Research Outputs

Authors: Salhi, Abdel., Taylor, Christopher.
Research Output: Published Paper
Research Stream: Methodologies for Big Data and Support for Vulnerable
Given a multivariate time series, possibly of high dimension, with unknown and time-varying joint distribution, it is of interest to be able to completely partition the time series into ...Read more

Authors:Espuny-Pujol, F,. Morrissey, K,. Williamson, P,.
Research Output: Published Paper
Research Stream:Methodologies for Big Data and Support for Vulnerable
Survey calibration methods modify minimally unit-level sample weights to fit domain-level benchmark constraints (BC). This allows exploitation of ...Read more

Authors:Yousef Makhloufa, Neil M. Kellard and Dmitri Vinogradovb.
Research Output: Published Paper
Research Stream:Local Economic Growth and Support for Vulnerable People.
Year of publication: 2017
Given many developing economies depend on primary commodities, the fluctuations of commodity prices may imply significant effects for the wellbeing of children. To investigate, this paper examines...Read More

Authors:Alharbi, Zahyah., Cornford, James., Dolder, Liam., De La Iglesia, Beatriz,.
Research Output: Published Paper
Research Stream:Methodologies for Big Data
Year of publication: 2017
The achievement of good honours in Undergraduate degrees is important in the context of Higher Education (HE), both for students and for the institutions that host them. In this paper, we look at...Read More

Authors:Ehsan, Shoaib and Clark, Adrian F and Leonardis, Ales and ur Rehman, Naveed and Khaliq, Ahmad and Fasli, Maria and McDonald-Maier, Klaus D.
Research Output: Published Paper
Research Stream:Methodologies for Big Data
Year of publication: 2017
Since local feature detection has been one of the most active research areas in computer vision during the last decade and has found wide range of applications...Read More

Authors:Gitsels, Lisanne A,. Kulinskaya, Elena,. Steel, Nicholas.
Research Output: Published Paper
Research Stream:Methodologies for Big Data
Year of publication: 2017
Estimate survival after acute myocardial infarction (AMI) in the general population aged 60 and over and the effect of recommended treatments...Read More

Authors: Gitsels , Lisanne A., Kulinskaya, Elena., Steel, Nicholas,.
Research output: Published Paper
Research Stream:Support for Vulnerable People & Methodologies for Big Data
Year of publication: 2016
Estimate the effect of statin prescription on mortality in the population of England and Wales with no previous history of cardiovascular disease...Read More

Authors: Tsvetanov, Daniel and Coakley, Jerry and Kellard, Neil M
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
Expectations about future economic activity should theoretically affect the demand for inventory holdings and therefore commodity spot and futures prices. Consistent with these predictions, we find that news related to future GDP growth is a significant factor that...Read More

Authors: Tsvetanov, Daniel and Ahmed, Shamim
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
This paper investigates the time-series predictability of commodity futures excess returns from factor models that exploit two risk factors – the equally weighted average excess return on long positions in a universe of futures contracts and the return difference between the high- and low-basis portfolios...Read More

Authors: Kellard, Neil M and Millo, Yuval and Simon, Jan and Engel, Ofer
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
We examine how communication, evaluation and decision-making practices among competing market actors contribute to the establishment of herding and whether this has impact on market-wide phenomena such as prices and risk. Data are collected from interviews and observations with...Read More

Authors: Luo, M. and Wu, S.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
Warranty shares similarities with insurance in many aspects. Research on insurance data analysis has attracted much more attention than on warranty data analysis. This paper provides a general comparison between warranty and insurance in terms of their coverages, policies and data collection. It then reviews...Read More

Authors: Fearne, Andrew,. Harrison, Florence,. Howard-Wilsher, Stephanie,. Jones, Andrew and Yamoah, Fred.
Research output: Published Paper
Research Stream:Support for Vulnerable People
Year of publication: 2016
Recent increases in obesity prevalence have led to research into the neighbourhood food environment. Research suggests that proximity and density of food outlets around the home is associated with...Read More

Authors: Poesio, Massimo,. Stuckardt, Roland,. Versley, Yannick,.
Research Output: Published Book
Research Stream: Methodologies for Big Data
Year of publication: 2016
This book lays out a path leading from the linguistic and cognitive basics, to classical rule-based and machine learning algorithms, to today’s state-of-the-art approaches, which use advanced...Read More

Authors: Chen, Yi,. Wang, Zhonglai,. Wu, Qingtai,. Wu, Shaomin,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2016
In reliability engineering, time on performing preventive maintenance (PM) on a component in a system may affect system availability if system operation needs stopping for PM. To avoid such an availability reduction, one may...Read More

