Research Output 1974 2019

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Conference Paper
2019

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

2018

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

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

2017

Coherent probabilistic forecasts for hierarchical time series

Taieb, S. B., Taylor, J. W. & Hyndman, R. J., 1 Jan 2017, Proceedings of the 34th International Conference on Machine Learning. Precup, D. & Teh, Y. W. (eds.). Massachusetts USA: Proceedings of Machine Learning Research (PMLR), p. 3348-3357 10 p. (Proceedings of Machine Learning Research; vol. 70).

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

Regularization in hierarchical time series forecasting with application to electricity smart meter data

Ben Taieb, S., Yu, J., Barreto, M. N. & Rajagopal, R., 2017, Proceedings of the Thirty-First AAAI Conference on Artificial Intelligence (AAAI-17). Singh, S. & Markovitch, S. (eds.). Palto Alto CA USA: Association for the Advancement of Artificial Intelligence (AAAI), p. 4474-4480 7 p.

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

Open Access
2016

Collaborative teaching and learning in large quantitative units

Kaur, C. & Brooks, R., 2016, OZCOTS 2016: Proceedings of the 9th Australian Conference on Teaching Statistics. McGillivray, H., Martin, M. A. & Phillips, B. (eds.). Belconnen ACT Australia: Statistical Society of Australia Inc., p. 99-104 6 p.

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

Open Access
File

Sparse and smooth adjustments for coherent forecasts in temporal aggregation of time series

Ben Taieb, S., 2016, NIPS 2016 Time Series Workshop, 09 December 2016, Barcelona, Spain. Anava, O., Khaleghi, A., Cuturi, M., Kuznetsov, V. & Rakhlin, A. (eds.). USA: Proceedings of Machine Learning Research (PMLR), Vol. 55. 11 p.

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

Open Access
2015

Large-scale unusual time series detection

Hyndman, R. J., Wang, E. & Laptev, N., 2015, Proceedings - 15th IEEE International Conference on Data Mining Workshop: ICDMW 2015. Cui, P., Dry, J., Aggarwal, C., Zhou, Z-H., Tuzhilin, A., Xiong, H. & Wu, X. (eds.). Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, p. 1616-1619 4 p. 7395871

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

On the move at DinoFun world

Hofmann, H., Cook, D., Kaplan, A., Hare, E., Leos-Barajas, V., Sievert, C. & Tyner, S., 4 Dec 2015, 2015 IEEE Conference on Visual Analytics Science and Technology: Chicago, Illinois, USA - 25-30 October 2015 - Proceedings. Chen, M. & Andrienko, G. (eds.). Danvers MA USA: IEEE, Institute of Electrical and Electronics Engineers, p. 159-160 2 p. 7347659

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

Visualizing communication patterns at DinoFun World

Hofmann, H., Cook, D., Kaplan, A., Hare, E., Leos-Barajas, V., Sievert, C. & Tyner, S., 4 Dec 2015, 2015 IEEE Conference on Visual Analytics Science and Technology: Chicago, Illinois, USA - 25-30 October 2015 - Proceedings. Chen, M. & Andrienko, G. (eds.). Danvers MA USA: IEEE, Institute of Electrical and Electronics Engineers, p. 161-162 2 p. 7347660

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

2014

Boosting multi-step autoregressive forecasts

Ben Taieb, S. & Hyndman, R. J., 2014, Proceedings of the 31st International Conference on Machine Learning. Xing, E. P. & Jebara, T. (eds.). International Machine Learning Society (IMLS), Vol. 32. 9 p. (Proceedings of Machine Learning Research; vol. 32).

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

Efficient identification of the Pareto optimal set

Steponavice, I., Hyndman, R. J., Smith-Miles, K. A. & Villanova, L., 2014, Learning and Intelligent Optimization. Pardalos, P. M., Resende, M. G. C., Vogiatzis, C. & Walteros, J. L. (eds.). Cham Switzerland: Springer, Vol. 8426. p. 341 - 352 12 p.

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

Structural breaks in mortality models and their consequences

O'Hare, C. & Li, Y., 1 Jan 2014, Vulnerability, Uncertainty, and Risk: Quantification, Mitigation, and Management - Proceedings of the Second International Conference on Vulnerability and Risk Analysis and Management (ICVRAM) and the Sixth International Symposium on Uncertainty Modeling and Analysis (ISUMA). Beer, M., Au, S-K. & Hall, J. W. (eds.). Reston VI USA: American Society of Civil Engineers, p. 1190-1204 15 p.

