Matthew Davison
Orcid: 0000-0001-7948-4658Affiliations:
- University of Western Ontario, School of Mathematical & Statistical Sciences, London, Canada
According to our database1,
Matthew Davison
authored at least 27 papers
between 2000 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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on zbmath.org
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on orcid.org
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on d-nb.info
On csauthors.net:
Bibliography
2024
Functional Mixed-type Clustering of Investors' Daily Returns During a Market Shock Change-point and Recovery.
Proceedings of the 5th ACM International Conference on AI in Finance, 2024
2021
Deterministic Asymmetric-cost Differential Games for Energy Production with Production Bounds.
Oper. Res. Forum, 2021
An automated financial indices-processing scheme for classifying market liquidity regimes.
Int. J. Control, 2021
2020
2018
Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds.
CoRR, 2018
Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft).
CoRR, 2018
2016
Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach.
Knowl. Based Syst., 2016
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes.
IEEE J. Sel. Top. Signal Process., 2016
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?
Intell. Data Anal., 2015
2014
J. Math. Model. Algorithms Oper. Res., 2014
2012
2011
2010
J. Appl. Math., 2010
2009
Math. Comput. Model., 2009
2008
Proceedings of the 2008 conference of the Centre for Advanced Studies on Collaborative Research, 2008
2007
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
2005
Proceedings of the 13th IEEE International Conference on Requirements Engineering (RE 2005), 29 August, 2005
2004
Math. Comput. Model., 2004
Oper. Res., 2004
2003
Open Syst. Inf. Dyn., 2003
Review of risk management: value at risk and beyond, edited by M.A.H. Dempster. Cambridge University Press 2002.
SIGSAM Bull., 2003
2000