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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

Journal article

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'.

Scholarly Edition

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

Caporale, GM., Cerrato, M. and Spagnolo, N. (2004) 'MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH'.

Scholarly Edition

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.

Book chapter

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

Journal article

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

Journal article

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

Journal article

Caporale, GM., Pittis, N. and Spagnolo, N. (2003) 'IGARCH models and structural breaks'. Applied Economics Letters, 10 (12). pp. 765 - 768. ISSN: 1350-4851

Journal article

Canepa, A. (2003) 'Bartlett correction for the LR test in cointegrating models: a bootstrap approach'. American Statistical Association Proceedings.

Conference paper

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

Journal article

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.

Book chapter

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.

Book chapter

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

Journal article

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

Journal article

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

Journal article

Sola, M., Spagnolo, F. and Spagnolo, N. (2002) 'A test for volatility spillovers'. Economics Letters, 76 (1). pp. 77 - 84. ISSN: 0165-1765

Journal article

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

Journal article

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

Journal article

Boinet, V., Napolitano, O. and Spagnolo, N. (2002) 'Are currency crises self-fulfilling? the case of Argentina'.

Scholarly Edition

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

Journal article

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

Journal article

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

Journal article

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.

Conference paper

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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.

Book chapter

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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.

Book chapter

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.

Book chapter

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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