Matt Davison
Matt Davison
Professor of Applied Mathematics, Statistical & Actuarial Science, and Business, Western University Canada
Verified email at uwo.ca
Title
Cited by
Cited by
Year
Simple measure for complexity
JS Shiner, M Davison, PT Landsberg
Physical review E 59 (2), 1459, 1999
3231999
A comment on measuring the Hurst exponent of financial time series
M Couillard, M Davison
Physica A: Statistical Mechanics and its Applications 348, 404-418, 2005
1752005
Natural gas storage valuation and optimization: A real options application
M Thompson, M Davison, H Rasmussen
Naval Research Logistics (NRL) 56 (3), 226-238, 2009
1682009
Development of a hybrid model for electrical power spot prices
M Davison, CL Anderson, B Marcus, K Anderson
IEEE Transactions on Power Systems 17 (2), 257-264, 2002
1352002
Valuation and optimal operation of electric power plants in competitive markets
M Thompson, M Davison, H Rasmussen
Operations Research 52 (4), 546-562, 2004
1262004
Compact finite difference method for American option pricing
J Zhao, M Davison, RM Corless
Journal of Computational and Applied Mathematics 206 (1), 306-321, 2007
812007
Choquet expectation and Peng’s g-expectation
Z Chen, T Chen, M Davison
The Annals of Probability 33 (3), 1179-1199, 2005
672005
Revenue management: A real options approach
CK Anderson, M Davison, H Rasmussen
Naval Research Logistics (NRL) 51 (5), 686-703, 2004
502004
Optimal control of hydroelectric facility incorporating pump storage
G Zhao, M Davison
Renewable Energy 34 (4), 1064-1077, 2009
492009
A hybrid system-econometric model for electricity spot prices: Considering spike sensitivity to forced outage distributions
CL Anderson, M Davison
IEEE Transactions on Power Systems 23 (3), 927-937, 2008
452008
Fractional diffusion, irreversibility and entropy
X Li, C Essex, M Davison, KH Hoffmann, C Schulzky
Journal of Non-Equilibrium Thermodynamics 28 (3), 279-291, 2003
452003
Fractional differential equations and initial value problems
M Davison, C Essex
Mathematical Scientist 23 (2), 108-116, 1998
431998
The similarity group and anomalous diffusion equations
C Schulzky, C Essex, M Davison, A Franz, KH Hoffmann
Journal of Physics A: Mathematical and General 33 (31), 5501, 2000
412000
An examination of HMM‐based investment strategies for asset allocation
C Erlwein, R Mamon, M Davison
Applied stochastic models in business and industry 27 (3), 204-221, 2011
282011
Reply to comments on “Simple measure for complexity”
JS Shiner, M Davison, PT Landsberg
Physical Review E 62 (2), 3000, 2000
252000
Using entropy measures for comparison of software traces
AV Miranskyy, M Davison, RM Reesor, SS Murtaza
Information Sciences 203, 59-72, 2012
242012
Optimizing constrained search patterns for remote mine-hunting vehicles
M Couillard, J Fawcett, M Davison
IEEE Journal of Oceanic Engineering 37 (1), 75-84, 2011
242011
Methods for assessing exploratory computational models of braided rivers
AB Doeschl, PE Ashmore, M Davison
Braided Rivers: Process, Deposits, Ecology and Management 36, 177-197, 2006
232006
Competitive modes and their application
W Yao, P Yu, C Essex, M Davison
International Journal of Bifurcation and Chaos 16 (03), 497-522, 2006
232006
Using real option analysis to quantify ethanol policy impact on the firm's entry into and optimal operation of corn ethanol facilities
C Maxwell, M Davison
Energy economics 42, 140-151, 2014
212014
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