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

Welcome message from the chairs

Al-Dabass, D., Colla, V., Vannuci, M. & Pantelous, A., 2014, Proceedings - UKSim-AMSS 8th European Modelling Symposium on Computer Modelling and Simulation, EMS 2014. p. xiv 1 p.

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

Welcome Message from the Chairs

Al-Dabass, D., Romero, G., Corchado, E., Saad, I., Orsoni, A. & Pantelous, A., 5 May 2014, Proceedings - 2nd International Conference on Artificial Intelligence, Modelling, and Simulation, AIMS 2014. p. xii

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

2013

Welcome message from the chairs

Al-Dabass, D., Romero, G., Orsoni, A. & Pantelous, A., 2013, Proceedings - 5th International Conference on Computational Intelligence, Communication Systems, and Networks, CICSyN 2013. 1 p.

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

2012

Forecasting electricity demand in Australian National Electricity Market

Fan, S. & Hyndman, R. J., 2012, 2012 IEEE Power and Energy Society General Meeting. Nordell, D. (ed.). Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, p. 1-4 4 p. 6345304

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

Price and volume relationships across water trading zones

Brooks, R. & Harris, E., 2012, Sustainable Irrigation and Drainage IV: Management, Technologies and Policies. Bjornlund, H., Brebbia, C. A. & Wheeler, S. (eds.). Southhampton UK: WIT Press, Vol. 168. p. 439-445 7 p. (WIT Transactions on Ecology and the Environment; vol. 168).

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

2011

A robust approach for phenological change detection within satellite image time series

Verbesselt, J., Herold, M., Hyndman, R., Zeileis, A. & Culvenor, D., 2011, 2011 6th International Workshop on the Analysis of Multi-Temporal Remote Sensing Images (Multi-Temp): Proceedings. Bruzzone, L. & Bovolo, F. (eds.). Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, p. 41-44 4 p. 6005042

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

Short-term load forecasting using semi-parametric additive models

Fan, S. & Hyndman, R. J., 2011, 2011 IEEE PES General Meeting: The Electrification of Transportation and the Grid of the Future. IEEE, Institute of Electrical and Electronics Engineers, p. 1-7 7 p. 6039207

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

Welcome message from the chairs

Al-Dabass, D., Orsoni, A., Pantelous, A., Romero, G. & Felez, J., 2011, Proceedings - UKSim 5th European Modelling Symposium on Computer Modelling and Simulation, EMS 2011.

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

2010

Does the market reaction to former information influence the future voluntary disclosure of earnings forecasts-evidence from the Chinese a-share market

Zhou, X. H., Brooks, R. & Chen, G. C., 2010, 2010 International Conference on Management Science and Engineering, ICMSE 2010. p. 1359-1364 6 p. 5719969

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

Forecast short-term electricity demand using semi-parametric additive model

Fan, S. & Hyndman, R. J., 2010, AUPEC 2010 - 20th Australasian Universities Power Engineering Conference: "Power Quality for the 21st Century". 5710716

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

Functionalization of microarray devices: process optimization using a multiobjective PSO and multiresponse MARS modeling

Villanova, L., Falcaro, P., Carta, D., Poli, I., Hyndman, R. & Smith-Miles, K., 2010, Proceedings of the 2010 IEEE Congress on Evolutionary Computation (CEC). Fogel, G. (ed.). Atlanta USA: IEEE, Institute of Electrical and Electronics Engineers, p. 1 - 8 8 p.

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

Joint rating announcements by the three leading agencies: An analysis of realized volatility in Asian FX markets

Bissoondoyal-Bheenick, E., Brooks, R., Hum, S. & Treepongkaruna, S., 2010, 2010 International Conference on Management Science and Engineering, ICMSE 2010. p. 1076-1083 8 p. 5719931

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

2009

A power hungry generation

Smith, S. & Deng, M., 2009, Australian and New Zealand Marketing Academy (ANZMAC) 2009 Sustainable Management and Marketing Conference. Tojib, D. (ed.). Melbourne Vic Australia: ANZMAC, p. 1 - 7 7 p.

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

Climate change impacts and adaptation in Bangladesh: An agent-based approach

Angus, S., Parris, B. W. & Hassani Mahmooei, B., 2009, Proceedings of the 18th IMACS World Congress and MODSIM09 International Congress on Modelling and Simulation. Anderssen, R. S., Braddock, R. D. & Newham, L. T. H. (eds.). www.mssanz.org.au/modsim09: Modelling and Simulation Society of Australia and New Zealand, p. 2720 - 2726 7 p.

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

Nonparametric time series forecasting with dynamic updating

Shang, H. L. & Hyndman, R. J., 2009, 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings. p. 1552-1558 7 p.

