During the last REF period, the founding members produced over 250 publications. Below is a select list:
2021
- A Machine Learning Approach for Micro-Credit Scoring, Ampountolas A., Nyarko Nde T., Date P. and Constantinescu C., Risks, 9(3), 50
- Optimal Dispatch in a Balancing Market with Intermittent Renewable Generation, Shinde P., Hesamzadeh M., Date P. and Bunn D., IEEE Transactions on Power Systems, vol. 36
- On toric geometry and K-stability of Fano varieties, Kaloghiros A.-S and Petracci A., to appear in Transactions of the AMS, Series B
- A high frequency boundary element method for scattering by a class of multiple obstacles, Gibbs, A., Chandler-Wilde, S., Langdon, S. and Moiola, A., IMA Journal of Numerical Analysis, vol. 41
- A two-phase dynamic contagion model for COVID-19, Chen Z., Dassios A., Kuan V., Lim JW., Qu Y., Surya B., Zhao H., Results in Physics, 104264
- FE-BE coupling for a transmission problem involving microstructure, Gimperlein, H., Maischak, M., and Stephan, E., Journal of Applied and Numerical Optimisation 3 (2), 315-331
- Layer potential theory for the anisotropic Stokes system with variable L∞ symmetrically elliptic tensor coefficient, Kohr M., Mikhailov S. and Wendland L., Math. Methods in Appl. Sci.
- Dirichlet and transmission problems for anisotropic Stokes and Navier-Stokes systems with L∞ tensor coefficient under relaxed ellipticity condition, Kohr, M., Mikhailov, S. and Wendland, L., Discrete and Continuous Dynamical systems, vol. 41
- Boundary-domain integral equations equivalent to an exterior mixed BVP for the variable viscosity compressible Stokes PDEs, Mikhailov, S. and Portillo, C., Communications in Pure & Applied Analysis, vol. 20
- Quasi-adiabatic approximation for thermoelastic surface waves in orthorhombic solids, Nobili A. and Pichugin A., Int. J. Engng Sci., 161
- On transmissible load formulations in topology optimization, Lu, H., Tyas, A., Gilbert, M. and Pichugin A., to appear in the Struct. Multidisp. Optim.
2020
- Revisiting integral functionals of geometric Brownian motion, Boguslavskaya E. and Vostrikova L.,Statistics & Probability Letters 165, 108834
- Risk Minimisation using Options and Risky Assets, Massar M., Roman D. and Date P., Operational Research, 1-22
- Forecasting Crude Oil Futures Prices using Global Macroeconomic News Sentiment, Sadik Z., Date P. and Mitra G., IMA Journal of Management Mathematics 31 (2), 191-215 [This paper won IMA Journal of Management Mathematics best paper prize in 2020]
- Some examples of Calabi-Yau pairs with maximal intersection and no toric model, Kaloghiros A.-S., Proceedings of the INdAM Workshop BGMS, Springer INdAM Series, vol. 39
- Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds, Dassios A., Lim JW., Qu Y., Mathematical Finance 30(4), 1497-1526
- Exact simulation of a truncated Lévy subordinator, Dassios A., Lim JW., Qu Y., ACM Transactions on Modeling and Computer Simulation (TOMACS) 30(3), 1-17
- Analysis of boundary-domain integral equations based on a new parametrix for the mixed diffusion BVP with variable coefficient in an interior Lipschitz domain, Mikhailov, S. and Portillo, C., in J. Integral Equations and Appl., vol. 32
- Potentials and transmission problems in weighted Sobolev spaces for anisotropic Stokes and Navier-Stokes systems with L∞ strongly elliptic coefficient tensor, Kohr, M., Mikhailov, S. and Wendland, L., Complex variables and Elliptic Equations, vol. 65
- Implementing Non-Universal Features with a Random Matrix Theory Approach: Application to Space-to-Configuration Multiplexing, del Hougne P., Savin D., Legrand O., Kuhl U., Physical Review E (rapid communication) 102(1), 010201
- Statistics of a simple transmission mode on a lossy chaotic background, Savin D., Physical Review Research 2(1), 013246
- Stable spike clusters on a compact two-dimensional Riemannian manifold, Ao W., Wei J., Winter M., Journal of Differential Equations 268 (7), 3665-3704
- Mixed data sampling expectile regression with applications to measuring financial risk, Xu Q., Chen L., Jiang C. and Yu K., Economic Modelling, 91
- Single-index composite quantile regression for massive data, Jiang R. and Yu K., Journal of Multivariate Analysis, 180, 104669.
