Browse by Fields of Research (ANZSRC 2008)

Taranto, Aldo ORCID: https://orcid.org/0000-0001-6763-4997 and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2021) Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading. Journal of Mathematics and Statistics, 17 (1). pp. 22-29. ISSN 1549-3644

Taranto, Aldo ORCID: https://orcid.org/0000-0001-6763-4997 and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2020) Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes. Journal of Mathematics and Statistics, 16 (1). pp. 182-197. ISSN 1549-3644

Taranto, Aldo ORCID: https://orcid.org/0000-0001-6763-4997 and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2020) Bi-directional grid absorption barrier constrained stochastic processes with applications in finance and investment. Risk Governance & Control: Financial Markets & Institutions, 10 (3). pp. 20-33. ISSN 2077-429X

Taranto, Aldo ORCID: https://orcid.org/0000-0001-6763-4997 and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2020) Gambler’s ruin problem and bi-directional grid constrained trading and investment strategies. Investment Management and Financial Innovations, 17 (3). pp. 54-66. ISSN 1810-4967

Taranto, Aldo ORCID: https://orcid.org/0000-0001-6763-4997 and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2020) Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading. In: Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020), 25 Sept 2020, Karshi, Uzbekistan.

Nguyen-Huy, Thong ORCID: https://orcid.org/0000-0002-2201-6666 and Deo, Ravinesh C. ORCID: https://orcid.org/0000-0002-2290-6749 and Mushtaq, Shahbaz and Kath, Jarrod ORCID: https://orcid.org/0000-0003-2391-1264 and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2019) Copula statistical models for analyzing stochastic dependencies of systemic drought risk and potential adaptation strategies. Stochastic Environmental Research and Risk Assessment, 33 (3). pp. 779-799. ISSN 1436-3240

Bhatia, Hirdyesh (2018) Methods for analysis of functionals on Gaussian self similar processes. [Thesis (PhD/Research)]

An-Vo, Duc-Anh ORCID: https://orcid.org/0000-0001-7528-7139 and Stone, Roger and Ngo-Cong, Duc and Marcussen, Torben (2017) Toward a stochastic precipitation generator conditioned on ENSO phase for eastern Australia. In: 22nd International Congress on Modelling and Simulation (MODSIM 2017), 3-8 Dec 2017, Hobart, Tasmania, Australia.

Wen, Xiaohu and Feng, Qi and Deo, Ravinesh C. ORCID: https://orcid.org/0000-0002-2290-6749 and Wu, Min and Si, Jianhua (2017) Wavelet analysis–artificial neural network conjunction models for multi-scale monthly groundwater level predicting in an arid inland river basin, northwestern China. Hydrology Research: an International Journal, 48 (6). pp. 1710-1729. ISSN 1998-9563

Deo, Ravinesh C. ORCID: https://orcid.org/0000-0002-2290-6749 and Tiwari, Mukesh K. and Adamowski, Jan F. and Quilty, John M. (2017) Forecasting effective drought index using a wavelet extreme learning machine (W-ELM) model. Stochastic Environmental Research and Risk Assessment, 31 (5). pp. 1211-1240. ISSN 1436-3240

Deo, Ravinesh C. ORCID: https://orcid.org/0000-0002-2290-6749 and Byun, Hi-Ryong and Adamowski, Jan F. and Begum, Khaleda (2017) Application of effective drought index for quantification of meteorological drought events: a case study in Australia. Theoretical and Applied Climatology, 128 (1-2). pp. 359-379. ISSN 0177-798X

Biswas, Raaj Kishore (2017) Statistical methodology for analyzing ordinal outcomes of traumatic brain injury. [Thesis (PhD/Research)]

Phillips, Peter J. and Pohl, Gabriela (2017) Terrorist choice: a stochastic dominance and prospect theory analysis. Defence and Peace Economics, 28 (2). pp. 150-164. ISSN 1024-2694

Kim, Su-Jeong and Byun, Hi-Ryong and Deo, Ravinesh C. ORCID: https://orcid.org/0000-0002-2290-6749 (2016) Quantitative definition and spatiotemporal distribution of little water season (LIWAS) in Korea. Asia-Pacific Journal of Atmospheric Sciences, 52 (4). pp. 379-393. ISSN 1976-7633

