Research Output 1974 2019

2019

A forecast reconciliation approach to cause-of-death mortality modeling

Li, H., Li, H., Lu, Y. & Panagiotelis, A., May 2019, In : Insurance: Mathematics and Economics. 86, p. 122-133 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A framework for automated anomaly detection in high frequency water-quality data from in situ sensors

Leigh, C., Alsibai, O., Hyndman, R. J., Kandanaarachchi, S., King, O. C., McGree, J. M., Neelamraju, C., Strauss, J., Talagala, P. D., Turner, R. D. R., Mengersen, K. & Peterson, E. E., 10 May 2019, In : Science of the Total Environment. 664, p. 885-898 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A new solution approach to two-stage fuzzy location problems with risk control

Yang, Y., Zhou, J., Wang, K. & Pantelous, A. A., May 2019, In : Computers and Industrial Engineering. 131, p. 157-171 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Approximate Bayesian forecasting

Frazier, D. T., Maneesoonthorn, W., Martin, G. M. & McCabe, B. P. M., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 521-539 19 p.

Research output: Contribution to journalArticleResearchpeer-review

A reliability-and-cost-based fuzzy approach to optimize preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Goh, M. & Zhou, J., 1 Jun 2019, In : Mechanical Systems and Signal Processing. 124, p. 643-663 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian bandwidth estimation in nonparametric time-varying coefficient models

Cheng, T., Gao, J. & Zhang, X., Jan 2019, In : Journal of Business and Economic Statistics. 37, 1, p. 1-12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Clustering of interval time series

Maharaj, E. A., Teles, P. & Brito, P., 21 Jan 2019, (Accepted/In press) In : Statistics and Computing. 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Control of resources, bargaining power and the demand of food: evidence from PROGRESA

Tommasi, D., May 2019, In : Journal of Economic Behavior and Organization. 161, p. 265-286 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Cross-temporal coherent forecasts for Australian tourism

Kourentzes, N. & Athanasopoulos, G., Mar 2019, In : Annals of Tourism Research. 75, p. 393-409 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Cryptocurrencies: dust in the wind?

Luo, M., Kontosakos, V. E., Pantelous, A. A. & Zhou, J., 1 Jul 2019, In : Physica A: Statistical Mechanics and its Applications. 525, p. 1063-1079 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach

Feng, G., Wang, C. & Zhang, X., 15 Feb 2019, In : Journal of Productivity Analysis. 51, 1, p. 1-19 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Examining the economic interactions between Australia's regions: results from a Global VAR

Moallemi, M. & Melser, D., 6 Mar 2019, (Accepted/In press) In : Economic Record. 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting using random subspace methods

Boot, T. & Nibbering, D., 8 Feb 2019, In : Journal of Econometrics. 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Hidden interactions in financial markets

Stavroglou, S. K., Pantelous, A. A., Stanley, H. E. & Zuev, K. M., 12 May 2019, (Accepted/In press) In : Proceedings of the National Academy of Sciences of the United States of America. 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Income inequality and white-on-black racial bias in the United States: evidence from project implicit and Google trends

Connor, P., Sarafidis, V., Zyphur, M. J., Keltner, D. & Chen, S., 11 Jan 2019, (Accepted/In press) In : Psychological Science. 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, A., Athanasopoulos, G., Hyndman, R. J., Jiang, B. & Vahid, F., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 616-633 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Mortality effects of economic fluctuations in selected eurozone countries

Seklecka, M., Md Lazam, N., Pantelous, A. & O'Hare, C., 1 Jan 2019, In : Journal of Forecasting. 38, 1, p. 39-62 24 p.

Research output: Contribution to journalArticleResearchpeer-review

R&D intensity and carbon emissions in the G7: 1870–2014

Awaworyi Churchill, S., Inekwe, J., Smyth, R. & Zhang, X., 1 May 2019, In : Energy Economics. 80, p. 30-37 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Regime switching panel data models with interactive fixed effects

Cheng, T., Gao, J. & Yan, Y., 1 Apr 2019, In : Economics Letters. 177, p. 47-51 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Returns to women’s education using optimal IV selection

Kim, J. S., Jiang, B., Li, C. & Yang, H. S., 2019, In : Applied Economics. 51, 8, p. 815-830 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Stochastic response determination of structural systems modeled via dependent coordinates: a frequency domain treatment based on generalized modal analysis

Pirrotta, A., Kougioumtzoglou, I. A. & Pantelous, A. A., 4 Mar 2019, (Accepted/In press) In : Meccanica. 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing for cojumps in high-frequency financial data: an approach based on first-high-low-last prices

Liao, Y. & Anderson, H. M., 1 Feb 2019, In : Journal of Banking and Finance. 99, p. 252-274 23 p.

Research output: Contribution to journalArticleResearchpeer-review

The effect of experts’ opinion on prices of art works: the case of Peter Brueghel the Younger

Ginsburgh, V., Radermecker, A-S. & Tommasi, D., 1 Mar 2019, In : Journal of Economic Behavior and Organization. 159, p. 36-50 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The global effects of productivity gains in Asian emerging economies

Dumrongrittikul, T., Anderson, H. & Vahid, F., 16 Feb 2019, (Accepted/In press) In : Economic Modelling. 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Time Series Clustering and Classification

Maharaj, E. A., D'Urso, P. & Caido, J., 2019, 1st ed. Boca Raton FL USA: CRC Press. 228 p. (Computer Science and Data Analysis)

Research output: Book/ReportBookOtherpeer-review

2018

A comparative study of pricing approaches for longevity instruments

Leung, M., Fung, M. C. & O'Hare, C., 1 Sep 2018, In : Insurance: Mathematics and Economics. 82, p. 95-116 22 p.

