CARISMA
Caporale, GM. and Spagnolo, N. (2004) 'Modelling East Asian exchange rates: A Markov-switching approach'. Applied Financial Economics, 14 (4). pp. 233 - 242. ISSN: 0960-3107
Driffill, J., Kenc, T., Sola, M. and Spagnolo, F. (2004) 'On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts'.
Gülpinar, N., Gutin, G., Mitra, G. and Zverovitch, A. (2004) 'Extracting pure network submatrices in linear programs using signed graphs'. Discrete Applied Mathematics, 137 (3). pp. 359 - 372. ISSN: 0166-218X
Coakley, J., Fuertes, AM. and Spagnolo, F. (2004) 'Is the Feldstein-Horioka puzzle history?'. The Manchester School, 72 (5). pp. 569 - 590. ISSN: 1463-6786
Canepa, A. and Stoneman, P. (2004) 'Financing constraints in the inter firm diffusion of new process technologies'. The Journal of Technology Transfer, 30 (1-2). pp. 159 - 169. ISSN: 0892-9912
Raybaudi, M., Sola, M. and Spagnolo, F. (2004) 'Red signals: current account deficits and sustainability'. Economics Letters, 84 (2). pp. 217 - 223. ISSN: 0165-1765
Mitra, G. and Zenios, S. (2004) 'Financial decision models in a dynamical setting - Foreword'. Journal of Economic Dynamics and Control, 28 (5). pp. 859 - 860. ISSN: 0165-1889
Psaradakis, Z., Sola, M. and Spagnolo, F. (2004) 'On Markov error-correction models, with an application to stock prices and dividends'. Journal of Applied Econometrics, 19 (1). pp. 69 - 88. ISSN: 0883-7252
Nwana, V., Darby-Dowman, K. and Mitra, G. (2004) 'A two-stage parallel branch and bound algorithm for mixed integer programs'. IMA Journal of Management Mathematics, 15 (3). pp. 227 - 242. ISSN: 1471-678X Open Access Link
Canepa, A. and Stoneman, P. (2004) 'Comparative international diffusion: patterns, determinants and policies'. Economics of Innovation and New Technology, 13 (3). pp. 279 - 298. ISSN: 1043-8599
Caporale, GM., Cerrato, M. and Spagnolo, N. (2004) 'MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH'.
Canepa, A. and Stoneman, P. (2003) 'Financial constraints on innovation: A European cross-country study', inCompetition, Monopoly and Corporate Governance: Essays in Honour of Keith Cowling. pp. 42 - 67.
Koutsoukis, NS. and Mitra, G. (2003) 'Decision modelling and information systems: The information value chain'. Operations Research/ Computer Science Interfaces Series, 26. ISSN: 1387-666X
Psaradakis, Z. and Spagnolo, N. (2003) 'On the determination of number of regimes in Markov-switching autoregressive models'. Journal of Time Series Analysis, 24 (2). pp. 237 - 252. ISSN: 1467-9892
Caporale, GM. and Spagnolo, N. (2003) 'Asset prices and output growth volatility: the effects of financial crises'. Economics Letters, 79 (1). pp. 69 - 74. ISSN: 0165-1765
Caporale, GM., Pittis, N. and Spagnolo, N. (2003) 'IGARCH models and structural breaks'. Applied Economics Letters, 10 (12). pp. 765 - 768. ISSN: 1350-4851
Canepa, A. (2003) 'Bartlett correction for the LR test in cointegrating models: a bootstrap approach'. American Statistical Association Proceedings.
Messina, E., Lucas, C. and Mitra, G. (2003) 'IMA Journal Management Mathematics: Editorial'. IMA Journal of Management Mathematics, 14 (3). pp. 163 - 164. ISSN: 1471-678X
Canepa, A. and Stoneman, P. (2003) 'Competition, Monopoly, and Corporate Governance', in ELGAR, E. (ed.) Competition, Monopoly, and Corporate Governance. Edward Elgar Publishing. ISBN 10: 1843760894. ISBN 13: 9781843760894.
