Items where Division is "Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of" and Year is 2021

A

ASSA, Hirbod and Boonen, Tim J (2021) Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses. In: Pandemics: Insurance and Social Protection. Springer Actuarial (SPACT) . Springer, pp. 95-126. ISBN 978-3-030-78333-4. Official URL: https://doi.org/10.1007/978-3-030-78334-1_6

Abdul Aziz, Nor Syahilla Binti (2021) On modelling volatility and mortality for pension schemes. PhD thesis, University of Essex.

Abo-Alsabeh, Rewayda and Salhi, Abdellah (2021) A Metaheuristic Approach to the C1S Problem. Iraqi Journal of Science, 62 (1). pp. 218-227. DOI https://doi.org/10.24996/ijs.2021.62.1.20

Adamopoulou, P and Konstantinou-Rizos, Sotirios and Papamikos, Georgios (2021) Integrable extensions of the Adler map via Grassmann algebras. Theoretical and Mathematical Physics, 207 (2). pp. 553-559. DOI https://doi.org/10.1134/s0040577921050019

Akman, Murat and Banerjee, Agnid and Smit Vega Garcia, Mariana (2021) On a Bernoulli-type overdetermined free boundary problem. Annales Fennici Mathematici, 46 (2). pp. 601-618. DOI https://doi.org/10.5186/aasfm.2021.4639

Akman, Murat and Lewis, J and Saari, O and Vogel, A (2021) The Brunn-Minkowski inequality and a Minkowski problem for A-harmonic Green's function. Advances in Calculus of Variations, 14 (2). pp. 247-302. DOI https://doi.org/10.1515/acv-2018-0064

Amanatidis, Georgios and Birmpas, Georgios and Filos-Ratsikas, Aris and Hollender, Alexandros and Voudouris, Alexandros A (2021) Maximum Nash Welfare and Other Stories About EFX. In: 29th International Joint Conference on Artificial Intelligence, IJCAI 2020, 2020-07-11 - 2020-07-17. (In Press)

Amanatidis, Georgios and Birmpas, Georgios and Filos-Ratsikas, Aris and Hollender, Alexandros and Voudouris, Alexandros A (2021) Maximum Nash welfare and other stories about EFX. Theoretical Computer Science, 863. pp. 69-85. DOI https://doi.org/10.1016/j.tcs.2021.02.020

Amanatidis, Georgios and Birmpas, Georgios and Filos-Ratsikas, Aris and Voudouris, Alexandros A (2021) Peeking Behind the Ordinal Curtain: Improving Distortion via Cardinal Queries. Artificial Intelligence, 296. p. 103488. DOI https://doi.org/10.1016/j.artint.2021.103488

Amanatidis, Georgios and Fulla, Peter and Markakis, Evangelos and Sornat, Krzysztof (2021) Inequity aversion pricing over social networks: Approximation algorithms and hardness results. Theoretical Computer Science, 871. pp. 62-78. DOI https://doi.org/10.1016/j.tcs.2021.04.012

Antonopoulos, Chris G and Rubido, Nicolás and Batista, Antonio and Baptista, Murilo (2021) Editorial: Advancing our understanding of structure and function in the brain: Developing novel approaches for network inference and emergent phenomena. Frontiers Media.

Ashour Novirdoust, Amir and Bichler, Martin and Bojung, Caroline and Buhl, Hans Ulrich and Fridgen, Gilbert and Gretschko, Vitali and Hanny, Lisa and Knörr, Johannes and Maldonado, Felipe and Neuhoff, Karsten and Neumann, Christoph and Ott, Marion and Richstein, Jörn C and Rinck, Maximilian and Schöpf, Michael and Schott, Paul and Sitzmann, Amelie and Wagner, Johannes and Wagner, Jonathan and Weibelzahl, Martin (2021) Electricity Spot Market Design 2030-2050. Technical Report. Fraunhofer - Publica.

