Matt Davison - researchr alias

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Viewing Publication 1 - 17 from 17

2022

Blockin: Multi-Chain Sign-In Standard with Micro-AuthorizationsMatt Davison, Ken King, Trevor Miller. iacr, 2022:1646, 2022. [doi]

2021

An automated financial indices-processing scheme for classifying market liquidity regimesXing Gu, Rogemar S. Mamon, Matt Davison, Hao Yu. ijcon, 94(3):735-756, 2021. [doi]

2016

Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approachAnton Tenyakov, Rogemar Mamon, Matt Davison. kbs, 101:142-155, 2016. [doi]

Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity RegimesAnton Tenyakov, Rogemar Mamon, Matt Davison. jstsp, 10(6):994-1005, 2016. [doi]

2015

How much effort should be spent to detect fraudulent applications when engaged in classifier-based lending?Mimi Chong, Cristián Bravo, Matt Davison. ida, 19(s1), 2015. [doi]

2014

A Higher-Order Hidden Markov Chain-Modulated Model for Asset AllocationXiaojing Xi, Rogemar Mamon, Matt Davison. jmma, 13(1):59-85, 2014. [doi]

2010

An Analytic Solution for a Vasicek Interest Rate Convertible Bond ModelAlan Stanton Deakin, Matt Davison. jam, 2010, 2010. [doi]

2009

The early exercise region for Bermudan options on two underlyingsJeff Kay, Matt Davison, Henning Rasmussen. mcm, 50(9-10):1448-1460, 2009. [doi]

2006

Competitive Modes and their ApplicationWeiguang Yao, Pei Yu, Christopher Essex, Matt Davison. IJBC, 16(3):497-522, 2006. [doi]

2005

Extended Entropies and DisorderMatt Davison, J. S. Shiner. advcs, 8(1):125-158, 2005. [doi]

2004

A Hyperbolic PDE with Parabolic BehaviorMatt Davison, Andrea Doeschl. siamrev, 46(1):115-127, 2004. [doi]

Assessing cellular automata based models using partial differential equationsAndrea Doeschl, Matt Davison, Henning Rasmussen, Greg Reid. mcm, 40(9-10):977-994, 2004. [doi]

Valuation and Optimal Operation of Electric Power Plants in Competitive MarketsMatt Thompson, Matt Davison, Henning Rasmussen. ior, 52(4):546-562, 2004. [doi]

2003

Many Entropies, Many DisordersMatt Davison, J. S. Shiner. osid, 10(3):281-296, 2003. [doi]

Global Predictability of Chaotic Epidemiological Dynamics in Coupled PopulationsMatt Davison, Christopher Essex, J. S. Shiner. osid, 10(4):311-320, 2003. [doi]

Review of risk management: value at risk and beyond, edited by M.A.H. Dempster. Cambridge University Press 2002Matt Davison. cca, 37(1):28-29, 2003. [doi]

2000

Numerical monstersChristopher Essex, Matt Davison, Christian Schulzky. cca, 34(4):16-32, 2000. [doi]

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