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All Outputs (191)

A Variance Gamma model for Rugby Union matches (2020)
Journal Article
Fry, J., Smart, O., Serbera, J.-P., & Klar, B. (2021). A Variance Gamma model for Rugby Union matches. Journal of Quantitative Analysis in Sports, 17(1), 67-75. https://doi.org/10.1515/jqas-2019-0088

Amid much recent interest we discuss a Variance Gamma model for Rugby Union matches (applications to other sports are possible). Our model emerges as a special case of the recently introduced Gamma Difference distribution though there is a rich histo... Read More about A Variance Gamma model for Rugby Union matches.

Extending the Mossakovskii method to contacts supporting a moment (2020)
Journal Article
Moore, M. R., & Hills, D. A. (2020). Extending the Mossakovskii method to contacts supporting a moment. Journal of the Mechanics and Physics of Solids, 141, Article 103989. https://doi.org/10.1016/j.jmps.2020.103989

In this article, we extend the Mossakovskii approach to half-plane contacts supporting a moment. Since the method relies on approximating the punch geometry by a series of flat punches, we choose the load path in (P, M)-space that fixes the body tilt... Read More about Extending the Mossakovskii method to contacts supporting a moment.

Quantifying the sustainability of Bitcoin and Blockchain (2020)
Journal Article
Fry, J., & Serbera, J. (2020). Quantifying the sustainability of Bitcoin and Blockchain. Journal of Enterprise Information Management, 33(6), 1379-1394. https://doi.org/10.1108/JEIM-06-2018-0134

Purpose
The authors develop new quantitative methods to estimate the level of speculation and long-term sustainability of Bitcoin and Blockchain.

Design/methodology/approach
The authors explore the practical application of speculative bubble mod... Read More about Quantifying the sustainability of Bitcoin and Blockchain.

The steady state partial slip problem for half plane contacts subject to a constant normal load using glide dislocations (2019)
Journal Article
Andresen, H., Hills, D., & Moore, M. (2020). The steady state partial slip problem for half plane contacts subject to a constant normal load using glide dislocations. European Journal of Mechanics - A/Solids, 79, Article 103868. https://doi.org/10.1016/j.euromechsol.2019.103868

A new solution for general half-plane contact problems subject to a constant normal load together with alternating shear loads and tension in the steady state is presented. The method uses a formulation where a displacement correction is made to the... Read More about The steady state partial slip problem for half plane contacts subject to a constant normal load using glide dislocations.

A Light-Driven Microgel Rotor (2019)
Journal Article
Zhang, H., Koens, L., Lauga, E., Mourran, A., & Möller, M. (2019). A Light-Driven Microgel Rotor. Small, 15(46), Article 1903379. https://doi.org/10.1002/smll.201903379

The current understanding of motility through body shape deformation of micro-organisms and the knowledge of fluid flows at the microscale provides ample examples for mimicry and design of soft microrobots. In this work, a 2D spiral is presented that... Read More about A Light-Driven Microgel Rotor.

The valuation of no-negative equity guarantees and equity release mortgages (2019)
Journal Article
Dowd, K., Blake, D., Buckner, D., & Fry, J. (2019). The valuation of no-negative equity guarantees and equity release mortgages. Economics letters, 184, Article 108669. https://doi.org/10.1016/j.econlet.2019.108669

We outline the valuation process for a No-Negative Equity Guarantee in an Equity Release Mortgage loan and for an Equity Release Mortgage that has such a guarantee. Illustrative valuations are provided based on the Black ’76 put pricing formula and m... Read More about The valuation of no-negative equity guarantees and equity release mortgages.

Method of regularised stokeslets: Flow analysis and improvement of convergence (2019)
Journal Article
Zhao, B., Lauga, E., & Koens, L. (2019). Method of regularised stokeslets: Flow analysis and improvement of convergence. Physical Review Fluids, 4(8), Article 084104. https://doi.org/10.1103/PhysRevFluids.4.084104

Since their development in 2001, regularised stokeslets have become a popular numerical tool for low-Reynolds number flows since the replacement of a point force by a smoothed blob overcomes many computational difficulties associated with flow singul... Read More about Method of regularised stokeslets: Flow analysis and improvement of convergence.

Algebra, matrices, and computers (2019)
Journal Article
Detinko, A., Flannery, D., & Hulpke, A. (2019). Algebra, matrices, and computers. Snapshots of modern mathematics from Oberwolfach, 5, 1-12. https://doi.org/10.14760/SNAP-2019-005-EN

What part does algebra play in representing the real world abstractly? How can algebra be used to solve hard mathematical problems with the aid of modern computing technology? We provide answers to these questions that rely on the theory of matrix gr... Read More about Algebra, matrices, and computers.

The strong approximation theorem and computing with linear groups (2019)
Journal Article
Detinko, A. S., Flannery, D. L., & Hulpke, A. (2019). The strong approximation theorem and computing with linear groups. Journal of Algebra, 529, 536-549. https://doi.org/10.1016/j.jalgebra.2019.04.011

We obtain a computational realization of the strong approximation theorem. That is, we develop algorithms to compute all congruence quotients modulo rational primes of a finitely generated Zariski dense group for . More generally, we are able to com... Read More about The strong approximation theorem and computing with linear groups.