Mitra, G., Kyriakis, T., Lucas, C. and Pirbhad, M. (2003) 'A review of portfolio planning. Models and systems.', inAdvances in Portfolio Construction and Implementation. Elsevier. pp. 1 - 39. ISBN 13: 9780750654487.
Alexandre, F., Driffill, J. and Spagnolo, F. (2002) 'Inflation targeting, exchange rate volatility and international policy coordination'. Manchester School, 70 (4). pp. 546 - 569. ISSN: 1463-6786
Caporale, GM., Pittis, N. and Spagnolo, N. (2002) 'Testing for causality-in-variance: an application to the East Asian markets'. International Journal of Finance and Economics, 7 (3). pp. 235 - 245. ISSN: 1076-9307
Psaradakis, Z. and Spagnolo, N. (2002) 'Power properties of nonlinearity tests for time series with Markov regimes'. Studies in Nonlinear Dynamics and Econometrics, 6 (3). pp. 1 - 16. ISSN: 1558-3708
Sola, M., Spagnolo, F. and Spagnolo, N. (2002) 'A test for volatility spillovers'. Economics Letters, 76 (1). pp. 77 - 84. ISSN: 0165-1765
Gülpinar, N., Mitra, G. and Maros, I. (2002) 'Creating advanced bases for large scale linear programs exploiting embedded network structure'. Computational Optimization and Applications, 21 (1). pp. 71 - 93. ISSN: 0926-6003 Open Access Link
Dominguez-Ballesteros, B., Mitra, G., Lucas, C. and Koutsoukis, N-S. (2002) 'Modelling and solving environments for mathematical programming (MP): a status review and new directions'. Journal of the Operational Research Society, 53 (10). pp. 1072 - 1092. ISSN: 0160-5682
Boinet, V., Napolitano, O. and Spagnolo, N. (2002) 'Are currency crises self-fulfilling? the case of Argentina'.
Psaradakis, Z., Sola, M. and Spagnolo, F. (2001) 'A simple procedure for detecting periodically collapsing rational bubbles'. Economics Letters, 72 (3). pp. 317 - 323. ISSN: 0165-1765
Lucas, C., MirHassani, SA., Mitra, G. and Poojari, CA. (2001) 'An application of Lagrangian relaxation to a capacity planning problem under uncertainty'. Journal of the Operational Research Society, 52 (11). pp. 1256 - 1266. ISSN: 0160-5682
Jobst, NJ., Horniman, MD., Lucas, CA. and Mitra, G. (2001) 'Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints'. Quantitative Finance, 1 (5). pp. 489 - 501. ISSN: 1469-7688
Bettinardi, V., Pagani, E., Alenius, S., Teras, M., Gilardi, MC., Labbe, C., et al. (2000) 'Implementation and evaluation of a 3D OSEM and median root prior (3D OSEM-MRP) reconstruction algorithm'. IEEE Nuclear Science Symposium and Medical Imaging Conference.
Koutsoukis, NS., Dominguez-Ballesteros, B., Lucas, CA. and Mitra, G. (2000) 'A prototype decision support system for strategic planning under uncertainty'. International Journal of Physical Distribution and Logistics Management, 30 (7). pp. 640 - 660. ISSN: 0960-0035
Vladimirou, H., Maros, I. and Mitra, G. (2000) 'Applied mathematical programming and modeling IV (APMOD 98) - Preface'. Annals of Operations Research, 99 (1-4). pp. 13 - 16. ISSN: 0254-5330
Smith, R., Sola, M. and Spagnolo, F. (2000) 'The prisoner’s dilemma and regime-switching in the Greek–Turkish arms race'. Journal of Peace Research, 37 (6). pp. 737 - 750. ISSN: 0022-3433
Jacobson, M., Levkovitz, R., Ben-Tal, A., Thielemans, K., Spinks, T., Belluzzo, D., et al. (2000) 'Enhanced 3D PET OSEM reconstruction using inter-update Metz filtering'. Physics in Medicine and Biology, 45 (8). pp. 2417 - 2439. ISSN: 0031-9155
Caporale, GM., Pittis, N. and Spagnolo, N. (2000) 'Feedbacks between stock prices and exchange rates in the East Asian markets', in Caporale, GM., Pittis, N. and Spagnolo, N. (eds.) Advances in International Economics and Finance. Kluwer Academic Publishers.