Deo, Ravinesh C. ORCID: https://orcid.org/0000-0002-2290-6749 and Samui, Pijush and Kim, Dookie (2016) Estimation of monthly evaporative loss using relevance vector machine, extreme learning machine and multivariate adaptive regression spline models. Stochastic Environmental Research and Risk Assessment, 30 (6). pp. 1769-1784. ISSN 1436-3240

Salcedo-Sanz, S. and Deo, R. C. ORCID: https://orcid.org/0000-0002-2290-6749 and Carro-Calvo, L. and Saavedra-Moreno, B. (2016) Monthly prediction of air temperature in Australia and New Zealand with machine learning algorithms. Theoretical and Applied Climatology, 125 (1-2). pp. 13-25. ISSN 0177-798X

Angstmann, C. N. and Donnelly, I. C. and Henry, B. I. and Jacobs, B. A. and Langlands, T. A. M. and Nichols, J. A. (2016) From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations. Journal of Computational Physics, 307. pp. 508-534. ISSN 0021-9991

Angstmann, C. N. and Donnelly, I. C. and Henry, B. I. and Langlands, T. A. M. and Straka, P. (2015) Generalized continuous time random walks, master equations, and fractional Fokker-Planck equations. SIAM Journal on Applied Mathematics, 75 (4). pp. 1445-1468. ISSN 0036-1399

Nguyen, H. Q. and Tran, C.-D. ORCID: https://orcid.org/0000-0002-1011-4226 and Tran-Cong, T. (2015) RBFN stochastic coarse-grained simulation method: Part I - Dilute polymer solutions using bead-spring chain models. CMES: Computer Modeling in Engineering and Sciences, 105 (5). pp. 399-439. ISSN 1526-1492

Murphy, Angela and Farley, Helen and Lane, Michael ORCID: https://orcid.org/0000-0001-6534-4902 and Hafeez-Baig, Abdul and Carter, Brad ORCID: https://orcid.org/0000-0003-0035-8769 (2014) Mobile learning anytime, anywhere: what are our students doing? Australasian Journal of Information Systems, 18 (3). pp. 331-345. ISSN 1449-8618

Pratikno, Budi and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2014) Testing the equality of two intercept for the parallel regression model. In: 13th Islamic Countries Conference on Statistical Sciences (ICCS 2013): Statistics for Better Life, 18-21 Dec 2014, Bogor, Indonesia.

Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X and Yunus, Rossita M. (2014) Score test in robust M-procedure. Journal of Applied Probability and Statistics, 9 (2). pp. 55-75. ISSN 1930-6792

Nguyen, H. Q. and Tran, C.-D. ORCID: https://orcid.org/0000-0002-1011-4226 and Pham-Sy, N. and Tran-Cong, T. (2014) A numerical solution based on the Fokker-Planck equation for dilute polymer solutions using high order RBF methods. Applied Mechanics and Materials, 553. pp. 187-192. ISSN 1662-7482

Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2013) Statistics in planning and development. Pakistan Journal of Statistics, 29 (4). pp. 513-524. ISSN 1012-9367

Angstmann, C. N. and Donnelly, I. C. and Henry, B. I. and Langlands, T. A. M. (2013) Continuous-time random walks on networks with vertex- and time-dependent forcing. Physical Review E: Statistical, Nonlinear, and Soft Matter Physics , 88 (2). ISSN 1539-3755

Mai-Duy, N. and Pan, D. and Phan-Thien, N. and Khoo, B. C. (2013) Dissipative particle dynamics modeling of low Reynolds number incompressible flows. Journal of Rheology, 57 (2). pp. 585-604. ISSN 0148-6055

Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X and Pratikno, Budi (2013) Testing base load with non-sample prior information on process load. Statistical Papers, 54 (3). pp. 605-617. ISSN 0932-5026

Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X and Pratikno, Budi and Yunus, Rossita M. (2012) Linear model inference with non-sample prior information. In: 12th Islamic Countries Conference on Statistical Sciences (ICCS 2012): Statistics for Everyone and Everywhere, 19-22 Dec 2012, Doha, Qatar.

Adeyinka, Adewuyi Ayodele and Kaino, Luckson Muganyizi (2012) Quantile analysis of the mathematics achievement - attitude relationship by gender. The European Journal of Social Sciences, 34 (3). pp. 452-460.