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

2008

Visual methods for examining SVM classifiers

Caragea, D., Cook, D., Wickham, H. & Honavar, V., 29 Aug 2008, Visual Data Mining - Theory, Techniques and Tools for Visual Analytics. Simoff, S. J., Bohlen, M. H. & Mazeika, A. (eds.). p. 136-153 18 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 4404 LNCS).

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

2007

Dyadic perspective on non-medical support services for women living with HIV/AIDS

Russell, J. M. & Tsarenko, Y., 2007, 2007 AMA Winter Educators' Conference: Marketing Theory and Applications. Dixon, A. L. & Machleit, K. A. (eds.). USA: American Marketing Association, Vol. 18. p. 267 - 274 8 p.

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

2006

A regular demand system with commodity-specific demographic effects

Blacklow, P., Cooper, R. J., Ham, R. & McLaren, K. R., 2006, Proceedings of EASM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 30 30 p.

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

Demand for marijuana, cocaine and heroin: A multivariate probit approach

Ramful, P. D. & Zhao, X., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 27 27 p.

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

Demand systems based on regular ratio indirect utility functions

Cooper, R. J. & McLaren, K. R., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 16 16 p.

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

Demand systems incorporating intertemporal consumption dynamics

Cooper, R. J., Kim, H. Y. & McLaren, K. R., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 29 29 p.

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

Discriminant analysis of time series using wavelets

Maharaj, E. A. & Alonso, A. M., 2006, COMPSTAT: Proceedings of the 17th Symposium in Computational Statistics. Rizzi, A. & Vichi, M. (eds.). Heidelberg Germany: Physica Verlag, p. 893 - 900 8 p.

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

Evidence about identification and Byron's test of overidentifying restrictions

Forchini, G., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 25 25 p.

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

exploRase: Exploratory data analysis of systems biology data

Lawrence, M., Lee, E. K., Cook, D., Hofmann, H. & Wurtele, E., 1 Dec 2006, Proceedings - Fourth International Conference on Coordinated and Multiple Views in Exploratory Visualization, CMV 2006. Vol. 2006. p. 14-20 7 p. 1647704

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

Forecasting with exponential smoothing: Exact prediction distributions in the presence of model uncertainty

Forbes, C. S., Snyder, R. D. & Shami, R. G., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au/: The Econometric Society, p. 1 - 19 19 p.

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

Multivariate tests of asset pricing in an emerging market

Iqbal, J. & Brooks, R. D., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 29 29 p.

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

Parameterisation and efficient MCMC estimation of non-Gaussian state space models

Strickland, C. M., Martin, G. M. & Forbes, C. S., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 33 33 p.

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

Properties of the sieve bootstrap for fractionally integrated and non-invertible processes

Poskitt, D. S., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 27 27 p.

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

Return and volatility spillovers between the foreign exchange market and the Australian All Ordinaries Index

Dark, J. G., Raghavan, M. V. & Kamepalli, A., 2006, Australasian Meeting of the Econometric Society: Proceedings of the Conference. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 10 10 p.

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

Testing for non-stationary hypotheses against local and global non-linear stationary alternatives

Silvapulle, P. & Shami, R. G., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 25 25 p.

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

The finite-sample properties of autoregressive approximations of fractionally-integrated and non-invertible processes

Grose, S. D. & Poskitt, D. S., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 34 34 p.

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

Time varying skewness and kurtosis and a new model

Dark, J. G., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 54 54 p.

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

Two canonical VARMA forms: Scalar component models versus Echelon form

Athanasopoulos, G., Poskitt, D. S. & Vahid, F., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 25 25 p.

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

2005

An agent-based approach to value theory and wealth distribution in economics

Parris, B. W., 2005, 16th International congress on modelling and simulation: advances and applications for management and decision making. Zerger, A. & Argent, R. M. (eds.). Canberra ACT Australia: Modelling and Simulation Society of Australia and New Zealand, p. 1077 - 1083 7 p.

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

Limn matrix: A tool for visualizing large, distributed, high-dimension data sets

Zhang, J., Cook, D. & Miller, L., 1 Dec 2005, 18th International Conference on Computer Applications in Industry and Engineering 2005, CAINE 2005. p. 263-268 6 p.

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

Properties of the sieve bootstrap for non-invertible and fractionally integrated processes

Poskitt, D. S., 2005, Proceedings of the 9th World Congress of the Econometric Society. Newey, W. K., Persson, T. & Blundell, R. (eds.). New York NY USA: Econometric Society, p. 1 - 27 27 p.

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