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Benjamin Waterhouse
Benjamin Waterhouse
Model Solutions Pty Ltd
Verified email at modelsolutions.net.au
Title
Cited by
Cited by
Year
Multilevel quasi-Monte Carlo path simulation
MB Giles, BJ Waterhouse
Advanced Financial Modelling, Radon Series on Computational and Applied …, 2009
1492009
Quasi-Monte Carlo for finance applications
M Giles, FY Kuo, IH Sloan, BJ Waterhouse
ANZIAM Journal 50, C308-C323, 2008
562008
The construction of good extensible rank-1 lattices
J Dick, F Pillichshammer, B Waterhouse
Mathematics of Computation 77 (264), 2345-2373, 2008
562008
Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
FY Kuo, IH Sloan, GW Wasilkowski, BJ Waterhouse
Journal of Complexity 26 (2), 135-160, 2010
542010
Randomly shifted lattice rules for unbounded integrands
FY Kuo, GW Wasilkowski, BJ Waterhouse
Journal of Complexity 22 (5), 630-651, 2006
462006
Improved persistence with non-vitamin-K oral anticoagulants compared with warfarin in patients with atrial fibrillation: recent Australian experience
LA Simons, M Ortiz, SB Freedman, BJ Waterhouse, D Colquhoun, ...
Current medical research and opinion 32 (11), 1857-1861, 2016
402016
Pacing strategy from high-frequency field data: more evidence for neural regulation?
SD Angus, BJ Waterhouse
Medicine and Science in Sports and Exercise 43 (12), 2405-2411, 2011
342011
Medium-to long-term persistence with non-vitamin-K oral anticoagulants in patients with atrial fibrillation: Australian experience
LA Simons, M Ortiz, B Freedman, BJ Waterhouse, D Colquhoun
Current medical research and opinion 33 (7), 1337-1341, 2017
182017
Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
BJ Waterhouse, FY Kuo, IH Sloan
Journal of Complexity 22 (1), 71-101, 2006
152006
A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance
D Nuyens, BJ Waterhouse
Monte Carlo and Quasi-Monte Carlo Methods 2010, 589-607, 2012
122012
Fast principal components analysis method for finance problems with unequal time steps
J Keiner, BJ Waterhouse
Monte Carlo and Quasi-Monte Carlo Methods 2008, 455-465, 2009
92009
New developments in the construction of lattice rules
B Waterhouse
Doktorarbeit, University of New South Wales, 2007
42007
The construction of good extensible Korobov rules
J Dick, F Pillichshammer, BJ Waterhouse
Computing 79 (1), 79-91, 2007
42007
Data classification via separable convex programming
V Jeyakumar, B Waterhouse
Applied Mathematics Research Report AMR00/13, UNSW, Australia, 2000
22000
Medium-to long-term persistence with non-vitamin-K oral anticoagulants in patients with atrial fibrillation: Australian experience
B Freedman, D Colquhoun, M Ortiz, L Simons, B Waterhouse
Librapharm Ltd, 2017
2017
New developments in the construction of lattice rules: applications of lattice rules to high-dimensional integration problems from mathematical finance.
BJ Waterhouse
UNSW Sydney, 2007
2007
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