Operational Research and Statistics Seminars 2010 - 2011
Programme
Semantic Networks based on Scientific Paper's Titles
Wednesday 13 October
Speaker: Prof Valter de Senna (SENAI - National Industrial Training Service CIMATEC - Integrated Centre of Manufacture and Technology, Salvador, Bahia, Brazil).
Medieval Warfare on the Grid; a Case for Distributed Agent-based Simulation
Wednesday 10 November
Speaker: Dr Bart Craenen (School of Computer Science, Birmingham)
Can the weather help to explain volatility in retail sales?
Wednesday 1 December
Speaker: Robert Gilhooly (Bank of England)
Variable neighbour search metaheuristics for solving combinatorial and global optimization problems
Wednesday 8 December
Speaker: Dr Nenad Mladenovic (Centre for the Analysis of Risk & Optimisation Modelling Applications (CARISMA), Brunel University)
Change-point modelling in biological sequences
Wednesday 26 January
Speaker: Dr Georgy Sofronov (Department of Statistics, Macquarie University, Sydney, Australia)
Smoothing of Non-stationary Time Series using the Discrete Cosine Transform - 10pm
Tuesday 8 February
Speaker: Prof Dimitrios Thomakos (Department of Economics, University of Peloponnese)
Investigating Grid and Cloud Computing Approaches for Simulation Modelling
Wednesday 9 February
Speaker: Dr Simon J E Taylor (Department of Information Systems and Computing, Brunel University)
Optimal Ambulance Location with Tiered Response Time Standards. (13:00 in Room M/0.40)
Tuesday 12 April
Speaker: Prof. Beth Jewkes, Department of Management Sciences, Faculty of Engineering, University of Waterloo, Canada
The Price of Anarchy (12:10 in Room M/1.25)
Friday 15th April
Speaker: Dr Vincent Knight (Cardiff)
Gradient Algorithms for Non-symmetric Linear System of Equations. (14:45 in Room M/0.40)
Tuesday 7 July
Speaker: Bayda Fathi (Cardiff)
Abstract: Gradient Algorithms, which were initially developed for the solution of symmetric linear systems, have more recently been extended to the non-symmetric case. Non-symmetric linear systems arise in many applications, including the solution of elliptic PDEs. In this seminar, I am going to provide a brief description of and discuss the relationship between some commonly used Krylov subspace methods and an investigation of convergence rates of other gradient algorithms for solving linear system of equations with non-symmetric matrix. Furthermore, the SD method which is the fundamental and probably the earliest method for nonlinear optimization so that it attracts researches' attention since its proposition. After so many years, it is interesting to note that this method can still yield some surprising results
SSA as a tool to study causality. (15:30 in Room M/0.40)
Tuesday 7 July
Speaker: Maria Vronskaya (Cardiff)
Abstract: After a description of SSA/MSSA based forecast algorithms, this talk will present the results of the first tests to see if using the additional information of the support series improves the forecast of a given series with noise. The quality of the forecast, measured in terms of variance with respect to different types of references, is compared in dependance on noise level, depth of the forecast and SSA window length, applying statistical tests.
Stochastic Problems Involving Determinacy of Distributions. (14:30 in Room M/0.40)
Thursday 28 July
Speaker:Jordan Stoyanov (Newcastle University, UK)
Abstract: We deal with distributions of random variables, stochastic processes and/or their non-linear transformations with the emphasis on properties expressed in terms of the moments. Popular stochastic models involve heavy tailed distributions with all moments finite. Such distribution are either M-determinate (M=moment) or, which is more challenging, M-indeterminate. In the latter case we describe Stieltjes classes consisting of infinitely many distributions all with the same moments. Recall the Black-Scholes model: the stock price at maturity is M-indeterminate. We present some new results and open questions.