Tran, C.-D. ORCID: https://orcid.org/0000-0002-1011-4226 and Mai-Duy, N. and Tran-Cong, T. (2012) Numerical solution of Fokker-Planck equation using the integral radial basis function networks. In: 10th World Congress on Computational Mechanics (WCCM 2012), 8-13 Jul 2012, Sao Paulo, Brazil.

Terry, Peter C. and Malekshahi, Maryam and Delva, Heather A. (2012) Development and initial validation of the Farsi Mood Scale. International Journal of Sport and Exercise Psychology, 10 (2). pp. 112-122. ISSN 1612-197X

Tran, C.-D. ORCID: https://orcid.org/0000-0002-1011-4226 and Mai-Duy, N. and Le-Cao, K. and Tran-Cong, T. (2012) A continuum-microscopic method based on IRBFs and control volume scheme for viscoelastic fluid flows. CMES: Computer Modeling in Engineering and Sciences, 85 (6). pp. 499-519. ISSN 1526-1492

Saqr, Anwar and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2012) Instrumental variable estimator of the slope parameter when the explanatory variable is subject to measurement error. In: 11th Islamic Countries Conference on Statistical Sciences (ICCSS-11), 19-22 Dec 2011, Lahore, Pakistan.

Taylor, B. A. (2011) Rapid estimation of rainwater yield throughout Australia and review of Queensland rainwater harvesting operating policy. In: 2011 SSEE International Conference: Escaping Silos (SSEE 2011), 24-26 Oct 2011, Brisbane, Australia.

Langlands, T. A. M. and Henry, B. I. and Wearne, S. L. (2011) Fractional cable equation models for anomalous electrodiffusion in nerve cells: finite domain solutions. SIAM Journal on Applied Mathematics, 71 (4). pp. 1168-1203. ISSN 0036-1399

Deo, Ravinesh C. ORCID: https://orcid.org/0000-0002-2290-6749 (2011) On meteorological droughts in tropical Pacific Islands: time-series analysis of observed rainfall using Fiji as a case study. Meteorological Applications, 18 (2). pp. 171-180. ISSN 1350-4827

Yunus, Rossita M. and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2011) M-tests for multivariate regression model. Journal of Nonparametric Statistics, 23 (1). pp. 201-218. ISSN 1048-5252

Yunus, Rossita M. and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2011) Increasing the power of the test through pre-test: a robust method. Communications in Statistics: Theory and Methods, 40 (4). pp. 581-597. ISSN 0361-0926

Tran, C.-D. ORCID: https://orcid.org/0000-0002-1011-4226 and An-Vo, D.-A. ORCID: https://orcid.org/0000-0001-7528-7139 and Mai-Duy, N. and Tran-Cong, T. (2011) An integrated RBFN-based macro-micro multi-scale method for computation of visco-elastic fluid flows. CMES: Computer Modeling in Engineering and Sciences, 82 (2). pp. 137-162. ISSN 1526-1492

Henry, B. I. and Langlands, T. A. M. and Straka, P. (2010) Fractional Fokker-Planck equations for subdiffusion with space-and time-dependent forces. Physical Review Letters, 105 (17). 17062-1-170602-4. ISSN 0031-9007

Langlands, T. A. M. and Henry, B. I. (2010) Fractional chemotaxis diffusion equations. Physical Review E: Statistical Nonlinear and Soft Matter Physics, 81 (5). pp. 1-12. ISSN 1539-3755

Bashar, M. R. and Li, Y. and Wen, P. (2010) A systematic study of head tissue inhomogeneity and anisotropy on EEG forward problem computing. Australasian Physical and Engineering Sciences in Medicine, 33 (1). pp. 11-21. ISSN 0158-9938

Yunus, Rossita M. and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2010) Increasing power of robust test through pre-testing in multiple regression model. Pakistan Journal of Statistics, 26 (1). pp. 151-170. ISSN 1012-9367

Henry, B. I. and Langlands, Trevor and Straka, P. (2010) An introduction to fractional diffusion. In: Proceedings of the 22nd Canberra International Physics Summer School, 8-19 Dec 2008, Canberra, Australia.

