Numerical monsters. - Christopher Essex; Matt Davison 001; Christian Schulzky (SIGSAM Bull., 2000)

Review of risk management: value at risk and beyond, edited by M.A.H. Dempster. Cambridge University Press 2002. - Matt Davison 001 (SIGSAM Bull., 2003)

Global Predictability of Chaotic Epidemiological Dynamics in Coupled Populations. - Matt Davison 001; Christopher Essex; J. S. Shiner (Open Syst. Inf. Dyn., 2003)

Many Entropies, Many Disorders. - Matt Davison 001; J. S. Shiner (Open Syst. Inf. Dyn., 2003)

Valuation and Optimal Operation of Electric Power Plants in Competitive Markets. - Matt Thompson; Matt Davison 001; Henning Rasmussen (Oper. Res., 2004)

Assessing cellular automata based models using partial differential equations. - Andrea Doeschl; Matt Davison 001; Henning Rasmussen; Greg Reid (Math. Comput. Model., 2004)

A Hyperbolic PDE with Parabolic Behavior. - Matt Davison 001; Andrea Doeschl (SIAM Rev., 2004)

Modelling Assumptions and Requirements in the Context of Project Risk. - Andriy V. Miranskyy; Nazim H. Madhavji; Matthew Davison 001; Mark Reesor (RE, 2005)

Extended Entropies and Disorder. - Matt Davison 001; J. S. Shiner (Adv. Complex Syst., 2005)

Competitive Modes and their Application. - Weiguang Yao; Pei Yu; Christopher Essex; Matt Davison 001 (Int. J. Bifurc. Chaos, 2006)

An iterative, multi-level, and scalable approach to comparing execution traces. - Andriy V. Miranskyy; Nazim H. Madhavji; Mechelle Gittens; Matthew Davison 001; Mark Wilding; David Godwin (ESEC/SIGSOFT FSE, 2007)

SIFT: a scalable iterative-unfolding technique for filtering execution traces. - Andriy V. Miranskyy; Nazim H. Madhavji; Mechelle Gittens; Matthew Davison 001; Mark Wilding; David Godwin; Colin A. Taylor (CASCON, 2008)

The early exercise region for Bermudan options on two underlyings. - Jeff Kay; Matt Davison 001; Henning Rasmussen (Math. Comput. Model., 2009)

An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model. - Alan Stanton Deakin; Matt Davison 001 (J. Appl. Math., 2010)

Metrics of Risk Associated with Defects Rediscovery - Andriy V. Miranskyy; Matthew Davison 001; Mark Reesor (CoRR, 2011)

Using entropy measures for comparison of software traces. - Andriy V. Miranskyy; Matthew Davison 001; R. Mark Reesor; Syed Shariyar Murtaza (Inf. Sci., 2012)

A Higher-Order Hidden Markov Chain-Modulated Model for Asset Allocation. - Xiaojing Xi; Rogemar S. Mamon; Matt Davison 001 (J. Math. Model. Algorithms Oper. Res., 2014)

How much effort should be spent to detect fraudulent applications when engaged in classifier-based lending? - Mimi Chong; Cristián Bravo; Matt Davison 001 (Intell. Data Anal., 2015)

Privacy Preserving Predictive Analytics with Smart Meters. - Biruk K. Habtemariam; Andriy V. Miranskyy; Ali Miri; Saeed Samet; Matthew Davison 001 (BigData Congress, 2016)

Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes. - Anton Tenyakov; Rogemar S. Mamon; Matt Davison 001 (IEEE J. Sel. Top. Signal Process., 2016)

Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach. - Anton Tenyakov; Rogemar S. Mamon; Matt Davison 001 (Knowl. Based Syst., 2016)

Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft). - Greg Kirczenow; Ali Fathi; Matt Davison 001 (CoRR, 2018)

Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds. - Greg Kirczenow; Masoud Hashemi; Ali Fathi; Matt Davison 001 (CoRR, 2018)

Optimal inventory policy through dual sourcing. - Matthew Davison 001; Yuri A. Lawryshyn; Volodymyr Miklyukh (Comput. Manag. Sci., 2020)

An automated financial indices-processing scheme for classifying market liquidity regimes. - Xing Gu; Rogemar S. Mamon; Matt Davison 001; Hao Yu (Int. J. Control, 2021)

Deterministic Asymmetric-cost Differential Games for Energy Production with Production Bounds. - Junhe Chen; Matt Davison 001 (Oper. Res. Forum, 2021)

Functional Mixed-type Clustering of Investors' Daily Returns During a Market Shock Change-point and Recovery. - John R. J. Thompson; Matt Davison 001 (ICAIF, 2024)