Simple measure for complexity JS Shiner, M Davison, PT Landsberg Physical review E 59 (2), 1459, 1999 | 374 | 1999 |
A comment on measuring the Hurst exponent of financial time series M Couillard, M Davison Physica A: Statistical Mechanics and its Applications 348, 404-418, 2005 | 231 | 2005 |
Natural gas storage valuation and optimization: A real options application M Thompson, M Davison, H Rasmussen Naval Research Logistics (NRL) 56 (3), 226-238, 2009 | 206 | 2009 |
Valuation and optimal operation of electric power plants in competitive markets M Thompson, M Davison, H Rasmussen Operations research 52 (4), 546-562, 2004 | 157 | 2004 |
Development of a hybrid model for electrical power spot prices M Davison, CL Anderson, B Marcus, K Anderson IEEE Transactions on Power Systems 17 (2), 257-264, 2002 | 154 | 2002 |
Compact finite difference method for American option pricing J Zhao, M Davison, RM Corless Journal of Computational and Applied Mathematics 206 (1), 306-321, 2007 | 117 | 2007 |
Choquet expectation and Peng’s g-expectation Z Chen, T Chen, M Davison | 85 | 2005 |
Fractional differential equations and initial value problems M Davison, C Essex Mathematical Scientist 23 (2), 108-116, 1998 | 77 | 1998 |
A hybrid system-econometric model for electricity spot prices: Considering spike sensitivity to forced outage distributions CL Anderson, M Davison IEEE Transactions on Power Systems 23 (3), 927-937, 2008 | 65 | 2008 |
Optimal control of hydroelectric facility incorporating pump storage G Zhao, M Davison Renewable Energy 34 (4), 1064-1077, 2009 | 60 | 2009 |
Revenue management: A real options approach CK Anderson, M Davison, H Rasmussen Naval Research Logistics (NRL) 51 (5), 686-703, 2004 | 60 | 2004 |
Fractional diffusion, irreversibility and entropy X Li, C Essex, M Davison, KH Hoffmann, C Schulzky De Gruyter 28 (3), 279-291, 2003 | 50 | 2003 |
The similarity group and anomalous diffusionequations C Schulzky, C Essex, M Davison, A Franz, KH Hoffmann Journal of Physics A: Mathematical and General 33 (31), 5501, 2000 | 43 | 2000 |
Using entropy measures for comparison of software traces AV Miranskyy, M Davison, RM Reesor, SS Murtaza Information Sciences 203, 59-72, 2012 | 37 | 2012 |
An examination of HMM‐based investment strategies for asset allocation C Erlwein, R Mamon, M Davison Applied stochastic models in business and industry 27 (3), 204-221, 2011 | 37 | 2011 |
Optimizing constrained search patterns for remote mine-hunting vehicles M Couillard, J Fawcett, M Davison IEEE Journal of Oceanic Engineering 37 (1), 75-84, 2011 | 36 | 2011 |
Linking bats to emerging diseases MB Fenton, M Davison, TH Kunz, GF McCracken, PA Racey, MD Tuttle Science 311 (5764), 1098-1099, 2006 | 30 | 2006 |
Using real option analysis to quantify ethanol policy impact on the firm's entry into and optimal operation of corn ethanol facilities C Maxwell, M Davison Energy Economics 42, 140-151, 2014 | 27 | 2014 |
Filtering of a discrete-time HMM-driven multivariate Ornstein-Uhlenbeck model with application to forecasting market liquidity regimes A Tenyakov, R Mamon, M Davison IEEE Journal of Selected Topics in Signal Processing 10 (6), 994-1005, 2016 | 26 | 2016 |
Methods for assessing exploratory computational models of braided rivers AB Doeschl, PE Ashmore, M Davison Braided Rivers: Process, Deposits, Ecology and Management 36, 177-197, 2006 | 26 | 2006 |