B

Bailey, Joseph D and Benefer, Carly M and Blackshaw, Rod P and Codling, Edward A (2021) Walking behaviour in the ground beetle, Poecilus cupreus: dispersal potential, intermittency and individual variation. Bulletin of Entomological Research, 111 (2). pp. 200-209. DOI https://doi.org/10.1017/s0007485320000565

Bailey, Joseph D and Codling, Edward A (2021) Emergence of the wrapped Cauchy distribution in mixed directional data. AStA Advances in Statistical Analysis, 105 (2). pp. 229-246. DOI https://doi.org/10.1007/s10182-020-00380-7

Bailey, Joseph D and King, Andrew J and Codling, Edward A and Short, Ashley M and Johns, Gemma I and Fürtbauer, Ines (2021) “Micropersonality” traits and their implications for behavioral and movement ecology research. Ecology and Evolution, 11 (7). pp. 3264-3273. DOI https://doi.org/10.1002/ece3.7275

Bejar, Cynthia A and Goyal, Shiwali and Afzal, Shoaib and Mangino, Massimo and Zhou, Ang and van der Most, Peter J and Bao, Yanchun and Gupta, Vipin and Smart, Melissa C and Walia, Gagandeep K and Verweij, Niek and Power, Christine and Prabhakaran, Dorairaj and Singh, Jai Rup and Mehra, Narinder K and Wander, Gurpreet S and Ralhan, Sarju and Kinra, Sanjay and Kumari, Meena and de Borst, Martin H and Hyppönen, Elina and Spector, Tim D and Nordestgaard, Børge G and Blackett, Piers R and Sanghera, Dharambir K (2021) A Bidirectional Mendelian Randomization Study to evaluate the causal role of reduced blood vitamin D levels with type 2 diabetes risk in South Asians and Europeans. Nutrition Journal, 20 (1). 71-. DOI https://doi.org/10.1186/s12937-021-00725-1

Bisira, Hammed and Salhi, Abdellah (2021) Reshuffle minimisation to improve storage yard operations efficiency. Journal of Algorithms and Computational Technology, 15. p. 174830262199401. DOI https://doi.org/10.1177/1748302621994010

C

Cannataro, Mario and Harrison, Andrew (2021) Bioinformatics helping to mitigate the impact of COVID-19 - Editorial. Briefings in Bioinformatics, 22 (2). pp. 613-615. DOI https://doi.org/10.1093/bib/bbab063

Chen, Biyuan and He, Xueyi and Pan, Bangquan and Zou, Xiaobing and You, Na (2021) Comparison of beta diversity measures in clustering the high-dimensional microbial data. PloS one, 16 (2). e0246893-e0246893. DOI https://doi.org/10.1371/journal.pone.0246893

Chen, Biyuan and You, Na and Pan, Bangquan and He, Xueyi and Zou, Xiaobing (2021) Application of Clustering Method to Explore the Correlation Between Dominant Flora and the Autism Spectrum Disorder Clinical Phenotype in Chinese Children. Frontiers in Neuroscience, 15. p. 760779. DOI https://doi.org/10.3389/fnins.2021.760779

Chen, Xizhong and Wang, Li Ge and Meng, Fanlin and Luo, Zheng-hong (2021) Physics-Informed Deep Learning for Modelling Particle Aggregation and Breakage Processes. Chemical Engineering Journal, 426. p. 131220. DOI https://doi.org/10.1016/j.cej.2021.131220

Chinyere, Ihechukwu and Bainson, Bernard (2021) Perfect Prishchepov Groups. Journal of Algebra, 588. pp. 515-532. DOI https://doi.org/10.1016/j.jalgebra.2021.09.005

Chinyere, Ihechukwu and Williams, Gerald (2021) Hyperbolic groups of Fibonacci type and T(5) cyclically presented groups. Journal of Algebra, 580. pp. 104-126. DOI https://doi.org/10.1016/j.jalgebra.2021.04.003

D

Dai, Shuang and Wang, Qian and Meng, Fanlin (2021) A telehealth framework for dementia care: an ADLs patterns recognition model for patients based on NILM. In: International Joint Conference on Neural Networks (IJCNN 2021), 2021-07-18 - 2021-07-22, Virtual. (In Press)