Authors: Wu, Qingtai,. Wu, Shaomin,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2016
In reliability engineering, system failures may occur due to intrinsic or extrinsic factors. For example, drinking water systems may fail due to ageing and deterioration (i.e., intrinsic factors) or flooding (i.e., extrinsic factors). An interesting question...Read More

Authors: Bakbergenuly, Ilyas,. Kulinskaya, Elena,. Morgenthaler, Stephan,.
Research output: Published Paper
Research Stream:Methodologies for Big Data
Year of publication: 2016
This paper will study bias arising as a result of nonlinear transformations of random variables in random or mixed effects models and its effect on inference in group-level studies or in...Read More

Authors: Arranz, Nieves,. Fernandez De Arroyabe, Juan Carlos,. Maiz, Ander,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2016
This paper focuses on understanding which factors affect the social interaction in the case of Facebook. Many authors point out the great potential of these networks for social interaction and...Read More

Authors: Arranz, Nieves,. Arroyabe, Marta F,. Fernandez De Arroyabe, Juan Carlos,. Perez, Carlos,. Ubierna, Francisco,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2016
This paper aims to examine how higher education affects entrepreneurial vocation in a very specific segment, namely university education in tourism. We used a theoretical approach based on the psychological foundations of intentional...Read More

Authors:Arranz, Nieves,. Arroyabe, M F,. Fernandez De Arroyabe, Juan Carlos,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2016
This study examines how the alliance-building process affects the intention to enter into international alliances in the case of small and medium-sized enterprises (SMEs). From a psychological perspective (Perceived Behavioural Control), the authors analyse the...Read More

Authors: Arranz, Nieves,. Arroyabe, Marta F,. Fernandez De Arroyabe, Juan Carlos,. Perez, Carlos,. Ubierna, Francisco,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2016
This paper aims to examine how higher education affects entrepreneurial vocation in a very specific segment, namely university education in tourism. We used a theoretical approach based on the psychological foundations of...Read More

Authors: Andreeva, Galina,. Calabrese, Raffaella,. Osmetti, Silva.,
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
We introduce a binary regression accounting-based model for bankruptcy prediction of small and medium enterprises (SMEs). The main advantage of the model lies in its predictive performance in identifying defaulted SMEs. Another advantage, which is especially relevant for...Read More

Authors: Andreeva, Galina,. Calabrese, Raffaella,. Osmetti, Silva.,
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
This paper presents a cross-country comparison of significant predictors of small business failure between Italy and the UK. Financial measures of profitability, leverage, coverage, liquidity, scale and...Read More

Authors: Adler, Werner,. Gul, Asma,. Khan, Zardad,. Lausen, Berthold,. Mahmoud, Osama,. Perperoglou, Aris,. and Miftahuddin.
Research output: Development Software
Research Stream:Methodologies for Big Data
Year of publication: 2015
Functions for creating ensembles of optimal trees for regression, classification and class membership probability estimation are given. A few trees are selected from an initial set of trees grown by random forest for the...Read More

Authors: Coakley, Jerry,. Mandon, Staurt,. Petrovic, Nikola,.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
We examine the effect of changes in non-current operating assets (NCOA) and of changes in property, plant and equipment (PPE) on future abnormal stock returns using a sample of 21,549 UK non-financial firm observations over the...Read More

Authors: Iglesia, Beatriz de la,. Mojahed, Aalaa.,
Research Output: Published Paper
Research Stream: Methodologies for Big Data
Year of publication: 2016
This paper introduces Hk-medoids, a modified version of the standard k-medoids algorithm. The modification extends the algorithm for the problem of clustering complex heterogeneous objects that are described by...Read more

Authors: Greetham, Vukadinovic,. Hurling, Robert,. Sengupta, Abhijit,. Wilkinson, Joy,.
Research Output: Published Paper
Research Stream: Methodologies for Big Data
Year of publication: 2015
Results from two studies on longitudinal friendship networks are presented, exploring the impact of a gratitude intervention on positive and negative affect dynamics in a social network. The gratitude intervention had....Read more

Authors: Gul, Asma,. Harrison, Andrew,. Khan, Zardad,. Lausen, Berthold,.Mahmoud, Osama,. Metodiev, Metodi V,.Perperoglou, Aris,.
Research Output: Published Paper
Research Stream: Methodologies for Big Data
Year of publication: 2014
Microarray technology, as well as other functional genomics experiments, allow simultaneous measurements of thousands of genes within each sample. Both the prediction accuracy and interpretability of....Read more

