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Acciaio, Beatrice, Backhoff-Veraguas, J. and Carmona, Rene (2019) Extended mean field control problems: stochastic maximum principle and transport perspective. SIAM Journal on Control and Optimization, 57 (6). 3666 - 3693. ISSN 0363-0129
Barigozzi, Matteo, Hallin, Marc and Soccorsi, Stefano (2019) Identification of global and local shocks in international financial markets via general dynamic factor models. Journal of Financial Econometrics, 17 (3). 462–494. ISSN 1479-8409
Bennazoli, Chiara, Campi, Luciano and Di Persio, Luca (2019) ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps. Statistics and Probability Letters, 154. ISSN 0167-7152
Butz, M. and Oomen, R. (2019) Internalisation by electronic FX spot dealers. Quantitative Finance, 19 (1). pp. 35-56. ISSN 1469-7688
Campi, Luciano and Martini, Claude (2019) On the support of extremal martingale measures with given marginals: the countable case. Advances in Applied Probability, 51 (2). pp. 570-605. ISSN 0001-8678
Duarte, Belmiro P.M., Atkinson, Anthony C., Granjo, Jose F.O and Oliveira, Nuno M.C (2019) Optimal design of experiments for liquid–liquid equilibria characterization via semidefinite programming. Processes, 7 (11). ISSN 2227-9717
Hsu, Hsiang Ling, Ing, Ching Kang and Tong, Howell (2019) On model selection from a finite family of possibly misspecified time series models. Annals of Statistics, 47 (2). pp. 1061-1087. ISSN 0090-5364
Lee, D, Kim, J K and Skinner, Chris J. (2019) Within-cluster resampling for multilevel models under informative cluster size. Biometrika, 106 (4). pp. 965-972. ISSN 0006-3444
Mohammadi, Fatemeh, Pascual-Ortigosa, Patricia, Sáenz-de-Cabezón, Eduardo and Wynn, Henry P. 
ORCID: 0000-0002-6448-1080
(2019)
Polarization and depolarization of monomial ideals with application to multi-state system reliability.
Journal of Algebraic Combinatorics.
ISSN 0925-9899
Riani, Marco, Atkinson, Anthony C., Cerioli, Andrea and Corbellini, Aldo (2019) Efficient robust methods via monitoring for clustering and multivariate data analysis. Pattern Recognition, 88. pp. 246-260. ISSN 0031-3203
Tzougas, George, Hoon, W. L. and Lim, J. M. (2019) The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. European Actuarial Journal, 9 (1). 323 - 344. ISSN 2190-9733
Tzougas, George, Yik, Woo Hee and Mustaqeem, Muhammad Waqar (2019) Insurance ratemaking using the Exponential-Lognormal regression model. Annals of Actuarial Science. 1 - 30. ISSN 1748-4995
Youssef, Noha and Wynn, Henry ORCID: 0000-0002-6448-1080
(2019)
A discussion on adaptive designs for computer experiments.
Sequential Analysis, 38 (3).
400 - 410.
ISSN 0747-4946