Tran, Canh-Dung ORCID: https://orcid.org/0000-0002-1011-4226 and Phillips, David G. and Tran-Cong, Thanh (2009) Computation of dilute polymer solution flows using BCF-RBFN based method and domain decomposition technique. Korea-Australia Rheology Journal, 21 (1). pp. 1-12. ISSN 1226-119X

Langlands, Trevor and Henry, B. I. and Wearne, S. L. (2009) Fractional cable equation models for anomalous electrodiffusion in nerve cells: infinite domain solutions. Journal of Mathematical Biology, 59 (6). pp. 761-808. ISSN 1432-1416

Jamieson-Proctor, Romina and Finger, Glenn (2009) Measuring and evaluating ICT use: developing an instrument for measuring student ICT use. In: Handbook of research on new media literacy at the K-12 level: issues and challenges. Information Science Reference (IGI Global), Hershey PA, United States, pp. 326-339. ISBN 978-1-60566-120-9

Teng, Lanzhi and Wen, Peng and Xiang, Wei (2008) Model-based networked control system stability based on packet drop distributions. In: 10th International Conference on Control, Automation, Robotics and Vision (ICARCV 2008), 17-20 Dec 2008, Hanoi, Vietnam.

Teng, Lanzhi and Wen, Peng (2008) Data missing and make-up work studies over a PIDn networked control system. In: MSV 2008: International Conference on Modeling, Simulation and Visualization Methods , 14-17 Jul 2008, Las Vegas NV. USA.

Bashar, Md. Rezaul and Li, Yan and Wen, Peng (2008) Tissue conductivity anisotropy inhomogeneity study in EEG head modelling. In: BIOCOMP 2008: International Conference on Bioinformatics and Computational Biology, 14-17 Jul 2008, Las Vegas, NV. USA.

Henry, B. I. and Langlands, Trevor and Wearne, S. L. (2008) Fractional cable models for spiny neuronal dendrites. Physical Review Letters, 100 (12). pp. 1-4. ISSN 1079-7114

Roberts, A. J. (2008) Co-ordinate transforms underpin multiscale modelling and reduction in deterministic and stochastic systems. In: Complex Systems II: SPIE Symposium on Microelectronics, MEMS, and Nanotechnology 2007, 5-7 Dec 2007, Canberra, Australia.

Langlands, Trevor and Henry, B. I. and Wearne, S. L. (2008) Anomalous subdiffusion with multispecies linear reaction dynamics. Physical Review E: Statistical Nonlinear and Soft Matter Physics, 77. pp. 1-9. ISSN 1539-3755

Roberts, A. J. (2008) Normal form transforms separate slow and fast modes in stochastic dynamical systems. Physica A: Statistical Mechanics and Its Applications, 387 (1). pp. 12-38. ISSN 0378-4371

Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X and Saleh, A. K. Md. E. (2008) Estimation of slope for linear regression model with uncertain prior information and student-t error. Communications in Statistics: Theory and Methods, 37 (16). pp. 2564-2581. ISSN 0361-0926

Rahman, Azizur and Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2008) Prediction distribution for linear regression model with multivariate student-t errors. Far East Journal of Theoretical Statistics, 24 (1). pp. 35-48. ISSN 0972-0863

Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X (2008) Shrinkage estimators of intercept parameters of two simple regression models with suspected equal slopes. Communications in Statistics: Theory and Methods, 37 (2). pp. 247-260. ISSN 0361-0926

Addie, R. G. and Yevdokimov, Oleksiy (2008) Asymptotically accurate flow completion time distributions under fair queueing. In: Australasian Telecommunication Networks and Applications Conference (ATNAC 2007): Next Generation Networks: Enabling Closer International Cooperation, 2-5 Dec 2007, Christchurch, New Zealand.

Lauder, Paul (2008) Performance evaluation of low-density parity-check codes. [USQ Project]

Roberts, A. J. (2007) Computer algebra derives normal forms of stochastic differential equations. Technical Report. University of Southern Queensland, Faculty of Sciences, Department of Maths and Computing , Toowoomba, Australia. [Report]

Li, Zhenquan and Roberts, A. J. (2007) Low-dimensional modelling of a generalised Burgers equation. Global Journal of Pure and Applied Mathematics, 3 (3). pp. 203-218. ISSN 0973-1768

Caputo, Jean-Guy and Stepanyants, Y. A. ORCID: https://orcid.org/0000-0003-4546-0310 (2007) Tsunami surge in a river: a hydraulic jump in an inhomogeneous channel. In: Tsunami and nonlinear waves. Springer-Verlag, Berlin, Germany, pp. 97-112. ISBN 978-3-540-71255-8

Roberts, A. J. (2006) Resolving the multitude of microscale interactions accurately models stochastic partial differential equations. LMS Journal of Computation and Mathematics, 9. pp. 193-221.

