Research Output

Filter
Review article
2019

Evaluating the consistency of large-scale pharmacogenomic studies

Rahman, R., Dhruba, S. R., Matlock, K., De-Niz, C., Ghosh, S. & Pal, R., Sep 27 2019, In : Briefings in Bioinformatics. 20, 5, p. 1734-1753 20 p.

Research output: Contribution to journalReview article

2016

A review of chemical gradient systems for cell analysis

Somaweera, H., Ibraguimov, A. & Pappas, D., 2016, In : Analytica Chimica Acta. 907, p. 7-17 11 p.

Research output: Contribution to journalReview article

46 Scopus citations
2013

Computational aspects of portfolio risk estimation in volatile markets: A survey

Fabozzi, F. J., Stoyanov, S. V. & Rachev, S. T., Feb 1 2013, In : Studies in Nonlinear Dynamics and Econometrics. 17, 1, p. 103-120 18 p.

Research output: Contribution to journalReview article

2012

Mathematical modeling of viral zoonoses in wildlife

Allen, L. J. S., Brown, V. L., Jonsson, C. B., Klein, S. L., Laverty, S. M., Magwedere, K., Owen, J. C. & van den Driessche, P., Feb 1 2012, In : Natural Resource Modeling. 25, 1, p. 5-51 47 p.

Research output: Contribution to journalReview article

15 Scopus citations
2011

Random walks and flights over connected graphs and complex networks

Volchenkov, D., Jan 1 2011, In : Communications in Nonlinear Science and Numerical Simulation. 16, 1, p. 21-55 35 p.

Research output: Contribution to journalReview article

20 Scopus citations
2010

Markov chains or the game of structure and chance: From complex networks, to language evolution, to musical compositions

Blanchard, P., Dawin, J. R. & Volchenkov, D., Jul 23 2010, In : European Physical Journal: Special Topics. 184, 1, p. 1-82 82 p.

Research output: Contribution to journalReview article

3 Scopus citations

What is control of turbulence in crossed fields?

Volchenkov, D., Feb 1 2010, In : Communications in Nonlinear Science and Numerical Simulation. 15, 2, p. 149-181 33 p.

Research output: Contribution to journalReview article

2009

Renormalization group and instantons in stochastic nonlinear dynamics

Volchenkov, D., Apr 28 2009, In : European Physical Journal: Special Topics. 170, 1, p. 1-142 142 p.

Research output: Contribution to journalReview article

5 Scopus citations

Review: Algorithmic trading

Fraenkle, J. & Rachev, S. T., 2009, In : Investment Management and Financial Innovations. 6, 1, p. 7-20 14 p.

Research output: Contribution to journalReview article

5 Scopus citations
2005

An overview of the trilinos project

Heroux, M. A., Bartlett, R. A., Howle, V. E., Hoekstra, R. J., Hu, J. J., Kolda, T. G., Lehoucq, R. B., Long, K. R., Pawlowski, R. P., Phipps, E. T., Salinger, A. G., Thornquist, H. K., Tuminaro, R. S., Willenbring, J. M., Williams, A. & Stanley, K. S., Dec 1 2005, In : ACM Transactions on Mathematical Software. 31, 3, p. 397-423 27 p.

Research output: Contribution to journalReview article

575 Scopus citations

The proper use of risk measures in portfolio theory

Ortobelli, S., Rachev, S. T., Stoyanov, S., Fabozzi, F. J. & Biglova, A., Dec 2005, In : International Journal of Theoretical and Applied Finance. 8, 8, p. 1107-1133 27 p.

Research output: Contribution to journalReview article

32 Scopus citations
2004

Different approaches to risk estimation in portfolio theory

Biglova, A., Ortobelli, S., Rachev, S. & Stoyanov, S., 2004, In : Journal of Portfolio Management. 31, 1, p. 103-112+6-7

Research output: Contribution to journalReview article

97 Scopus citations
1997

Econometric modeling in the presence of heavy-tailed innovations: A survey of some recent advances

Rachev, S. T., Kim, J. R. & Mittnik, S., 1997, In : Communications in Statistics. Part C: Stochastic Models. 13, 4, p. 841-866 26 p.

Research output: Contribution to journalReview article

7 Scopus citations

Localized load-sharing rules and Markov-Weibull fibers: A comparison of microcomposite failure data with Monte Carlo simulations

Durham, S. D., Lynch, J. D., Padgett, W. J., Horan, T. J., Owen, W. J. & Surles, J., 1997, In : Journal of Composite Materials. 31, 18, p. 1856-1882 27 p.

Research output: Contribution to journalReview article

33 Scopus citations