490510. Stochastic analysis and modelling
| Title | 490510. Stochastic analysis and modelling |
|---|---|
| Parent | 4905. Statistics |
Latest research outputs
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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.2012.085.499Article
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.553.187Article
A systematic study of head tissue inhomogeneity and anisotropy on EEG forward problem computing
Bashar, M. R., Li, Y. and Wen, P.. 2010. "A systematic study of head tissue inhomogeneity and anisotropy on EEG forward problem computing." Physical and Engineering Sciences in Medicine. 33 (1), pp. 11-21. https://doi.org/10.1007/s13246-010-0009-5Article
Admission control schemes for bursty multimedia traffic
Lee, Teck Kiong, Zukerman, Moshe and Addie, Ronald G.. 2001. "Admission control schemes for bursty multimedia traffic." Cruz, R. and Pacifici, G. (ed.) 20th Annual Joint Conference of the IEEE Computer and Communications Societies (INFOCOM 2001). Anchorage, United States 22 - 26 Apr 2001 Piscataway, NJ. United States. https://doi.org/10.1109/INFCOM.2001.916739Paper
An integrated RBFN-based macro-micro multi-scale method for computation of visco-elastic fluid flows
Tran, C.-D., An-Vo, D.-A., Mai-Duy, N. and Tran-Cong, T.. 2011. "An integrated RBFN-based macro-micro multi-scale method for computation of visco-elastic fluid flows." CMES Computer Modeling in Engineering and Sciences. 82 (2), pp. 137-162. https://doi.org/10.3970/cmes.2011.082.137Article
An introduction to fractional diffusion
Henry, B. I., Langlands, Trevor and Straka, P.. 2010. "An introduction to fractional diffusion." Dewar, Robert L. and Detering, Frank (ed.) 22nd Canberra International Physics Summer School. Canberra, Australia 08 - 19 Dec 2008 Singapore. https://doi.org/10.1142/9789814277327_0002Paper
Anomalous subdiffusion with multispecies linear reaction dynamics
Langlands, Trevor, Henry, B. I. and Wearne, S. L.. 2008. "Anomalous subdiffusion with multispecies linear reaction dynamics." Physical Review B: Covering condensed matter and materials physics. 77, pp. 1-9. https://doi.org/10.1103/PhysRevE.77.021111Article
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.2021.22.29Article
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/s00704-015-1706-5Article
Asymptotically accurate flow completion time distributions under fair queueing
Addie, R. G. and Yevdokimov, Oleksiy. 2008. "Asymptotically accurate flow completion time distributions under fair queueing." Green, Richard (ed.) Australasian Telecommunication Networks and Applications Conference (ATNAC 2007): Next Generation Networks: Enabling Closer International Cooperation. Christchurch, New Zealand 02 - 05 Dec 2007 Piscataway, NJ. United States. https://doi.org/10.1109/ATNAC.2007.4665290Paper
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/rgcv10i3p2Article
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/q7q62PhD Thesis
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
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
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. SPIE. https://doi.org/10.1117/12.767596Poster
Computation of dilute polymer solution flows using BCF-RBFN based method and domain decomposition technique
Tran, Canh-Dung, Phillips, David G. and Tran-Cong, Thanh. 2009. "Computation of dilute polymer solution flows using BCF-RBFN based method and domain decomposition technique." Korea-Australia Rheology Journal. 21 (1), pp. 1-12.Article
Computer algebra derives discretisations of the stochastically forced Burgers' partial differential equation
Roberts, A. J.. 2006. Computer algebra derives discretisations of the stochastically forced Burgers' partial differential equation. Toowoomba, Australia. University of Southern Queensland.Technical report
Computer algebra derives normal forms of stochastic differential equations
Roberts, A. J.. 2007. Computer algebra derives normal forms of stochastic differential equations . Toowoomba, Australia. University of Southern Queensland.Technical report
Computer algebra resolves a multitude of microscale interactions to model stochastic partial differential equations
Roberts, A. J.. 2005. Computer algebra resolves a multitude of microscale interactions to model stochastic partial differential equations. Toowoomba, Australia. University of Southern Queensland.Technical report
Confirmatory factor analysis of the test of performance strategies (TOPS) among adolescent athletes
Lane, Andrew M., Harwood, Chris, Terry, Peter C. and Karageorghis, Costas I.. 2004. "Confirmatory factor analysis of the test of performance strategies (TOPS) among adolescent athletes." Journal of Sports Sciences. 22 (9), pp. 803-812. https://doi.org/10.1080/02640410410001716689Article
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.88.022811Article
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/s00477-019-01662-6Article
Data missing and make-up work studies over a PIDn networked control system
Teng, Lanzhi and Wen, Peng. 2008. "Data missing and make-up work studies over a PIDn networked control system." Arabnia, Hamid R. and Deligiannidis, Leonidas (ed.) MSV 2008: International Conference on Modeling, Simulation and Visualization Methods. Las Vegas, United States 14 - 17 Jul 2008 Las Vegas, NV. USA.Paper
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.2012.645133Article
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/10.1122/1.4789444Article
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.2020.182.197Article
El Nino through the 'eyes' of a wheat crop
Potgieter, Andries B., Hammer, Graeme L., Meinke, Holger, Stone, Roger C. and Goddard, Lisa. 2003. "El Nino through the 'eyes' of a wheat crop." Stone, Roger C. and Partridge, Ian (ed.) National Drought Forum 2003: Science for Drought. Brisbane, Australia 15 - 16 Apr 2003 Brisbane, Australia.Paper
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-yArticle
Estimation of slope for linear regression model with uncertain prior information and student-t error
Khan, Shahjahan and Saleh, A. K. Md. E.. 2008. "Estimation of slope for linear regression model with uncertain prior information and student-t error." Communications in Statistics: Theory and Methods. 37 (16), pp. 2564-2581. https://doi.org/10.1080/03610920802040399Article
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-zArticle
Fractional cable equation models for anomalous electrodiffusion in nerve cells: finite domain solutions
Langlands, T. A. M., Henry, B. I. and Wearne, S. L.. 2011. "Fractional cable equation models for anomalous electrodiffusion in nerve cells: finite domain solutions." SIAM Journal on Applied Mathematics. 71 (4), pp. 1168-1203. https://doi.org/10.1137/090775920Article
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/s00285-009-0251-1Article
Fractional cable models for spiny neuronal dendrites
Henry, B. I., Langlands, Trevor and Wearne, S. L.. 2008. "Fractional cable models for spiny neuronal dendrites." Physical Review Letters. 100 (12), pp. 1-4. https://doi.org/10.1103/PhysRevLett.100.128103Article
Fractional chemotaxis diffusion equations
Langlands, T. A. M. and Henry, B. I.. 2010. "Fractional chemotaxis diffusion equations." Physical Review E. 81 (5), pp. 1-12. https://doi.org/10.1103/PhysRevE.81.051102Article
Fractional Fokker-Planck equations for subdiffusion with space-and time-dependent forces
Henry, B. I., Langlands, T. A. M. and Straka, P.. 2010. "Fractional Fokker-Planck equations for subdiffusion with space-and time-dependent forces." Physical Review Letters. 105 (17), pp. 17062-1-170602-4. https://doi.org/10.1103/PhysRevLett.105.170602Article
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.2015.11.053Article
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).2020.05Article
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/10.1137/15M1011299Article
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/10.1155/2021/9944543Article
Increasing power of robust test through pre-testing in multiple regression model
Yunus, Rossita M. and Khan, Shahjahan. 2010. "Increasing power of robust test through pre-testing in multiple regression model." Pakistan Journal of Statistics. 26 (1), pp. 151-170.Article