Roberts, A. J. (2006) Computer algebra derives discretisations of the stochastically forced Burgers' partial differential equation. Technical Report. University of Southern Queensland, Faculty of Sciences, Department of Maths and Computing , Toowoomba, Australia. [Report]

Roberts, A. J. (2006) Resolve the multitude of microscale interactions to holistically discretise the stochastically forced Burgers' partial differential equation. Technical Report. University of Southern Queensland, Faculty of Sciences, Department of Maths and Computing , Toowoomba, Australia. [Report]

Roberts, A. J. (2005) Computer algebra resolves a multitude of microscale interactions to model stochastic partial differential equations. Technical Report. University of Southern Queensland, Faculty of Sciences, Department of Maths and Computing , Toowoomba, Australia. [Report]

Lane, Andrew M. and Harwood, Chris and Terry, Peter C. and Karageorghis, Costas I. (2004) Confirmatory factor analysis of the test of performance strategies (TOPS) among adolescent athletes. Journal of Sports Sciences, 22 (9). pp. 803-812. ISSN 0264-0414

Carron, Albert V. and Brawley, Lawrence R. and Bray, Steven R. and Eys, Mark A. and Terry, Peter C. and Dorsch, Kim D. and Estabrooks, Paul A. and Hall, Craig R. and Hardy, James and Hausenblas, Heather and Madison, Ralph and Paskevich, David M. and Prapavessis, Harry and Spink, Kevin S. and Terry, Peter C. (2004) Using consensus as a criterion for groupness: implications for the cohesion-group success relationship. Small Group Research: An International Journal of Theory, Investigation, and Application, 35 (4). pp. 466-491. ISSN 1046-4964

Dunn, Peter K. (2004) Occurrence and quantity of precipitation can be modelled simultaneously. International Journal of Climatology, 24 (10). pp. 1231-1239. ISSN 1097-0088

Addie, Ronald G. and Neame, Timothy D. and Zukerman, Moshe (2003) On asymptotic accuracy in queueing theory - the tale of the misleading tail. In: Australian Telecommunications Networks and Applications Conference (ATNAC 2003) , 8-10 Dec 2003, Melbourne, Australia.

Potgieter, Andries B. and Hammer, Graeme L. and Meinke, Holger and Stone, Roger C. and Goddard, Lisa (2003) El Nino through the 'eyes' of a wheat crop. In: National Drought Forum 2003: Science for Drought , 15-16 Apr 2003, Brisbane, Australia.

Zukerman, Moshe and Neame, Timothy D. and Addie, Ron (2003) Internet traffic modeling and future technology implications. In: 22nd Annual Joint Conference of the IEEE Computer and Communications Societies, 30 Mar - 03 April 2003, San Francisco, United States.

Addie, Ron and Neame, Timothy D. and Zukerman, Moshe (2002) Performance evaluation of a queue fed by a Poisson Pareto burst process. Computer Networks, 40 (3). pp. 377-397. ISSN 1389-1286

Addie, R. G. (2002) Quantum simulation - rare event simulation by means of cloning, thinning and distortion. European Transactions on Telecommunications, 13 (4). pp. 387-397. ISSN 1124-318X

Addie, Ron and Mannersalo, Petteri and Norros, Ilkka (2002) Most probable paths and performance formulae for buffers with Gaussian input traffic. European Transactions on Telecommunications, 13 (3). pp. 183-196. ISSN 1124-318X

Lee, Teck Kiong and Zukerman, Moshe and Addie, Ronald G. (2001) Admission control schemes for bursty multimedia traffic. In: 20th Annual Joint Conference of the IEEE Computer and Communications Societies (INFOCOM 2001), 22-26 Apr 2001, Anchorage, AK. United States.

Addie, R. G. (1999) On weak convergence of long-range-dependent traffic processes. Journal of Statistical Planning and Inference, 80 (1). pp. 155-171. ISSN 0378-3758