490510. Stochastic analysis and modelling


Title490510. Stochastic analysis and modelling
Parent4905. Statistics

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Probabilistic analysis of stress concentration factors in unstiffened gap tubular KT-joints of jacket structures under the out-of-plane bending moment loads
Ahmadi, Hamid and Benam, Mir Amin Mousavi Nezhad. 2017. "Probabilistic analysis of stress concentration factors in unstiffened gap tubular KT-joints of jacket structures under the out-of-plane bending moment loads." Advances in Structural Engineering: an international journal. 20 (4), pp. 595-615. https://doi.org/10.1177/1369433216658487

Article

Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion
Taranto, Aldo, Addie, Ron and Khan, Shahjahan. 2022. "Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion." Journal of Applied Probability and Statistics. 17 (1), pp. 101-133.

Article

Bi-directional grid constrained stochastic processes and their applications in mathematical finance
Taranto, Aldo. 2022. Bi-directional grid constrained stochastic processes and their applications in mathematical finance. PhD Thesis Doctor of Philosophy. University of Southern Queensland. https://doi.org/10.26192/q7q62

PhD Thesis

Iterated logarithm bounds of bi-directional grid constrained stochastic processes
Taranto, Aldo, Khan, Shahjahan and Addie, Ron. 2021. "Iterated logarithm bounds of bi-directional grid constrained stochastic processes." Global and Stochastic Analysis. 8 (3), pp. 19-39.

Article

Hidden geometry of bidirectional grid-constrained stochastic processes
Taranto, Aldo and Khan, Shahjahan. 2021. "Hidden geometry of bidirectional grid-constrained stochastic processes." Journal of Probability and Statistics. 2021, pp. 1-13. https://doi.org/10.1155/2021/9944543

Article

Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading
Taranto, Aldo and Khan, Shahjahan. 2021. "Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading." Journal of Mathematics and Statistics. 17 (1), pp. 22-29. https://doi.org/10.3844/jmssp.2021.22.29

Article

Application of effective drought index for quantification of meteorological drought events: a case study in Australia
Deo, Ravinesh C., Byun, Hi-Ryong, Adamowski, Jan F. and Begum, Khaleda. 2017. "Application of effective drought index for quantification of meteorological drought events: a case study in Australia." Theoretical and Applied Climatology. 128 (1-2), pp. 359-379. https://doi.org/10.1007/s00704-015-1706-5

Article

Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading
Taranto, Aldo and Khan, Shahjahan. 2020. "Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading." Imomov, Azam, Purtukhia, Omar, Moiseeva, Svetlana and Tursunov, Bayramali (ed.) Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020). Karshi, Uzbekistan 25 Sep 2020 Karshi, Uzbekistan.

Paper

Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes
Taranto, Aldo and Khan, Shahjahan. 2020. "Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes." Journal of Mathematics and Statistics. 16 (1), pp. 182-197. https://doi.org/10.3844/jmssp.2020.182.197

Article

Bi-directional grid absorption barrier constrained stochastic processes with applications in finance and investment
Taranto, Aldo and Khan, Shahjahan. 2020. "Bi-directional grid absorption barrier constrained stochastic processes with applications in finance and investment." Risk Governance & Control: Financial Markets & Institutions. 10 (3), pp. 20-33. https://doi.org/10.22495/rgcv10i3p2

Article

Gambler’s ruin problem and bi-directional grid constrained trading and investment strategies
Taranto, Aldo and Khan, Shahjahan. 2020. "Gambler’s ruin problem and bi-directional grid constrained trading and investment strategies." Investment Management and Financial Innovations. 17 (3), pp. 54-66. https://doi.org/10.21511/imfi.17(3).2020.05

Article

Copula statistical models for analyzing stochastic dependencies of systemic drought risk and potential adaptation strategies
Nguyen-Huy, Thong, Deo, Ravinesh C., Mushtaq, Shahbaz, Kath, Jarrod and Khan, Shahjahan. 2019. "Copula statistical models for analyzing stochastic dependencies of systemic drought risk and potential adaptation strategies." Stochastic Environmental Research and Risk Assessment. 33 (3), pp. 779-799. https://doi.org/10.1007/s00477-019-01662-6

Article

Methods for analysis of functionals on Gaussian self similar processes
Bhatia, Hirdyesh. 2018. Methods for analysis of functionals on Gaussian self similar processes . PhD Thesis Doctor of Philosophy. University of Southern Queensland. https://doi.org/10.26192/5c0dc5eef69d8

PhD Thesis

Statistical methodology for analyzing ordinal outcomes of traumatic brain injury
Biswas, Raaj Kishore. 2017. Statistical methodology for analyzing ordinal outcomes of traumatic brain injury. Masters Thesis Master of Science (Research). University of Southern Queensland. https://doi.org/10.26192/5c09d7acf0ccc

