default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDRogemar S. Mamon
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j29]Boquan Cheng, Rogemar S. Mamon
:
Examining the identifiability and estimability of the phase-type ageing model. Comput. Stat. 39(2): 963-1004 (2024)- [j28]Yuying Li, Rogemar S. Mamon:
A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process. Int. J. Syst. Sci. 55(4): 741-770 (2024) - [j27]Xing Gu, Rogemar S. Mamon, Thibaut Duprey:
Interfacing learning methods for anomaly detection in multi-country financial stress indicators. Knowl. Based Syst. 294: 111712 (2024) - 2023
- [j26]Yuying Li, Rogemar S. Mamon:
The Price Tag of Cyber Risk: A Signal-Processing Approach. IEEE Access 11: 44294-44318 (2023) - [j25]Yuying Li, Rogemar S. Mamon:
Modelling health-data breaches with application to cyber insurance. Comput. Secur. 124: 102963 (2023) - [j24]Weili Fan, Rogemar S. Mamon:
A Hybridized Stochastic SIR-Vasiček Model in Evaluating a Pandemic Emergency Financing Facility. IEEE Trans. Comput. Soc. Syst. 10(3): 1105-1114 (2023) - 2022
- [j23]Heng Xiong, Rogemar S. Mamon:
An enabling framework for automated extraction of signals from market information in real time. Knowl. Based Syst. 246: 108612 (2022) - 2021
- [j22]Xing Gu, Rogemar S. Mamon, Thibaut Duprey, Heng Xiong:
Online estimation for a predictive analytics platform with a financial-stability-analysis application. Eur. J. Control 57: 205-221 (2021) - [j21]Xing Gu, Rogemar S. Mamon, Matt Davison, Hao Yu:
An automated financial indices-processing scheme for classifying market liquidity regimes. Int. J. Control 94(3): 735-756 (2021)
2010 – 2019
- 2018
- [j20]Heng Xiong, Rogemar S. Mamon:
Putting a price tag on temperature. Comput. Manag. Sci. 15(2): 259-296 (2018) - 2017
- [j19]Anton Tenyakov, Rogemar S. Mamon:
A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach. J. Big Data 4: 46 (2017) - [j18]Huan Gao, Rogemar S. Mamon, Xiaoming Liu:
Risk measurement of a guaranteed annuity option under a stochastic modelling framework. Math. Comput. Simul. 132: 100-119 (2017) - 2016
- [j17]Heng Xiong, Rogemar S. Mamon:
A self-updating model driven by a higher-order hidden Markov chain for temperature dynamics. J. Comput. Sci. 17: 47-61 (2016) - [j16]Anton Tenyakov, Rogemar S. Mamon, Matt Davison:
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes. IEEE J. Sel. Top. Signal Process. 10(6): 994-1005 (2016) - [j15]Anton Tenyakov, Rogemar S. Mamon, Matt Davison:
Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach. Knowl. Based Syst. 101: 142-155 (2016) - 2014
- [j14]Xiaojing Xi, Rogemar S. Mamon, Matt Davison:
A Higher-Order Hidden Markov Chain-Modulated Model for Asset Allocation. J. Math. Model. Algorithms Oper. Res. 13(1): 59-85 (2014) - 2013
- [j13]Sovan Mitra, Paresh Date, Rogemar S. Mamon, Chieh Wang:
Pricing and risk management of interest rate swaps. Eur. J. Oper. Res. 228(1): 102-111 (2013) - [j12]Xiaoming Liu, Rogemar S. Mamon, Huan Gao:
A comonotonicity-based valuation method for guaranteed annuity options. J. Comput. Appl. Math. 250: 58-69 (2013) - 2012
- [j11]Nanxin Zhou, Rogemar S. Mamon:
An accessible implementation of interest rate models with Markov-switching. Expert Syst. Appl. 39(5): 4679-4689 (2012) - 2010
- [j10]Paresh Date, Luka Jalen, Rogemar S. Mamon:
A partially linearized sigma point filter for latent state estimation in nonlinear time series models. J. Comput. Appl. Math. 233(10): 2675-2682 (2010)
2000 – 2009
- 2009
- [j9]Luka Jalen, Rogemar S. Mamon:
Valuation of contingent claims with mortality and interest rate risks. Math. Comput. Model. 49(9-10): 1893-1904 (2009) - [j8]Christina Erlwein, Rogemar S. Mamon:
An online estimation scheme for a Hull-White model with HMM-driven parameters. Stat. Methods Appl. 18(1): 87-107 (2009) - 2008
- [j7]Paresh Date, Luka Jalen, Rogemar S. Mamon:
A new algorithm for latent state estimation in non-linear time series models. Appl. Math. Comput. 203(1): 224-232 (2008) - [j6]Rogemar S. Mamon, Christina Erlwein, R. Bhushan Gopaluni:
Adaptive signal processing of asset price dynamics with predictability analysis. Inf. Sci. 178(1): 203-219 (2008) - [j5]Paresh Date, Rogemar S. Mamon, Luka Jalen:
A new moment matching algorithm for sampling from partially specified symmetric distributions. Oper. Res. Lett. 36(6): 669-672 (2008) - 2007
- [j4]Marianito R. Rodrigo, Rogemar S. Mamon:
Recovery of Time-Dependent Parameters of a Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach. J. Appl. Math. 2007 (2007) - 2006
- [j3]Marianito R. Rodrigo, Rogemar S. Mamon:
An alternative approach to solving the Black-Scholes equation with time-varying parameters. Appl. Math. Lett. 19(4): 398-402 (2006) - 2005
- [j2]Rogemar S. Mamon, Marianito R. Rodrigo:
Explicit solutions to European options in a regime-switching economy. Oper. Res. Lett. 33(6): 581-586 (2005) - 2004
- [j1]Rogemar S. Mamon:
Three ways to solve for bond prices in the Vasicek model. Adv. Decis. Sci. 8(1): 1-14 (2004)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-09-09 00:15 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