Diana, Alex and Matechou, Eleni and Griffin, Jim E and Buxton, Andrew S and Griffiths, Richard A (2021) An RShiny app for modelling environmental DNA data: accounting for false positive and false negative observation error. Ecography, 44 (12). pp. 1838-1844. DOI https://doi.org/10.1111/ecog.05718

E

Ellenberger, David and Lausen, Berthold and Friede, Tim (2021) Exact change point detection with improved power in small‐sample binomial sequences. Biometrical Journal, o (3). pp. 558-574. DOI https://doi.org/10.1002/bimj.201900273

F

Fadina, Tolulope and Bellini, Fabio and Wang, Ruodu and Wei, Yunran (2021) Parametric measures of variability induced by risk measures. Working Paper. arXiv. (Unpublished)

Fadina, Tolulope and Liu, Peng and Wang, Ruodu (2021) One axiom to rule them all: An axiomatization of quantiles. Working Paper. SSRN. (Unpublished)

Fadina, Tolulope and Liu, Yang and Wang, Ruodu (2021) A Framework for Measures of Risk under Uncertainty. Working Paper. SSRN. (Unpublished)

Faiz, Nosheen (2021) Random Projection Optimal Trees Ensemble. PhD thesis, University of Essex.

Fianu, Emmanuel Senyo and Ahelegbey, Daniel Felix and Grossi, Luigi (2021) Risk management via contemporaneous and temporal dependence structures with applications. MethodsX, 8. p. 101587. DOI https://doi.org/10.1016/j.mex.2021.101587

G

Galakis, John and Vrontos, Ioannis and Vrontos, Spyridon (2021) Style Rotation Revisited. Journal of Financial Data Science, Spring (2). pp. 110-133. DOI https://doi.org/10.3905/jfds.2021.1.059

Gao, Tao and Milewski, PA and Wang, Z (2021) Capillary‐gravity solitary waves on water of finite depth interacting with a linear shear current. Studies in Applied Mathematics, 147 (3). pp. 1036-1057. DOI https://doi.org/10.1111/sapm.12422

Gunturkun, Sema (2021) A survey on the Eisenbud-Green-Harris conjecture. In: Women in Commutative Algebra Proceedings of the 2019 WICA Workshop. Association for Women in Mathematics Series, 29 . Springer Nature, pp. 327-342. ISBN 9783030919863. Official URL: http://doi.org/10.1007/978-3-030-91986-3_13

Guo, Wenxing and Balakrishnan, Narayanaswamy and Bian, Mengjie (2021) Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model. Electronic Journal of Statistics, 15 (2). pp. 4167-4191. DOI https://doi.org/10.1214/21-ejs1895

Güntürkün, Sema (2021) Boij–Söderberg decompositions of lexicographic ideals. Journal of Commutative Algebra, 13 (2). pp. 209-234. DOI https://doi.org/10.1216/jca.2021.13.209

Güntürkün, Sema and Hochster, Melvin (2021) The Eisenbud–Green–Harris conjecture for defect two quadratic ideals. Mathematical Research Letters, 27 (5). pp. 1341-1365. DOI https://doi.org/10.4310/mrl.2020.v27.n5.a4

H

Hosseini, Eghbal and Sadiq, Ali Safaa and Ghafoor, Kayhan Zrar and Rawat, Danda B and Saif, Mehrdad and Yang, Xinan (2021) Volcano eruption algorithm for solving optimization problems. Neural Computing and Applications, 33 (7). pp. 2321-2337. DOI https://doi.org/10.1007/s00521-020-05124-x

I

Iworiso, Jonathan and Vrontos, Spyridon (2021) On the Predictability of the Equity Premium Using Deep Learning Techniques. Journal of Financial Data Science, 3 (Winter). pp. 74-92. DOI https://doi.org/10.3905/jfds.2020.1.051

K

Khan, Zardad and Gul, Naz and Faiz, Nosheen and Asma, Gul and Adler, Werner and Lausen, Berthold (2021) Optimal trees selection for classification via out-of-bag assessment and sub-bagging. IEEE Access, 9. pp. 28591-28607. DOI https://doi.org/10.1109/ACCESS.2021.3055992

Kulakowski, Rafal (2021) Supervised Learning Methods for 16S rRNA based Functional Annotation. PhD thesis, University of Essex.

