Search research publications and outputs

  1. 2014
  2. On the Volatility of Commodity Futures Prices

    Clewlow, L., Kang, B. & Nikitopoulos, C. S., Jul 2014, Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella. Springer, p. 315-334

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  3. Pricing an American Call under Stochastic Volatility and Interest Rates

    Kang, B. & Meyer, G. H., Jul 2014, Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella. Springer, p. 291-314

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  4. Quantum fields in curved space-time, semiclassical gravity, quantum gravity phenomenology, and analogue models: parallel session D4

    Liberati, S. & Fewster, C., Apr 2014, GR20 Proceedings issue of General Relativity and Gravitation. 1707 ed. Springer US, Vol. 46. 13 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  5. Computational Methods for Derivatives with Early Exercise Features

    Chiarella, C., Kang, B., Meyer, G. H. & Ziogas, A., Jan 2014, Handbook of Computational Economics. Schmedders, K. & Judd, K. L. (eds.). Elsevier, Vol. 3. p. 225-275 51 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  6. Probability distributions for quantum stress tensors in two and four dimensions

    Fewster, C., Ford, L. H. & Roman, T. A., 2014, Relativity and Gravitation: 100 years after Einstein in Prague. Bičák, J. & Ledvinka, T. (eds.). Springer US, p. 489-496 8 p. (Springer Proceedings in Physics; vol. 157).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  7. О спектрах открытых течений идеальной жидкости в кольцевых областях

    Ilin, K. & Morgulis, A., 2014, Исследования по мат. анализу, диф. уравнениям, мат. моделированию и их приложениям. Vladikavkaz: South Mathematical Institute of RAS, p. 408-419

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  8. 2013
  9. Starch granules and complex carbohydrates at Çatalhöyük

    Hardy, K., van de Locht, R., Wilson, J. & Tugay, O., 15 Sep 2013, Humans and landscapes of Çatalhöyük: reports from the 2000-2008 seasons. McDonald Institute for Archaeological Research Monograph. Hodder I (ed.). Hodder, I. (ed.). British Institute of Archaeology at Ankara

    Research output: Chapter in Book/Report/Conference proceedingChapter

  10. Quantum measurements constrained by symmetries

    Busch, P. & D. Loveridge, L., Sep 2013, Symmetries and groups in contemporary physics: Proceedings of the XXIX International Colloquium on Group-Theoretical Methods in Physics. Bai, C., Gazeau, J-P. & Ge, M-L. (eds.). Singapore: World Scientific Publishing, Vol. 11. p. 587-592 6 p. (Nankai Series in Pure, Applied Mathematics and Theoretical Physics; vol. 11).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  11. An imprecise boosting-like approach to regression

    Wiencierz, A. & Utkin, L. V., Jul 2013, Proceedings of the 8th International Symposium on Imprecise Probability: Theories and Applications. p. 345-354

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  12. An exact algorithm for likelihood-based imprecise regression in the case of simple linear regression with interval data

    Wiencierz, A. & Cattaneo, M. E. G. V., 1 Jan 2013, Advances in Intelligent Systems and Computing. Vol. 190 AISC. p. 293-301 9 p. (Advances in Intelligent Systems and Computing; vol. 190 AISC).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  13. Distribution of algebraic numbers and metric theory of Diophantine approximation

    Beresnevich, V., Bernik, V., Kukso, O. & Götze, F., Jan 2013, Limit Theorems in Probability, Statistics and Number Theory: Springer Proceedings in Mathematics & Statistics. Eichelsbacher, P., Elsner, G., Kösters, H., Löwe, M., Merkl, F. & Rolles, S. (eds.). Springer, Vol. 42. p. 23-48 25 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  14. A Clifford Algebraic Framework for Coxeter Group Theoretic Computations

    Dechant, P-P., 2013, Conference proceedings: Applied Geometric Algebras in Computer Science and Engineering 2012 (AGACSE 2012), July 2-4, La Rochelle, France. Springer-verlag, p. 89–108

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  15. Aspects of Integrable Defects

    Corrigan, E., 2013, Proceedings of the XXIX International Colloquium on Group Theoretical Mthods in Physics: Symmetries and Groups in Contemporary Physics. Bai, C., Gazeau, J-P. & Ge, M-L. (eds.). World Scientific Publishing, p. 121-132 (Nankai Series in Pure, Applied Mathematics and Theoretical Physics; vol. 11).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  16. 2012
  17. On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations

