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Research Output 1983 2019

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Conference Paper
2017

Mathematical model for pancreatic cancer progression using non-constant gene mutation rate

Sun, S., Klebaner, F. & Tian, T., 15 Dec 2017, Proceedings: 2017 IEEE International Conference on Bioinformatics and Biomedicine (BIBM). Hu, X., Gong, Y., Shyu, C-R., Korkin, D., Bromberg, Y., Yoo, I., Gao, J. & Zheng, J. H. (eds.). Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, Vol. 2017-January. p. 138-141 4 p.

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

2016

From size to age and type structure dependent branching: a first step to sexual reproduction in general population processes

Jagers, P. & Klebaner, F. C., 7 Sep 2016, Branching Processes and Their Applications. del Puerto, I. M., Gonzalez, M., Gutierrez, C., Martinez, R., Minuesa, C., Molina, M., Mota, M. & Ramos, A. (eds.). Switzerland: Springer, p. 137-148 12 p. (Lecture Notes in Statistics; vol. 219).

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

The Effects of Liquidity on Multi-period Portfolio Selection: A Case Study of American Sector ETFs

Zhang, R., Langrené, N., Tian, Y., Zhu, Z., Klebaner, F. C. & Hamza, K., 2016, Proceedings of 4th Annual International Conference on Operations Research and Statistics. Ganikhodjaev, N. (ed.). Singapore: Global Science and Technology Forum, p. 75-83 9 p.

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

2015

A new approach for estimating probability of metastasis at diagnosis

Sun, S., Klebaner, F. & Tian, T., 2015, Proceedings of the 2015 IEEE International Conference on Bioinformatics and Biomedicine. Huan, J. L., Miyano, S., Shehu, A., Hu, X., Ma, B., Rajasekaran, S., Gombar, V. K., Matthieu, I., Yoo, I., Zhou, J., Chen, B., Pai, V. & Pierce, B. (eds.). New York NY USA: IEEE, Institute of Electrical and Electronics Engineers, p. 653-656 4 p.

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

2014

A new approach for estimating the progression of pancreatic cancer

Sun, S., Klebaner, F. C. & Tian, T., 2014, 8th International Conference on Systems Biology (ISB). Chen, L., Zhang, X-S., Wu, L-Y. & Wang, Y. (eds.). New Jersey: IEEE, Institute of Electrical and Electronics Engineers, p. 118 - 123 6 p.

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

A new mathematical model for inbreeding depression in large populations

Sun, S., Klebaner, F. C. & Tian, T., 2014, Bioinformatics Research and Applications. Basu, M., Pan, Y. & Wang, J. (eds.). Switzerland: Springer, Vol. 8492. p. 310 - 321 12 p.

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

Pricing window barrier options with a hybrid stochastic-local volatility model

Tian, Y., Zhu, Z., Lee, G. M., Lo, T., Klebaner, F. C. & Hamza, K., 2014, Proceedings of the 2104 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). Serguieva, A., Maringer, D., Palade, V. & Almeida, R. J. (eds.). USA: IEEE, Institute of Electrical and Electronics Engineers, p. 370 - 377 8 p.

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

2013

A new mathematical model for progression of colorectal cancer

Sun, S., Klebaner, F. C. & Tian, T., 2013, Proceedings - 2013 IEEE International Conference on Bioinformatics and Biomedicine. Li, G., Hu, X., Kim, S., Ressom, H., Hughes, M., Liu, B., McLachlan, G., Liebman, M. & Sun, H. (eds.). Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, p. 560 - 565 6 p.

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

2012

A hybrid stochastic volatility model incorporating local volatility

Tian, Y., Zhu, Z., Klebaner, F. C. & Hamza, K., 2012, Proceedings of the Fourth International Conference on Computational and Information Sciences. Shen, W., Wang, Y. & Geng, X. (eds.). New Jersey USA: IEEE, Institute of Electrical and Electronics Engineers, p. 333 - 336 4 p.

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

2010

Approximations in population-dependent branching processes

Klebaner, F. C., 2010, Lecture Notes in Statistics - Proceedings. Gonzalez, M. V., del Puerto, I. M., Martinez, R., Molina, M., Mota, M. & Ramos, A. (eds.). Germany: Springer-Verlag London Ltd., Vol. 197. p. 71 - 78 8 p.

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

Option pricing with the SABR model on the GPU

Tian, Y. O., Zhu, Z., Klebaner, F. & Hamza, K., 2010, Proceedings of the 3rd Workshop on High Performance Computational Finance. Dixon, M., Daly, D., Eleftheriou, M., Moreira, J. & Ryu, K. (eds.). Piscataway USA: IEEE, Institute of Electrical and Electronics Engineers, p. 1 - 8 8 p.

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

2005

Behaviour of a dynamical system far from its equilibrium

Klebaner, F. C., 2005, Complex Analysis and Dynamical Systems II. Agranovsky, M., Karp, L. & Shoikhet, D. (eds.). Ramat-Gan Israel: American Mathematical Society, Vol. 382. p. 229 - 231 3 p.

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