Masters Thesis

Wavelet analysis–artificial neural network conjunction models for multi-scale monthly groundwater level predicting in an arid inland river basin, northwestern China
Wen, Xiaohu, Feng, Qi, Deo, Ravinesh C., Wu, Min and Si, Jianhua. 2017. "Wavelet analysis–artificial neural network conjunction models for multi-scale monthly groundwater level predicting in an arid inland river basin, northwestern China." Hydrology Research: an international journal. 48 (6), pp. 1710-1729. https://doi.org/10.2166/nh.2016.396

Article

Co-ordinate transforms underpin multiscale modelling and reduction in deterministic and stochastic systems
Roberts, A. J.. 2008. "Co-ordinate transforms underpin multiscale modelling and reduction in deterministic and stochastic systems." Abbott, Derek, Aste, Tomaso, Batchelor, Murray and Dewar, Robert (ed.) Complex Systems II: SPIE Symposium on Microelectronics, MEMS, and Nanotechnology 2007. Canberra, Australia 05 - 07 Dec 2007 United States. https://doi.org/10.1117/12.767596

Poster

Toward a stochastic precipitation generator conditioned on ENSO phase for eastern Australia
An-Vo, Duc-Anh, Stone, Roger, Ngo-Cong, Duc and Marcussen, Torben. 2017. "Toward a stochastic precipitation generator conditioned on ENSO phase for eastern Australia." Syme, G., Hatton MacDonald, D., Fulton, B. and Piantadosi, J. (ed.) 22nd International Congress on Modelling and Simulation (MODSIM2017). Hobart, Australia 03 - 08 Dec 2017 Hobart, Tasmania, Australia. Modelling and Simulation Society of Australia and New Zealand .

Paper

Quantitative definition and spatiotemporal distribution of little water season (LIWAS) in Korea
Kim, Su-Jeong, Byun, Hi-Ryong and Deo, Ravinesh C.. 2016. "Quantitative definition and spatiotemporal distribution of little water season (LIWAS) in Korea." Asia-Pacific Journal of Atmospheric Sciences. 52 (4), pp. 379-393. https://doi.org/10.1007/s13143-016-0012-1

Article

From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations
Angstmann, C. N., Donnelly, I. C., Henry, B. I., Jacobs, B. A., Langlands, T. A. M. and Nichols, J. A.. 2016. "From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations." Journal of Computational Physics. 307, pp. 508-534. https://doi.org/10.1016/j.jcp.2015.11.053

Article

Forecasting effective drought index using a wavelet extreme learning machine (W-ELM) model
Deo, Ravinesh C., Tiwari, Mukesh K., Adamowski, Jan F. and Quilty, John M.. 2017. "Forecasting effective drought index using a wavelet extreme learning machine (W-ELM) model." Stochastic Environmental Research and Risk Assessment. 31 (5), pp. 1211-1240. https://doi.org/10.1007/s00477-016-1265-z

Article

Linear model inference with non-sample prior information
Khan, Shahjahan, Pratikno, Budi and Yunus, Rossita M.. 2012. "Linear model inference with non-sample prior information." Ahmad, Munir (ed.) 12th Islamic Countries Conference on Statistical Sciences . Doha, Qatar 19 - 22 Dec 2012 Lahore, Pakistan.

Paper

Testing the equality of two intercept for the parallel regression model
Pratikno, Budi and Khan, Shahjahan. 2014. "Testing the equality of two intercept for the parallel regression model." Ahmed, Munir and Khan, Shahjahan (ed.) 13th Islamic Countries Conference on Statistical Sciences . Bogor, Indonesia 18 - 21 Dec 2014 Lahore, Pakistan.

Paper

Instrumental variable estimator of the slope parameter when the explanatory variable is subject to measurement error
Saqr, Anwar and Khan, Shahjahan. 2012. "Instrumental variable estimator of the slope parameter when the explanatory variable is subject to measurement error." Ahmed, Munir (ed.) 11th Islamic Countries Conference on Statistical Sciences. Lahore, Pakistan 19 - 22 Dec 2011 Lahore, Pakistan.

Paper

Fractional cable equation models for anomalous electrodiffusion in nerve cells: infinite domain solutions
Langlands, Trevor, Henry, B. I. and Wearne, S. L.. 2009. "Fractional cable equation models for anomalous electrodiffusion in nerve cells: infinite domain solutions." Journal of Mathematical Biology. 59 (6), pp. 761-808. https://doi.org/10.1007/s00285-009-0251-1

Article

RBFN stochastic coarse-grained simulation method: Part I - Dilute polymer solutions using bead-spring chain models
Nguyen, H. Q., Tran, C.-D. and Tran-Cong, T.. 2015. "RBFN stochastic coarse-grained simulation method: Part I - Dilute polymer solutions using bead-spring chain models." CMES Computer Modeling in Engineering and Sciences. 105 (5), pp. 399-439. https://doi.org/10.3970/cmes.2015.105.399

Article

Generalized continuous time random walks, master equations, and fractional Fokker-Planck equations
Angstmann, C. N., Donnelly, I. C., Henry, B. I., Langlands, T. A. M. and Straka, P.. 2015. "Generalized continuous time random walks, master equations, and fractional Fokker-Planck equations." SIAM Journal on Applied Mathematics. 75 (4), pp. 1445-1468. https://doi.org/10.1137/15M1011299

