The basis between spot and future prices will be affected by jump behavior in each asset price, challenging intraday hedging strategies. Using a formal cojumping test this paper considers the cojumping behaviour of spot ...

The term premium is estimated from an empirically coherent open economy VAR model of the UK economy where the model specifically accounts for the mixed nature of the data and cointegration between some variables. Using ...

Morale is a commonly used term both in business and society but the concept of morale is relatively poorly defined and understood. In a recent paper Liefooghe et al. (2004) expressed surprise that ‘…when reviewing the ...

Factor analysis and related models for probabilistic matrix factorisation are of central importance to the unsupervised analysis of data, with a colourful history more than a century long. Probabilistic models for matrix ...

Research on wide band gap semiconductors suitable for power electronic devices has spread rapidly in the last decade. The remarkable results exhibited by silicon carbide (SiC) Schottky batTier diodes (SBDs), commercially ...

We test the interest rate sensitivity of subprime credit card borrowers using a unique panel data set from a UK credit card company. What is novel about our contribution is that we were given details of a randomized interest ...

Ubiquitous computing systems aim to assist us as we go about our daily lives, whilst at the same time fading into the background so that we do not notice their presence. To do this they need to be able to sense their ...

The Kennet and Avon Canal in southern England is experiencing severe water quality problems caused by inorganic sediment and algae. These water quality problems are affecting the angling sport of fishermen downstream of ...

In view of the recent catastrophes associated with deep excavations, there is an urgent need to provide vital guidelines on the design of the construction process. To develop a simple tool for predicting ground deformation ...

Since a superconductor has no resistance below a certain temperature and can therefore save a large amount of energy dissipated, it is a 'green' material by saving energy loss and hence reducing carbon emissions. Recently ...

In the effort to introduce fuel cell technology in the field of decentralized and mobile power generators, a hydrocarbon reformer to syngas seems to be the way for the market uptake. In this thesis, a potential technology ...

Noise and vibration from underground railways is a documented disturbance to individuals living or working near subways. Much work has been done to understand and simulate the dynamic interactions between the train, track, ...

Supporting computer code for the paper 'Analysis of an interface stabilised finite element method: The advection-diffusion-reaction equation', by Garth N. Wells.

This thesis focuses on the problem of determining appropriate skeletal configurations for which a virtual animated character moves to desired positions as smoothly, rapidly, and as accurately as possible. During the last ...

This thesis describes the development of a Lattice Boltzmann (LB) model for a binary gas mixture. Specifically, channel flow driven by a density gradient with diffusion slip occurring at the wall is studied in depth. The ...

The need to stabilise or even reduce the production of anthropogenic CO2 makes the capture of CO2 during energy generation from carbonaceous fuels, e.g. coal or biomass, necessary for the future. For hydrogen, an ...

Direct Numerical Simulations (DNS) of a mono-disperse spray in a turbulent flow have been used to explore the nature of flame kernels when a spark is deposited in the spray. The simulations use complicated chemistry and ...

The autoregressive HMM has been shown to provide efficient parameter estimation and high-quality synthesis, but in previous experiments decision trees derived from a non-autoregressive system were used. In this paper we ...

We propose the autoregressive HMM for speech synthesis. We show that the autoregressive HMM supports efficient EM parameter estimation and that we can use established effective synthesis techniques such as synthesis ...