Prati
Matt Davison
Matt Davison
Professor of Mathematics and of Statistical & Actuarial Science, Western University Canada
Potvrđena adresa e-pošte na uwo.ca
Naslov
Citirano
Citirano
Godina
Simple measure for complexity
JS Shiner, M Davison, PT Landsberg
Physical review E 59 (2), 1459, 1999
3741999
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
2312005
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
2062009
Valuation and optimal operation of electric power plants in competitive markets
M Thompson, M Davison, H Rasmussen
Operations research 52 (4), 546-562, 2004
1572004
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
1542002
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
1172007
Choquet expectation and Peng’s g-expectation
Z Chen, T Chen, M Davison
852005
Fractional differential equations and initial value problems
M Davison, C Essex
Mathematical Scientist 23 (2), 108-116, 1998
771998
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
652008
Optimal control of hydroelectric facility incorporating pump storage
G Zhao, M Davison
Renewable Energy 34 (4), 1064-1077, 2009
602009
Revenue management: A real options approach
CK Anderson, M Davison, H Rasmussen
Naval Research Logistics (NRL) 51 (5), 686-703, 2004
602004
Fractional diffusion, irreversibility and entropy
X Li, C Essex, M Davison, KH Hoffmann, C Schulzky
De Gruyter 28 (3), 279-291, 2003
502003
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
432000
Using entropy measures for comparison of software traces
AV Miranskyy, M Davison, RM Reesor, SS Murtaza
Information Sciences 203, 59-72, 2012
372012
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
372011
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
362011
Linking bats to emerging diseases
MB Fenton, M Davison, TH Kunz, GF McCracken, PA Racey, MD Tuttle
Science 311 (5764), 1098-1099, 2006
302006
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
272014
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
262016
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
262006
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