Brunel University Research Archive: Department of Mathematics

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Modelling Defaultable Loan Repayment Cashflows Using Neural Hawkes Processes See

A family of coherent risk measures: an infinite weighted average of Value-at-Risk See

Semi-supervised learning for linear extremile regression See

Enhanced indexation using both equity assets and index options See

Covering One Point Process with Another See

On k-clusters of high-intensity random geometric graphs See

Fluctuations of the connectivity threshold and largest nearest-neighbour link See

Learning random geometric graphs, and their applications See

Convergent Lifted Lasserre Hierarchy of SDPs for Minimizing Expectation of Piecewise Polynomial Loss over Wasserstein Balls See

Higher mode filtering: optimum attenuation in a continuum of exceptional points See

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