L

Lameu, Ewandson L and Borges, Fernando S and Iarosz, Kelly C and Protachevicz, Paulo R and Antonopoulos, Chris G and Macau, Elbert EN and Batista, Antonio M (2021) Short-term and spike-timing-dependent plasticity facilitate the formation of modular neural networks. Communications in Nonlinear Science and Numerical Simulation, 96. p. 105689. DOI https://doi.org/10.1016/j.cnsns.2020.105689

Liang, Wei and Dai, Hongsheng (2021) Empirical Likelihood Based on Synthetic Right Censored Data. Statistics and Probability Letters, 169. p. 108962. DOI https://doi.org/10.1016/j.spl.2020.108962

Liu, Peng and Schied, Alexander and Wang, Ruodu (2021) Distributional transforms, probability distortions, and their applications. Mathematics of Operations Research, 46 (4). pp. 1490-1512. DOI https://doi.org/10.1287/moor.2020.1090

M

Ma, Chuoxin and Dai, Hongsheng and Pan, Jianxin (2021) Modeling past event feedback through biomarker dynamics in the multi-state event analysis for cardiovascular disease data. Annals of Applied Statistics, 15 (3). pp. 1308-1328. DOI https://doi.org/10.1214/21-AOAS1445

Martinez-Garcia, Jesus (2021) Constant scalar curvature Kähler metrics on rational surfaces. Mathematische Nachrichten, 294 (8). pp. 1547-1558. DOI https://doi.org/10.1002/mana.201900382

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2021) Out-of-sample equity premium prediction: a complete subset quantile regression approach. The European Journal of Finance, 27 (1-2). pp. 110-135. DOI https://doi.org/10.1080/1351847x.2019.1647866

Mellal, Mohamed Arezki and Salhi, Abdellah (2021) Multi-objective System Design Optimization via PPA and a Fuzzy Method. International Journal of Fuzzy Systems, 23 (5). pp. 1213-1221. DOI https://doi.org/10.1007/s40815-021-01068-z

Mihailescu, Madalina-Daniela (2021) Bayesian analysis on mixture models, for understanding the process of myosin binding to the thin filament. PhD thesis, University of Essex.

Mondal, Argha and Hens, Chittaranjan and Mondal, Arnab and Antonopoulos, Chris G (2021) Spatiotemporal instabilities and pattern formation in systems of diffusively coupled Izhikevich neurons. Chaos, Solitons and Fractals, 152. p. 111375. DOI https://doi.org/10.1016/j.chaos.2021.111375

Mondal, Arnab and Mondal, Argha and Kumar Sharma, Sanjeev and Kumar Upadhyay, Ranjit and Antonopoulos, Chris (2021) Spatiotemporal characteristics in systems of diffusively coupled excitable slow-fast FitzHugh-Rinzel dynamical neurons. Chaos: an interdisciplinary journal of nonlinear science, 31 (10). 103122-. DOI https://doi.org/10.1063/5.0055389

Mukherjee, Shirsho and Sire, Yannick (2021) Regularity of Inhomogeneous Quasi-Linear Equations on the Heisenberg Group. Analysis in Theory and Applications, 37 (4). pp. 520-540. DOI https://doi.org/10.4208/ata.oa-2020-0040

N

Niño de Zepeda, Maria Valentina and Meng, Fanlin and Su, Jinya and Zeng, Xiao-Jun and Wang, Qian (2021) Dynamic Clustering Analysis for Driving Styles Identification. Engineering Applications of Artificial Intelligence, 97. p. 104096. DOI https://doi.org/10.1016/j.engappai.2020.104096

Noferini, Vanni and Williams, Gerald (2021) Matrices in companion rings, Smith forms, and the homology of 3-dimensional Brieskorn manifolds. Journal of Algebra, 587. pp. 1-19. DOI https://doi.org/10.1016/j.jalgebra.2021.07.018