    Brzezniak, Z. & Millet, A., 31 Aug 2012, Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010. Decreusefond, L. & Najim, J. (eds.). Springer Berlin / Heidelberg, Vol. 22. p. 57-90 (Springer Proceedings in Mathematics & Statistics ; vol. 22).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  18. Aspects of fermionic dual models

    Corrigan, E., Apr 2012, The Birth of String Theory. Cappelli, A., Castellani, E., Colomo, F. & Di Vecchia, P. (eds.). Cambridge University Press, p. 378-392 15 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  19. A Mathematical Approach To Structural Transitions In Viral Capsids

    Indelicato, G. & Twarock, R., Feb 2012, International Journal of Modern Physics: Conference Series . Vol. 9. p. 11-23 13 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  20. Restriction and Ehresmann semigroups

    Gould, V., Feb 2012, Proceedings of the International Conference on Algebra 2010: Advances in Algebraic Structures. World Scientific Publishing, p. 265-288

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  21. Stochastic Geometric Partial Differential Equations

    Brzezniak, Z., Goldys, B. & Ondrejat, M., Jan 2012, New Trends in Stochastic Analysis and Related Topics: A Volume in Honour of Professor K. D. Elworthy. Zhao, H. & Truman, A. (eds.). World Scientific Publishing Co Pte Ltd, Vol. 12. p. 1-32 32 p. (Interdisciplinary Mathematical Sciences).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  22. Local covariance and background independence

    Fredenhagen, K. & Rejzner, K., 2012, Quantum Field Theory and Gravity: Conceptual and Mathematical Advances in the Search for a Unified Framework. Finster, F., Nardmann, M., Zeidler, E., Mueller, O. & Tolksdorf, J. (eds.). Basel: Birkhauser, p. 15-24

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  23. On the notion of "the same physics in all spacetimes"

    Fewster, C. J., 2012, Quantum Field Theory and Gravity. Conceptual and mathematical advances in the search for a unified framework. The volume emerged from the international conference "Quantum Field Theory and Gravity" held in Regensburg 28 September - 1 October 2010. Finster, F., Mueller, O., Nardmann, M., Tolksdorf, J. & Zeidler, E. (eds.). Birkhauser, p. 207-227 21 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  24. The Evaluation of Gas Swing Contracts with Regime Switching

    Chiarella, C., Clewlow, L. & Kang, B., 2012, Topics in Numerical Methods for Finance. Springer Science Business Media, Vol. 19. p. 155-176 (Springer Proceedings in Mathematics and Statisitcs).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  25. 2011
  26. Morse theory and stable pairs

    Wentworth, R. & Wilkin, G. P. D., 1 Dec 2011, Variation problems in differential geometry: London Mathematical Society Lecture Note Series. Bielawski, R., Houston, K. & Speight, M. (eds.). Cambridge University Press, Vol. 394. p. 142-180 39 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  27. Stochastic wave equations with values in Riemannian manifolds

    Brzezniak, Z. & Ondreját, M., Nov 2011, Quaderni di Matematica: Stochastic Partial Differential Equations and Applications VIII. Da Prato, G. & Tubaro, L. (eds.). Napoli (Italy), Vol. 25. p. 65-97 34 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  28. Regression with imprecise data: A robust approach

    Cattaneo, M. E. G. V. & Wiencierz, A., Jul 2011, Proceedings of the 7th International Symposium on Imprecise Probability: Theories and Applications. p. 119-128 10 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  29. A splitting rate model of traffic re-routeing and traffic control

    Smith, M., 2011, Procedia - Social and Behavioral Sciences: 19th International Symposium on Transportation and Traffic Theory. Cassidy, M. & Skarbadonis, A. (eds.). Elsevier, Vol. 17. p. 316-340 25 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  30. Parallel Binomial Valuation of American Options with Proportional Transaction Costs

    Roux, A., Zastawniak, T. & Zhang, N., 2011, Advanced Parallel Processing Technologies: 9th International Symposium, APPT 2011, Shanghai, China, September 26-27, 2011. Proceedings. Temam, O., Yew, P-C. & Zang, B. (eds.). Springer-verlag, Vol. 6965/2011. p. 88-97 10 p. (Lecture Notes in Computer Science; vol. 6965, no. 2011).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  31. 2010
  32. Beyond Quasi-Equivalence: New Insights Into Viral Architecture via Affine Extended Symmetry Groups

    Keef, T. & Twarock, R., 1 Mar 2010, Emerging Topics in Physical Virology. Stockley, P. & Twarock, R. (eds.). London: Imperial College Press, p. 59-84

