Matthew Davison

According to our database, Matthew Davison authored at least 27 papers between 2000 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Functional Mixed-type Clustering of Investors' Daily Returns During a Market Shock Change-point and Recovery.

John R. J. Thompson, Matt Davison

Proceedings of the 5th ACM International Conference on AI in Finance, 2024

2021

Deterministic Asymmetric-cost Differential Games for Energy Production with Production Bounds.

Junhe Chen, Matt Davison

Oper. Res. Forum, 2021

An automated financial indices-processing scheme for classifying market liquidity regimes.

Xing Gu, Rogemar S. Mamon, Matt Davison, Hao Yu

Int. J. Control, 2021

2020

Optimal inventory policy through dual sourcing.

Matthew Davison, Yuri A. Lawryshyn, Volodymyr Miklyukh

Comput. Manag. Sci., 2020

2018

Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds.

Greg Kirczenow, Masoud Hashemi, Ali Fathi, Matt Davison

CoRR, 2018

Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft).

Greg Kirczenow, Ali Fathi, Matt Davison

CoRR, 2018

2016

Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach.

Anton Tenyakov, Rogemar S. Mamon, Matt Davison

Knowl. Based Syst., 2016

Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes.

Anton Tenyakov, Rogemar S. Mamon, Matt Davison

IEEE J. Sel. Top. Signal Process., 2016

Privacy Preserving Predictive Analytics with Smart Meters.

Biruk K. Habtemariam, Andriy V. Miranskyy, Ali Miri, Saeed Samet, Matthew Davison

Proceedings of the 2016 IEEE International Congress on Big Data, San Francisco, CA, USA, June 27, 2016

2015

How much effort should be spent to detect fraudulent applications when engaged in classifier-based lending?

Mimi Chong, Cristián Bravo, Matt Davison

Intell. Data Anal., 2015

2014

A Higher-Order Hidden Markov Chain-Modulated Model for Asset Allocation.

Xiaojing Xi, Rogemar S. Mamon, Matt Davison

J. Math. Model. Algorithms Oper. Res., 2014

2012

Using entropy measures for comparison of software traces.

Andriy V. Miranskyy, Matthew Davison, R. Mark Reesor, Syed Shariyar Murtaza

Inf. Sci., 2012

2011

Metrics of Risk Associated with Defects Rediscovery

Andriy V. Miranskyy, Matthew Davison, Mark Reesor

CoRR, 2011

2010

An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model.

Alan Stanton Deakin, Matt Davison

J. Appl. Math., 2010

2009

The early exercise region for Bermudan options on two underlyings.

Jeff Kay, Matt Davison, Henning Rasmussen

Math. Comput. Model., 2009

2008

SIFT: a scalable iterative-unfolding technique for filtering execution traces.

Andriy V. Miranskyy, Nazim H. Madhavji, Mechelle Gittens, Matthew Davison, Mark Wilding, David Godwin, Colin A. Taylor

Proceedings of the 2008 conference of the Centre for Advanced Studies on Collaborative Research, 2008

2007

An iterative, multi-level, and scalable approach to comparing execution traces.

Andriy V. Miranskyy, Nazim H. Madhavji, Mechelle Gittens, Matthew Davison, Mark Wilding, David Godwin

Proceedings of the 6th joint meeting of the European Software Engineering Conference and the ACM SIGSOFT International Symposium on Foundations of Software Engineering, 2007

2006

Competitive Modes and their Application.

Weiguang Yao, Pei Yu, Christopher Essex, Matt Davison

Int. J. Bifurc. Chaos, 2006

2005

Extended Entropies and Disorder.

Matt Davison, J. S. Shiner

Adv. Complex Syst., 2005

Modelling Assumptions and Requirements in the Context of Project Risk.

Andriy V. Miranskyy, Nazim H. Madhavji, Matthew Davison, Mark Reesor

Proceedings of the 13th IEEE International Conference on Requirements Engineering (RE 2005), 29 August, 2005

2004

A Hyperbolic PDE with Parabolic Behavior.

Matt Davison, Andrea Doeschl

SIAM Rev., 2004

Assessing cellular automata based models using partial differential equations.

Andrea Doeschl, Matt Davison, Henning Rasmussen, Greg Reid

Math. Comput. Model., 2004

Valuation and Optimal Operation of Electric Power Plants in Competitive Markets.

Matt Thompson, Matt Davison, Henning Rasmussen

Oper. Res., 2004

2003

Many Entropies, Many Disorders.

Matt Davison, J. S. Shiner

Open Syst. Inf. Dyn., 2003

Global Predictability of Chaotic Epidemiological Dynamics in Coupled Populations.

Matt Davison, Christopher Essex, J. S. Shiner

Open Syst. Inf. Dyn., 2003

Review of risk management: value at risk and beyond, edited by M.A.H. Dempster. Cambridge University Press 2002.

Matt Davison

SIGSAM Bull., 2003

2000

Numerical monsters.

Christopher Essex, Matt Davison, Christian Schulzky

SIGSAM Bull., 2000