- Single-Index Expectile Models for Estimating Conditional Value at Risk and Expected Shortfall, Jiang R., Hu X. and Yu K., Journal of Financial Econometrics
- Modelling Tails for Collinear Data with Outliers in the English Longitudinal Study of Ageing: Quantile Profile Regression, Liu X., Liverani S., Smith K. and Yu K., Biometrical Journal
2019
- A Modified Sequential Monte Carlo Procedure for the Efficient Recursive Estimation of Extreme Quantiles, Neslihanoglou S. and Date P., Journal of Forecasting, vol. 38
- News Augmented GARCH(1,1) Model for Volatility Prediction, Sadik Z., Date P. and Mitra G., IMA Journal of Management Mathematics, vol. 30
- A variation of the Azéma martingale and drawdown options, Dassios A., Lim JW., Mathematical Finance 29 (4), 1116-1130
- Exact simulation of generalised Vervaat perpetuities, Dassios A., Qu Y., Lim JW., Journal of Applied Probability 56 (1), 57-75
- Analysis of boundary-domain integral equations to the mixed BVP for a compressible Stokes system with variable viscosity, Fresneda-Portillo, C. and Mikhailov, S., Comm. Pure and Appl. Analysis, 18,
- Analysis of boundary-domain integral equations for Variable-Coefficient Mixed BVP in 2D, Ayele, T., Dufera, T. and Mikhailov S., Analysis, Probability, Applications and Computation
- Newtonian and single layer potentials for the Stokes system with L∞ coefficients and the exterior Dirichlet problem, Kohr M., Mikhailov, S., and Wendland, L., Analysis as a Life
- Improved local quantile regression, Liu X., Yu K., Xu Q. and Tang X., Statistical Modelling, 19(5).
- Bayesian optimal design for ordinary differential equation models with application in biological science, Overstall A., Woods D., Parker B., Journal of American Statistical Association 115, 583-598.
- Optimization-driven conceptual design of long span bridges, Fairclough H., Gilbert M., Tyas A. and Pichugin A., Proceedings of the 40th IABSE Symposium in Nantes: Tomorrow’s Megastructures, 19-21 September 2018, Nantes, France
- An a priori error estimate for a temporally discontinuous Galerkin space–time finite element method for linear elasto-and visco-dynamics, Shaw S., Computer Methods in Applied Mechanics and Engineering 351, 1-19
- Generalised versions of separable decompositions applicable to bipartite entangled quantum states, Anwar H., Jevtic S., Rudolph O., Virmani S., New Journal of Physics 21 (9), 093031
- Stable boundary spike clusters for the two-dimensional Gierer–Meinhardt system, Ao W., Wei J., Winter M., Journal de Mathématiques Pures et Appliquées 121, 1-46
- Heteroscedastic and Heavy-tailed Regression with Mixtures of Skew Laplace Normal Distributions, Doğru F., Yu K. and Arslan A., Journal of Statistical Computation and Simulation (GSCS). 89:17
- An effective mixed-model for screening differentially expressed genes of breast cancer based on LR-RF, Sun M., Ding T., Tang. X. and Yu K., IEEE/ACM Transactions on Computational Biology and Bioinformatics, VOL. 16, NO. 1
- Discrete Weibull generalised additive model: an application to count fertility data, Peluso A., Vinciotti V. and Yu K., Journal of the Royal Statistical Society (Applied Statistics) C., 68
- Binary Quantile Regression and Variable Selection: A New Approach, Aristodemou K., He J. and Yu K., Econometric Reviews, 38