Research output: Contribution to journalArticleResearchpeer-review

A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates

Chen, Y., Mantegna, R. N., Pantelous, A. A. & Zuev, K. M., 1 Mar 2018, In : PLoS ONE. 13, 3, 40 p., e0194067.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Affordable levels of house prices using fuzzy linear regression analysis:the case of Shanghai

Zhou, J., Zhang, H., Gu, Y. & Pantelous, A. A., Aug 2018, In : Soft Computing. 22, 16, p. 5407-5418 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A frequentist approach to Bayesian asymptotics

Cheng, T., Gao, J. & Phillips, P. C. B., Oct 2018, In : Journal of Econometrics. 206, 2, p. 359-378 20 p.

Research output: Contribution to journalArticleResearchpeer-review

A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method

Brix, A. F., Lunde, A. & Wei, W., 1 May 2018, In : Energy Economics. 72, p. 560-582 23 p.

Research output: Contribution to journalArticleResearchpeer-review

A multiple testing approach to the regularisation of large sample correlation matrices

Bailey, N., Pesaran, M. H. & Smith, L. V., 5 Nov 2018, (Accepted/In press) In : Journal of Econometrics. 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Analysis of shock transmissions to a small open emerging economy using a SVARMA model

Raghavan, M. & Athanasopoulos, G., Sep 2018, (Accepted/In press) In : Economic Modelling. 17 p.

Research output: Contribution to journalArticleResearchpeer-review

An effective solution approach to fuzzy programming with application to project scheduling

Zhang, Q., Zhou, J., Wang, K. & Pantelous, A. A., 1 Dec 2018, In : International Journal of Fuzzy Systems. 20, 8, p. 2383-2398 16 p.

Research output: Contribution to journalArticleResearchpeer-review

A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds

Galagedera, D. U. A., Roshdi, I., Fukuyama, H. & Zhu, J., 2018, In : OMEGA International Journal of Management Science. 77, p. 168-179 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A note on the validity of cross-validation for evaluating autoregressive time series prediction

Bergmeir, C., Hyndman, R. J. & Koo, B., 1 Apr 2018, In : Computational Statistics and Data Analysis. 120, p. 70-83 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Approximate analytical solutions for a class of nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A. & Pantelous, A. A., 1 Sep 2018, (Accepted/In press) In : European Journal of Applied Mathematics. 17 p.

Research output: Contribution to journalArticleResearchpeer-review

A quantile regression approach to panel data analysis of health-care expenditure in Organisation for Economic Co-operation and Development countries

Tian, F., Gao, J. & Yang, K., Dec 2018, In : Health Economics. 27, 12, p. 1921-1944 24 p.

Research output: Contribution to journalArticleResearchpeer-review

A simple iterative Z-estimator for semiparametric models

Frazier, D. T., 12 Apr 2018, (Accepted/In press) In : Econometric Theory. 31 p.

Research output: Contribution to journalArticleResearchpeer-review

Asymptotic properties of approximate Bayesian computation

Frazier, D. T., Martin, G. M., Robert, C. P. & Rousseau, J., Sep 2018, In : Biometrika. 105, 3, p. 593-607 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models

Martin, G. M., McCabe, B. P. M., Frazier, D. T., Maneesoonthorn, W. & Robert, C. P., 18 Dec 2018, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 34 p.

Research output: Contribution to journalArticleResearchpeer-review

Bagging in tourism demand modeling and forecasting

Athanasopoulos, G., Song, H. & Sun, J. A., 1 Jan 2018, In : Journal of Travel Research. 57, 1, p. 52-68 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian inference for health inequality and welfare using qualitative data

Gunawan, D., Griffiths, W. E. & Chotikapanich, D., 1 Jan 2018, In : Economics Letters. 162, p. 76-80 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian inference for the one-factor copula model

Tan, B. K., Panagiotelis, A. & Athanasopoulos, G., Sep 2018, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Bivariate smoothing of mortality surfaces with cohort and period ridges

Dokumentov, A., Hyndman, R. J. & Tickle, L., 1 Jan 2018, In : Stat. 7, 13 p., e199.

Research output: Contribution to journalArticleResearchpeer-review

CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series

Zhang, B., Pan, G. & Gao, J., Oct 2018, In : Annals of Statistics. 46, 5, p. 2186-2215 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Constrained non-linear multi-objective optimisation of preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Beer, M. & Zhou, J., 1 May 2018, In : Mechanical Systems and Signal Processing. 104, p. 347-369 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Construction and visualization of confidence sets for frequentist distributional forecasts

Harris, D., Martin, G. M., Perera, I. & Poskitt, D. S., 1 Aug 2018, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Crude oil price forecasting based on internet concern using an extreme learning machine

Wang, J., Athanasopoulos, G., Hyndman, R. J. & Wang, S., 1 Oct 2018, In : International Journal of Forecasting. 34, 4, p. 665-677 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Decomposition of systematic and total risk variations in emerging markets

Lee, M-H., Hooy, C-W. & Brooks, R., 1 Jun 2018, In : International Finance. 21, 2, p. 158-174 17 p.

Research output: Contribution to journalArticleResearchpeer-review