chris (2014) Method, apparatus and computer program for analysing medica image data. EP20080718814 20080319.

This list was generated on Sun Aug 9 03:52:39 2020 BST.