Article

Monthly prediction of air temperature in Australia and New Zealand with machine learning algorithms
Salcedo-sanz, S., Deo, R. C., Carro-Calvo, L. and Saavedra-Moreno, B.. 2016. "Monthly prediction of air temperature in Australia and New Zealand with machine learning algorithms." Theoretical and Applied Climatology. 125 (1-2), pp. 13-25. https://doi.org/10.1007/s00704-015-1480-4

Article

Estimation of monthly evaporative loss using relevance vector machine, extreme learning machine and multivariate adaptive regression spline models
Deo, Ravinesh C., Samui, Pijush and Kim, Dookie. 2016. "Estimation of monthly evaporative loss using relevance vector machine, extreme learning machine and multivariate adaptive regression spline models." Stochastic Environmental Research and Risk Assessment. 30 (6), pp. 1769-1784. https://doi.org/10.1007/s00477-015-1153-y

Article

Terrorist choice: a stochastic dominance and prospect theory analysis
Phillips, Peter J. and Pohl, Gabriela. 2017. "Terrorist choice: a stochastic dominance and prospect theory analysis." Defence and Peace Economics. 28 (2), pp. 150-164. https://doi.org/10.1080/10242694.2015.1033888

Article

Mobile learning anytime, anywhere: what are our students doing?
Murphy, Angela, Farley, Helen, Lane, Michael, Hafeez-Baig, Abdul and Carter, Brad. 2014. "Mobile learning anytime, anywhere: what are our students doing?" Australasian Journal of Information Systems. 18 (3), pp. 331-345.

Article

Score test in robust M-procedure
Khan, Shahjahan and Yunus, Rossita M.. 2014. "Score test in robust M-procedure." Journal of Applied Probability and Statistics. 9 (2), pp. 55-75.

Article

A numerical solution based on the Fokker-Planck equation for dilute polymer solutions using high order RBF methods
Nguyen, H. Q., Tran, C.-D., Pham-Sy, N. and Tran-Cong, T.. 2014. "A numerical solution based on the Fokker-Planck equation for dilute polymer solutions using high order RBF methods." Applied Mechanics and Materials. 553, pp. 187-192. https://doi.org/10.4028/www.scientific.net/AMM.553.187

Article

Dissipative particle dynamics modeling of low Reynolds number incompressible flows
Mai-Duy, N., Pan, D., Phan-Thien, N. and Khoo, B. C.. 2013. "Dissipative particle dynamics modeling of low Reynolds number incompressible flows." Journal of Rheology. 57 (2), pp. 585-604. https://doi.org/10.1122/1.4789444

Article

Continuous-time random walks on networks with vertex- and time-dependent forcing
Angstmann, C. N., Donnelly, I. C., Henry, B. I. and Langlands, T. A. M.. 2013. "Continuous-time random walks on networks with vertex- and time-dependent forcing." Physical Review E. 88 (2). https://doi.org/10.1103/PhysRevE.88.022811

Article

Statistics in planning and development
Khan, Shahjahan. 2013. "Statistics in planning and development." Pakistan Journal of Statistics. 29 (4), pp. 513-524.

Article

Numerical solution of Fokker-Planck equation using the integral radial basis function networks
Tran, C.-D., Mai-Duy, N. and Tran-Cong, T.. 2012. "Numerical solution of Fokker-Planck equation using the integral radial basis function networks." Pimenta, P. M. and Campello, E. M. B. (ed.) 10th World Congress on Computational Mechanics (WCCM 2012). Sao Paulo, Brazil 08 - 13 Jul 2012 Sao Paulo, Brazil. https://doi.org/10.5151/10.5151/meceng-wccm2012-19433

Paper

A continuum-microscopic method based on IRBFs and control volume scheme for viscoelastic fluid flows
Tran, C.-D., Mai-Duy, N., Le-Cao, K. and Tran-Cong, T.. 2012. "A continuum-microscopic method based on IRBFs and control volume scheme for viscoelastic fluid flows." CMES Computer Modeling in Engineering and Sciences. 85 (6), pp. 499-519. https://doi.org/10.3970/cmes.2012.085.499

Article

Quantile analysis of the mathematics achievement - attitude relationship by gender
Adeyinka, Adewuyi Ayodele and Kaino, Luckson Muganyizi. 2012. "Quantile analysis of the mathematics achievement - attitude relationship by gender." The European Journal of Social Sciences. 34 (3), pp. 452-460.

Article

Development and initial validation of the Farsi Mood Scale
Terry, Peter C., Malekshahi, Maryam and Delva, Heather A.. 2012. "Development and initial validation of the Farsi Mood Scale." International Journal of Sport and Exercise Psychology. 10 (2), pp. 112-122. https://doi.org/10.1080/1612197X.2012.645133

Article

Testing base load with non-sample prior information on process load
Khan, Shahjahan and Pratikno, Budi. 2013. "Testing base load with non-sample prior information on process load." Statistical Papers. 54 (3), pp. 605-617. https://doi.org/10.1007/s00362-012-0451-4

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