    Research output: Chapter in Book/Report/Conference proceedingChapter

  33. FREEFLOW, Data and Intelligent Decision Support: the York Demonstration and a Theoretical Observation

    Smith, M. & Shepherd, R., Mar 2010, MODELS AND TECHNOLOGIES FOR INTELLIGENT TRANSPORTATION SYSTEMS: PROCEEDINGS OF THE INTERNATIONAL CONFERENCE (ROME, 2009, JUNE 22-23). Fusco, G. (ed.). MMX Aracne, p. 74-80 7 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  34. Hyperbolic Equations with Random Boundary Conditions

    Brzezniak, Z. & Peszat, S., Feb 2010, RECENT DEVELOPMENT IN STOCHASTIC DYNAMICS AND STOCHASTIC ANALYSIS . Duan, J., Luo, S. & Wang, C. (eds.). New Jersey: World Scientific Publishing, Vol. 8. p. 1-21 21 p. (Interdisciplinary Mathematical Sciences; vol. 8).

    Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

  35. Intelligent Control of Urban Road Networks: Algorithms, Systems and Communications

    Smith, M., 2010, Communications Infrastructure. Systems and Applications in Europe: Proceedings of the First International ICST Conference, EuropeComm 2009, London, UK, August 2009. Mehmood, R., Cerqueira, E., Piesiewicz, R. & Chlamtac, I. (eds.). Springer, Vol. 16. p. 116-127 12 p. (Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  36. Intelligent Network Control: Using an Assignment–Control Model to Design Fixed Time Signal Timings

    Smith, M., 2010, New Developments in Transport Planning: Advances in Dynamic Traffic Assignment. Tampère, C. M. J., Viti, F. & Immers, L. H. B. (eds.). Edward Elgar, p. 57-72 15 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  37. 2009
  38. Classical metric Diophantine approximation revisited

    Beresnevich, V., Bernik, V., Dodson, M., Velani, S., Chen, W. (ed.), Gowers, T. (ed.), Halberstam, H. (ed.), Schmidt, W. (ed.) & Vaughan, R. (ed.), Feb 2009, Analytic number theory. Essays in honour of Klaus Roth on the occasion of his 80th birthday. Cambridge: Cambridge University Press, p. 38-61 24 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  39. "No Information Without Disturbance": Quantum Limitations of Measurement

    Busch, P., 2009, QUANTUM REALITY, RELATIVISTIC CAUSALITY, AND CLOSING THE EPISTEMIC CIRCLE. Myrvold, WC. & Christian, J. (eds.). DORDRECHT: SPRINGER, p. 229-256 28 p. (The Western Ontario Series in Philosophy of Science).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  40. A Two-direction Method of Solving Variable Demand Equilibrium Models with and without Signal Control

    Smith, M., 2009, Transportation and Traffic Theory 2009: Golden Jubilee: Papers selected for presentation at ISTTT18. Lam, W. H. K., Wong, S. C. & Lo, H. K. (eds.). NEW YORK: Springer, p. 365-386 22 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  41. DNA Cages with Icosahedral Symmetry in Bionanotechnology

    Jonoska, N., Taormina, A. & Twarock, R., 2009, Algorithmic Bioprocesses. Springer Berlin / Heidelberg, p. 141 158 p. (Natural Computing Series; vol. 2009).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  42. Effect

    Busch, P., Greenberger, D. (ed.), Hentschel, K. (ed.) & Weinert, F. (ed.), 2009, Compendium of Quantum Physics. Berlin, Heidelberg: Springer-verlag, p. 179 - 180

    Research output: Chapter in Book/Report/Conference proceedingChapter

  43. Great Moments of the Riemann Zeta Function

    Beineke, J., Hughes, C., Benjamin, A. T. (ed.) & Brown, E. (ed.), 2009, Biscuits of Number Theory. Math. Assoc. America, p. 199-215 17 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  44. Heisenberg Uncertainty Relation (Indeterminacy Relations)

    Busch, P., Falkenburg, B., Greenberger, D. (ed.), Hentschel, K. (ed.) & Weinert, F. (ed.), 2009, Compendium of Quantum Physics. Berlin, Heidelberg: Springer-verlag, p. 281 - 283

    Research output: Chapter in Book/Report/Conference proceedingChapter

  45. Lüders Rule

    Busch, P., Lahti, P., Greenberger, D. (ed.), Hentschel, K. (ed.) & Weinert, F. (ed.), 2009, Compendium of Quantum Physics. Berlin, Heidelberg: Springer Berlin / Heidelberg, p. 356 - 358