Maros, I. and Mitra, G. (2000) 'Investigating the sparse simplex algorithm on a distributed memory multiprocessor'. Parallel Computing, 26 (1). pp. 151 - 170. ISSN: 0167-8191
MirHassani, SA., Lucas, C., Mitra, G., Messina, E. and Poojari, CA. (2000) 'Computational solution of capacity planning models under uncertainty'. Parallel Computing, 26 (5). pp. 511 - 538. ISSN: 0167-8191
Gülpinar, N., Gutin, G., Mitra, G. and Maros, I. (2000) 'Detecting embedded networks in LP using GUB structures and independent set algorithms'. Computational Optimization and Applications, 15 (3). pp. 235 - 247. ISSN: 0926-6003
Jones, H., Mitra, G., Parkinson, D. and Spinks, T. (1999) 'A parallel implementation of the maximum likelihood method in positron emission tomography image reconstruction'. Computational Statistics and Data Analysis, 31 (4). pp. 417 - 439. ISSN: 0167-9473
Koutsoukis, NS., Mitra, G. and Lucas, C. (1999) 'Adapting on-line analytical processing for decision modelling: the interaction of information and decision technologies'. Decision Support Systems, 26 (1). pp. 1 - 30. ISSN: 0167-9236
Baricelli, P., Mitra, G. and Nygreen, B. (1998) 'Modelling of augmented makespan assignment problems (AMAPs): computational experience of applying integer presolve at the modelling stage'. Annals of Operations Research, 82. pp. 269 - 288. ISSN: 0254-5330
Maros, I. and Mitra, G. (1998) 'Strategies for creating advanced bases for large-scale linear programming problems'. INFORMS Journal on Computing, 10 (2). pp. 248 - 260. ISSN: 1091-9856
Messina, E. and Mitra, G. (1997) 'Modelling and analysis of multistage stochastic programming problems: a software environment'. European Journal of Operational Research, 101 (2). pp. 343 - 359. ISSN: 0377-2217
Mousavi, H., Mitra, G. and Lucas, C. (1997) 'Data and optimisation modelling: a tool for elicitation and browsing (DOME)', in Barr, RS., Helgason, RV. and Kennington, JL. (eds.) Interfaces in Computer Science and Operations Research: Advances in Metaheuristics, Optimization and Stochastic Modeling Technologies. KLUWER ACADEMIC PUBLISHERS. pp. 297 - 324. ISBN 10: 0-7923-9844-0.
Lucas, C., Messina, E. and Mitra, G. (1997) 'Risk and return analysis of a multi-period strategic planning problem', in Christer, AH., Osaki, S. and Thomas, LC. (eds.) Stochastic Modelling in Innovative Manufacturing. SPRINGER-VERLAG BERLIN. , 445. pp. 81 - 96. ISBN 10: 3-540-61768-X.
Mitra, G., Hai, I. and Hajian, MT. (1997) 'A distributed processing algorithm for solving integer programs using a cluster of workstations'. Parallel Computing, 23 (6). pp. 733 - 753. ISSN: 0167-8191
Darby-Dowman, K., Little, J., Mitra, G. and Zaffalon, M. (1997) 'Constraint Logic Programming and Integer Programming approaches and their collaboration in solving an assignment scheduling problem'. Constraints, 1 (3). pp. 245 - 264. ISSN: 1383-7133
Senne, ELF., Lucas, C. and Taylor, S. (1996) 'Towards an intelligent graphical interface for linear programming modelling'. Journal of Intelligent Systems, 6 (1). pp. 63 - 94. ISSN: 0334-1860
Mitra, G., Lucas, C., Moody, S. and Kristjansson, B. (1995) 'Sets and indices in linear programming modelling and their integration with relational data models'. Computational Optimization and Applications, 4 (3). pp. 263 - 283. ISSN: 0926-6003
Darby-Dowman, K., Fink, RK., Mitra, G. and Smith, JW. (1995) 'An intelligent system for US coast guard cutter scheduling'. European Journal of Operational Research, 87 (3). pp. 574 - 585. ISSN: 0377-2217