Authors: Calabrese, Rafaella,. Elkink, Johan,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2014
The goal of this paper is to provide a cohesive description and a critical comparison of the main estimators proposed in the literature for spatial binary choice models. The properties of such estimators are investigated using...Read more

Authors: Glavin, Stephen E,. Sengupta, Abhijit;.
Research output: Published Paper
Research Stream:Methodologies for Big Data
Year of publication: 2014
An agent-based behavioral model incorporating utility-based rational choice enhanced with psychological drivers is presented to study a typical consumer market. The psychological drivers incorporate purchase strategies of...Read More

Author:Calabrese, Rafaella,.
Research Output:Published Paper
Research Stream: Local Economic Growth Year of publication: 2014
This paper develops a method for handling two-class classification problems with highly unbalanced class sizes and misclassification costs. When the class sizes are highly unbalanced and the minority class represents a rare...Read More

Authors: Gul, Asma,. Harrison, Andrew,. Khan, Zardad,. Lausen, Berthold,.Mahmoud, Osama,. Metodiev, Metodi V,.Perperoglou, Aris,.
Research Output: Published Paper
Research Stream: Methodologies for Big Data
Year of publication: 2014
Microarray technology, as well as other functional genomics experiments, allow simultaneous measurements of thousands of genes within each sample. Both the prediction accuracy and interpretability of....Read more

Author: Calabrese, Rafaella,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2014
The internal estimates of Loss Given Default (LGD) must reflect economic downturn conditions, thus estimating the “downturn LGD”, as the new Basel Capital Accord Basel II establishes. We suggest a methodology to....Read more

Authors: Bukar, Baba A,. Dai, Hongsheng,. Hayashi, Yoshiko,. Vinciotti, Veronica,. Harrison, Andrew,. Lausen, Berthold,.
Research Output: Published Paper
Research Stream: Methodologies for Big Data
Year of publication: 2015
Bayesian finite mixture modelling is a flexible parametric modelling approach for classification and density fitting. Many application areas require distinguishing a signal from....Read more

Authors: Coakley, Jerry,. Kuo, Jing-Ming,. Liua, Xiaoquan,.
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2014
This paper builds on existing asset pricing models in an intertemporal capital asset pricing model framework to investigate the pricing of options on interest rate futures. It addresses the....Read more

Authors: Brahimi, N,. Kheniche, Abdelhak,. Sahli, Abdel,.
Research Output: Published Paper
Research Stream: Methodologies for Big Data
Year of publication: 2015
This paper is an extension of a deterministic algorithm, [1, 2], that was initially designed to measure the rate of similarity between DNA sequences, and any sequences made up with symbols of alphabets of…Read more

Authors: Kulinskaya, Elena., Huggins, Richard., Dogo, Samson, Henry.
Research Output: Published Paper
Research Stream: Methodologies for Big Data
Year of publication: 2015
Whilst it is common in clinical trials to use the results of tests at one phase to decide whether to continue to the next phase and to subsequently design the next phase, we show that this can lead to biased results in evidence synthesis. Two new kinds of bias associated with accumulating evidence, termed....Read more

Authors: Kulinskaya, Elena., Dollinger, Michael, B
Research Output: Published Paper
Research Stream: Methodologies for Big Data
Year of publication: 2015
A frequently used statistic for testing homogeneity in a meta-analysis of K independent studies is Cochran’s Q. For a standard test of homogeneity the Q statistic is referred to....Read more

Authors: Arranz, Nieves., Ubierna, Francisco., Arroyabe, Marta, F., Perez, Carlos., de Arroyabe, J.C.Fdez..
Research Output: Published Paper
Research Stream: Local Economic Growth
Year of publication: 2016
This paper examines the effect of tourism's education on students’ entrepreneurial motivation. We opted for a theoretical approach based on the psychological foundations of intentional theory complemented with a higher education perspective. Using survey data....Read more

Authors:Wu, S., Chen, Y., Wu, Q., & Wang, Z.
Research Output: Published Paper
Research Stream: Local Economic Growth Year of publication: 2016
In reliability engineering, time on performing preventive maintenance (PM) on a component in a system may affect system availability if system operation needs stopping for PM. To avoid such an availability reduction, one may adopt the following method...Read More

Authors: Bettencourt-Silva, J, H,. Clark, J,. Cooper, C, S,. Mills, R,. Rayward-Smith, V,J,. de la Iglesia, B,.
Research output: Published Paper
Research Stream:Methodologies for Big Data, Supporting Vulnerable People
Year of Publication: 2015
Routinely collected data in hospitals is complex, typically heterogeneous, and scattered across multiple Hospital Information Systems (HIS). This big data, created as a byproduct of health care activities, has the...Read More