    Research output: Chapter in Book/Report/Conference proceedingChapter

  46. Mathematical models of the Battle of Britain

    MacKay, N., 2009, Conference Proceedings, IMA Mathematics in Defence 2009. Essex: Institute of Mathematics and its Applications, Vol. 2009. 6 p. (Conference Proceedings; vol. Mathematics in Defence 2009).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  47. Measurement Theory

    Busch, P., Lahti, P., Greenberger, D. (ed.), Hentschel, K. (ed.) & Weinert, F. (ed.), 2009, Compendium of Quantum Physics. Berlin, Heidelberg: Springer-verlag, p. 374 - 379

    Research output: Chapter in Book/Report/Conference proceedingChapter

  48. Observable

    Busch, P., Lahti, P., Greenberger, D. (ed.), Hentschel, K. (ed.) & Weinert, F. (ed.), 2009, Compendium of Quantum Physics. Berlin, Heidelberg: Springer-verlag, p. 425 - 428

    Research output: Chapter in Book/Report/Conference proceedingChapter

  49. Ubiquity and a general logarithm law for geodesics

    Beresnevich, V., Velani, S., Bugeaud, Y. (ed.), Dal'Bo, F. (ed.) & Drutu, C. (ed.), 2009, Dynamical Systems and Diophantine Approximation. Seminaires et Congres. Vol. 19. p. 21-36 16 p. (Seminaires et Congres).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  50. Variational Bayesian inference for partially observed stochastic dynamical systems - art. no. 012022

    Wang, B. & Titterington, D. M., 2009, INTERNATIONAL WORKSHOP ON STATISTICAL-MECHANICAL INFORMATICS 2008 (IW-SMI 2008). Hayashi, M., Inoue, JI., Kabashima, Y. & Tanaka, K. (eds.). BRISTOL: IOP PUBLISHING LTD, p. 12022-12022 11 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  51. Which-Way or Welcher-Weg-Experiments

    Busch, P., Jaeger, G., Greenberger, D. (ed.), Hentschel, K. (ed.) & Weinert, F. (ed.), 2009, Compendium of Quantum Physics. Berlin, Heidelberg: Springer-verlag, p. 845 - 851

    Research output: Chapter in Book/Report/Conference proceedingChapter

  52. 2008
  53. Aspects of Purely Transmitting Defects in Integrable Field Theories

    Corrigan, E., 9 Jun 2008, LIE THEORY AND ITS APPLICATIONS IN PHYSICS VII : Proceedings of the VII International Workshop, Varna, Bulgaria, 18-24 June 2007 Varna, Bulgaria, 18-24 June 2007. Doebner, H-D. & Dobrev, V. K. (eds.). Heron Press Ltd., 16 p. (Heron Press Science Series; vol. 35, no. S1).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  54. Axiomatisability of free, projective and flat acts

    Gould, V., 1 Apr 2008, Proceedings of the meeting `Semigroups, Acts and Categories', Tartu, June 2007.: Mathematical Studies 3. Tartu: Estonian Mathematical Society, p. 41-56

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  55. Harmonic tori and their spectral data

    McIntosh, I., 1 Apr 2008, Surveys on geometry and integrable systems. Tokyo: Mathematical Society of Japan, Vol. 51. p. 285-314 30 p. (Advanced Studies in Pure Mathematics.).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  56. Dynamics of a Solid Affected by a Pulsating Point Source of Fluid.

    Vladimirov, V. A. & Morgulis, A., 2008, Regular and Chaotic Dynamics: Hamiltonian Dynamics, Vortex Structures, Turbulence: Proceedings of the IUTAM Symposium held in Moscow, 25–30 August, 2006. Borisov, A., Kozlov, V., Mamaev, I. & Sokolovskiy, M. (eds.). Springer Netherlands, Vol. 6. p. 135-150 15 p. (IUTAM Bookseries).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  57. Local modelling in classification.

    Szepannek, G., Schiffner, J., Wilson, J. C., Weihs, C. & Perner, P. (ed.), 2008, Advances in Data Mining: Medical Applications, E-Commerce, Marketing, and Theoretical Aspects: Proceedings of 8th Industrial Conference, ICDM 2008. 2008 ed. SPRINGER-VERLAG BERLIN, Vol. 5077. p. 153-164 12 p. (Lecture Notes in Computer Science; vol. 5077).

    Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

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