Practical computation with linear groups over infinite domains (2019)
Book Chapter
Detinko, A. S., & Flannery, D. L. (2019). Practical computation with linear groups over infinite domains. In C. Campbell, C. Parker, M. Quick, E. Robertson, & C. Roney-Dougal (Eds.), Groups St Andrews 2017 in Birmingham (261-270). Cambridge University Press. https://doi.org/10.1017/9781108692397.011

We survey recent progress in computing with finitely generated linear groups over infinite fields, describing the mathematical background of a methodology applied to design practical algorithms for these groups. Implementations of the algorithms have... Read More about Practical computation with linear groups over infinite domains.

Would two-stage scoring models alleviate bank exposure to bad debt? (2019)
Journal Article
Abdou, H. A., Mitra, S., Fry, J., & El Amer, A. (2019). Would two-stage scoring models alleviate bank exposure to bad debt?. Expert Systems with Applications, 128, 1-13. https://doi.org/10.1016/j.eswa.2019.03.028

The main aim of this paper is to investigate how far applying suitably conceived and designed credit scoring models can properly account for the incidence of default and help improve the decision-making process. Four statistical modelling techniques,... Read More about Would two-stage scoring models alleviate bank exposure to bad debt?.

Berry-Esseen bounds in the inhomogeneous Curie-Weiss model with external field (2019)
Journal Article
Dommers, S., & Eichelsbacher, P. (in press). Berry-Esseen bounds in the inhomogeneous Curie-Weiss model with external field. Stochastic processes and their applications, https://doi.org/10.1016/j.spa.2019.02.007

We study the inhomogeneous Curie-Weiss model with external field, where the inhomo-geneity is introduced by adding a positive weight to every vertex and letting the interaction strength between two vertices be proportional to the product of their wei... Read More about Berry-Esseen bounds in the inhomogeneous Curie-Weiss model with external field.

Takeover deterrents and Cross Partial Ownerships: the case of golden shares (2019)
Journal Article
Serbera, J., & Fry, J. (2019). Takeover deterrents and Cross Partial Ownerships: the case of golden shares. Managerial and decision economics : MDE, 40(3), 243-250. https://doi.org/10.1002/mde.2998

We analyse takeovers in an industry with bilateral capital-linked firms in cross partial ownership (CPO). Before merger, CPO reduces the profitability of involved firms, confirming the “outsider effect.” However, the impact of CPO upon merger profita... Read More about Takeover deterrents and Cross Partial Ownerships: the case of golden shares.

Regional bias when benchmarking services using customer satisfaction scores (2019)
Journal Article
Brint, A., & Fry, J. (2021). Regional bias when benchmarking services using customer satisfaction scores. Total quality management & business excellence, 32(3-4), 344-358. https://doi.org/10.1080/14783363.2019.1568867

Regional monopoly service organisations such as electricity, gas and water distributors, health trusts, public transport, and local government are subject to regulatory oversight. A common element in this is benchmarking an organisation against simil... Read More about Regional bias when benchmarking services using customer satisfaction scores.

How easy is it to understand consumer finance? (2019)
Journal Article
Burke, M., & Fry, J. (2019). How easy is it to understand consumer finance?. Economics letters, 177, 1-4. https://doi.org/10.1016/j.econlet.2019.01.004

We consider the readability of payday loan websites against conventional lenders. Our findings show that credit card websites are harder to read and contain more complex terminology. Our central contribution is to provide the first known measurement... Read More about How easy is it to understand consumer finance?.

The near and far of a pair of magnetic capillary disks (2019)
Journal Article
Koens, L., Wang, W., Sitti, M., & Lauga, E. (2019). The near and far of a pair of magnetic capillary disks. Soft matter, 15(7), 1497-1507. https://doi.org/10.1039/c8sm02215a

Control on microscopic scales depends critically on our ability to manipulate interactions with different physical fields. The creation of micro-machines therefore requires us to understand how multiple fields, such as surface capillary or electro-ma... Read More about The near and far of a pair of magnetic capillary disks.

Computations of the slice genus of virtual knots (2018)
Journal Article
Rushworth, W. (2019). Computations of the slice genus of virtual knots. Topology and its Applications, 253, 57-84. https://doi.org/10.1016/j.topol.2018.11.028

A virtual knot is an equivalence class of embeddings of $ S^1 $ into thickened (closed oriented) surfaces, up to self-diffeomorphism of the surface and certain handle stabilisations. The slice genus of a virtual knot is defined diagrammatically, in d... Read More about Computations of the slice genus of virtual knots.

Early-time jet formation in liquid–liquid impact problems: theory and simulations (2018)
Journal Article
Cimpeanu, R., & Moore, M. R. (2018). Early-time jet formation in liquid–liquid impact problems: theory and simulations. Journal of Fluid Mechanics, 856, 764-796. https://doi.org/10.1017/jfm.2018.704

We perform a thorough qualitative and quantitative comparison of theoretical predictions and direct numerical simulations for the two-dimensional, vertical impact of two droplets of the same fluid. In particular, we show that the theoretical predicti... Read More about Early-time jet formation in liquid–liquid impact problems: theory and simulations.