Research Output 1959 2020

2019

Predicting sediment and nutrient concentrations from high-frequency water-quality data

Leigh, C., Kandanaarachchi, S., McGree, J. M., Hyndman, R. J., Alsibai, O., Mengersen, K. & Peterson, E. E., Aug 2019, In : PLoS ONE. 14, 8, 22 p., e0215503.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Probabilistic forecast reconciliation with applications to wind power and electric load

Jeon, J., Panagiotelis, A. & Petropoulos, F., Dec 2019, In : European Journal of Operational Research. 279, 2, p. 364-379 16 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

Regularized regression for hierarchical forecasting without unbiasedness conditions

Ben Taieb, S. & Koo, B., 2019, KDD 2019: Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. Li, Y., Rosales, R., Terzi, E. & Karypis, G. (eds.). New York NY USA: Association for Computing Machinery (ACM), p. 1337-1347 11 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Residential real estate, risk, return and diversification: some empirical evidence

Melser, D. & Hill, R. J., Jul 2019, In : Journal of Real Estate Finance and Economics. 59, 1, p. 111-146 36 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

Revealing high-frequency trading provision of liquidity with visualization

Hirsch, M., Cook, D., Lajbcygier, P. & Hyndman, R., 2019, Proceedings of the 2nd International Conference on Software Engineering and Information Management (ICSIM 2019). Budiardjo, E. K. & Sbihi, M. (eds.). 1st ed. New York NY USA: Association for Computing Machinery (ACM), p. 157-165 9 p. (ACM International Conference Proceeding Series).

Research output: Chapter in Book/Report/Conference proceedingConference PaperOtherpeer-review

Review of the key challenges in major infrastructure construction projects: how do project managers ‘skill-up’?

Ahmad, S., Algeo, C., Foster, S., Sohal, A., Prajogo, D. & Moehler, R., 2019, Proceedings of EURAM 19: Exploring the Future of Management. António, N., Dobija, D., Jardat, R. & Jaffé, L. (eds.). Lisbon Portugal: European Academy of Management (EURAM), 40 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Review of Time Series Econometerics, by Neusser, Klaus (Springer, Cham, 2016), pp. 409

Wong, B., 18 Sep 2019, In : Economic Record. 95, 310, p. 399-400 2 p.

Research output: Contribution to journalShort ReviewOtherpeer-review

Solving the green-fuzzy vehicle routing problem using a revised hybrid intelligent algorithm

Wang, R., Zhou, J., Yi, X. & Pantelous, A. A., 29 Jan 2019, In : Journal of Ambient Intelligence and Humanized Computing. 10, 1, p. 321-332 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy

Cuthbertson, K., Kyriakou, I., Sermpinis, G. & Pantelous, A. A., 2019, (Accepted/In press) In : International Journal of Finance and Economics. p. 1-2 2 p.

Research output: Contribution to journalEditorialOtherpeer-review

Statistical inference for a relative risk measure

He, Y., Hou, Y., Peng, L. & Sheng, J., 2019, In : Journal of Business & Economic Statistics. 31, 2, p. 301-311 11 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 bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

Li, C., Poskitt, D. S. & Zhao, X., Mar 2019, In : Journal of Econometrics. 209, 1, p. 91-113 20 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 ET interview: Professor Max King

Gao, J. & Inder, B., Feb 2019, In : Econometric Theory. 35, 1, p. 1-36 36 p.

Research output: Contribution to journalArticleOtherpeer-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

The impact of parameter uncertainty in insurance pricing and reserve with the temperature-related mortality model

Seklecka, M., Pantelous, A. A. & O'Hare, C., Jul 2019, In : Journal of Forecasting. 38, 4, p. 327-345 19 p.

Research output: Contribution to journalArticleResearchpeer-review

The roles of age, parentage and environment on bacterial and algal endosymbiont communities in Acropora corals

Chan, W. Y., Peplow, L. M., Menéndez, P., Hoffmann, A. A. & van Oppen, M. J. H., 22 Jul 2019, (Accepted/In press) In : Molecular Ecology. 36 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

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

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

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

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

Deploying machine learning models for public policy: a framework

Ackermann, K., Walsh, J., De Unánue, A., Naveed, H., Rivera, A. N., Lee, S. J., Bennett, J., Defoe, M., Cody, C., Haynes, L. & Ghani, R., 19 Jul 2018, KDD' 18 - Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. Broder, A. & Spiliopoulou, M. (eds.). New York NY USA: Association for Computing Machinery (ACM), p. 15-22 8 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Dynamical projections for the visualization of PDFSense data

Cook, D., Laa, U. & Valencia, G., 1 Sep 2018, In : European Physical Journal C. 78, 9, 18 p., 742.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Estimation of technical change and price elasticities: a categorical time–varying coefficient approach

Feng, G., Gao, J. & Zhang, X., Dec 2018, In : Journal of Productivity Analysis. 50, 3, p. 117-138 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Exploring the sources of uncertainty: Why does bagging for time series forecasting work?

Petropoulos, F., Hyndman, R. J. & Bergmeir, C., 2018, In : European Journal of Operational Research. 268, 2 , p. 545-554 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial education via television comedy

Crawford, A., Lajbcygier, P. & Maitra, P., 28 Nov 2018, In : Applied Economics Letters. 25, 20, p. 1407-1410 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Fixed T dynamic panel data estimators with multifactor errors

Juodis, A. & Sarafidis, V., 2018, In : Econometric Reviews. 37, 8, p. 893-929 37 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Forecasting: Principles and Practice

Hyndman, R. J. & Athanasopoulos, G., 2018, 2nd ed. OTexts. 384 p.

Research output: Book/ReportTextbookOther

Open Access

How much project control is too much: the case for and against "interference"?

Algeo, C., Lamborn, J., Albrecht, D. W. & Brooks, R. D., 2018, Project Controls Conference Sydney 2017: 20-22 September, ICC Sydney. Chatswood NSW AU: Engineers Australia, 1 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther

Implicit analytic solutions for the linear stochastic partial differential beam equation with fractional derivative terms

Liaskos, K. B., Pantelous, A. A., Kougioumtzoglou, I. A. & Meimaris, A. T., 1 Nov 2018, In : Systems and Control Letters. 121, p. 38-49 12 p.

Research output: Contribution to journalArticleResearchpeer-review