Matt Davison

Publication Activity (10 Years)

Years Active: 2000-2021
Publications (10 Years): 6

Top Topics

Investment Strategies

Machine Learning

Feature Extraction

Automatically Detected

Top Venues

IEEE J. Sel. Top. Signal Process.

J. Math. Model. Algorithms Oper. Res.

Oper. Res. Forum

Publications

Xing Gu, Rogemar S. Mamon, Matt Davison, Hao Yu
An automated financial indices-processing scheme for classifying market liquidity regimes. Int. J. Control 94 (3) (2021)
Junhe Chen, Matt Davison
Deterministic Asymmetric-cost Differential Games for Energy Production with Production Bounds. Oper. Res. Forum 2 (4) (2021)
Greg Kirczenow, Masoud Hashemi, Ali Fathi, Matt Davison
Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds. CoRR (2018)
Greg Kirczenow, Ali Fathi, Matt Davison
Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft). CoRR (2018)
Anton Tenyakov, Rogemar S. Mamon, Matt Davison
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes. IEEE J. Sel. Top. Signal Process. 10 (6) (2016)
Anton Tenyakov, Rogemar S. Mamon, Matt Davison
Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach. Knowl. Based Syst. 101 (2016)
Mimi Chong, Cristián Bravo, Matt Davison
How much effort should be spent to detect fraudulent applications when engaged in classifier-based lending? Intell. Data Anal. 19 (s1) (2015)
Xiaojing Xi, Rogemar S. Mamon, Matt Davison
A Higher-Order Hidden Markov Chain-Modulated Model for Asset Allocation. J. Math. Model. Algorithms Oper. Res. 13 (1) (2014)
Alan Stanton Deakin, Matt Davison
An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model. J. Appl. Math. 2010 (2010)
Jeff Kay, Matt Davison, Henning Rasmussen
The early exercise region for Bermudan options on two underlyings. Math. Comput. Model. 50 (9-10) (2009)
Weiguang Yao, Pei Yu, Christopher Essex, Matt Davison
Competitive Modes and their Application. Int. J. Bifurc. Chaos 16 (3) (2006)
Matt Davison, J. S. Shiner
Extended Entropies and Disorder. Adv. Complex Syst. 8 (1) (2005)
Matt Davison, Andrea Doeschl
A Hyperbolic PDE with Parabolic Behavior. SIAM Rev. 46 (1) (2004)
Matt Thompson, Matt Davison, Henning Rasmussen
Valuation and Optimal Operation of Electric Power Plants in Competitive Markets. Oper. Res. 52 (4) (2004)
Andrea Doeschl, Matt Davison, Henning Rasmussen, Greg Reid
Assessing cellular automata based models using partial differential equations. Math. Comput. Model. 40 (9-10) (2004)
Matt Davison, J. S. Shiner
Many Entropies, Many Disorders. Open Syst. Inf. Dyn. 10 (3) (2003)
Matt Davison, Christopher Essex, J. S. Shiner
Global Predictability of Chaotic Epidemiological Dynamics in Coupled Populations. Open Syst. Inf. Dyn. 10 (4) (2003)
Matt Davison
Review of risk management: value at risk and beyond, edited by M.A.H. Dempster. Cambridge University Press 2002. SIGSAM Bull. 37 (1) (2003)
Christopher Essex, Matt Davison, Christian Schulzky
Numerical monsters. SIGSAM Bull. 34 (4) (2000)