Nyiam, Paschal B and Salhi, Abdellah (2021) A Comparison of Benson’s Outer Approximation Algorithm with an Extended Version of Multiobjective Simplex Algorithm. Advances in Operations Research, 2021. pp. 1-11. DOI https://doi.org/10.1155/2021/1857030

Nyiam, Paschal B and Salhi, Abdellah (2021) On the simplex, interior-point and objective space approaches to multiobjective linear programming. Journal of Algorithms and Computational Technology, 15. pp. 1-20. DOI https://doi.org/10.1177/17483026211008414

P

Putri, Endah RM and Mardianto, Lutfi and Hakam, Amirul and Imron, Chairul and Susanto, Hadi (2021) Removing non-smoothness in solving Black-Scholes equation using a perturbation method. Physics Letters A, 402. p. 127367. DOI https://doi.org/10.1016/j.physleta.2021.127367

R

Rabhi, Yassir and Asgharian, Masoud (2021) A semiparametric regression under biased sampling and random censoring, a local pseudo-likelihood approach. The Canadian Journal of Statistics, 49 (3). pp. 637-658. DOI https://doi.org/10.1002/cjs.11580

Roy, Rishideep and Saha, Kumarjit (2021) Coexistence in discrete time multi-type competing frog models. Electronic Communications in Probability, 26 (none). pp. 1-9. DOI https://doi.org/10.1214/21-ecp429

S

Sampid, Marius and Hasim, Haslifah (2021) Forecasting robust value-at-risk estimates: Evidence from UK banks. Quantitative Finance, 21 (11). pp. 1955-1975. DOI https://doi.org/10.1080/14697688.2019.1579923

Smith, Quentin M and Inchingolo, Alessio V and Mihailescu, Madalina-Daniela and Dai, Hongsheng and Kad, Neil M (2021) Single molecule imaging reveals the concerted release of myosin from regulated thin filaments. eLife, 2021 (10). e69184-. DOI https://doi.org/10.7554/eLife.69184

T

Talaei, Mohammad and Hughes, David A and Mahmoud, Osama and Emmett, Pauline M and Granell, Raquel and Guerra, Stefano and Shaheen, Seif O (2021) Dietary intake of vitamin A, lung function, and incident asthma in childhood. European Respiratory Journal, 58 (4). p. 2004407. DOI https://doi.org/10.1183/13993003.04407-2020

Turner, Janette and Knowles, Emma and Simpson, Rebecca and Sampson, Fiona and Dixon, Simon and Long, Jaqui and Bell-Gorrod, Helen and Jacques, Richard and Coster, Joanne and Yang, Hui and Nicholl, Jon and Bath, Peter and Fall, Daniel (2021) Impact of NHS 111 Online on the NHS 111 telephone service and urgent care system: a mixed-methods study. Health Services and Delivery Research, 9 (21). pp. 1-148. DOI https://doi.org/10.3310/hsdr09210

V

Vaughan, Martin and Susanto, Hadi and Henning, Ian and Adams, Mike (2021) The Overlap Factor Model of Spin-Polarised Coupled Lasers. Photonics, 8 (3). p. 83. DOI https://doi.org/10.3390/photonics8030083

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) Implied Volatility Directional Forecasting: A Machine Learning Approach. Quantitative Finance, 2021 (10). pp. 1687-1706. DOI https://doi.org/10.1080/14697688.2021.1905869

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) Modeling and predicting U.S. recessions using machine learning techniques. International Journal of Forecasting, 37 (2). pp. 647-671. DOI https://doi.org/10.1016/j.ijforecast.2020.08.005

Y

Yang, Xinan and Salhi, Abdel and Daham, Hajem (2021) Combined Strip and Discharge Delivery of Containers in Heterogeneous Fleets with Time Windows. Computers and Operations Research, 127. p. 105141. DOI https://doi.org/10.1016/j.cor.2020.105141

Yang, Xinan and Thomos, Nikolaos (2021) An approximate dynamic programming approach for collaborative caching. Engineering Optimization, 53 (6). pp. 1005-1023. DOI https://doi.org/10.1080/0305215x.2020.1767098