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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
1532009
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
592010
The construction of good extensible rank-1 lattices
J Dick, F Pillichshammer, B Waterhouse
Mathematics of Computation 77 (264), 2345-2373, 2008
572008
Quasi-Monte Carlo for finance applications
M Giles, FY Kuo, IH Sloan, BJ Waterhouse
ANZIAM Journal 50, C308-C323, 2008
552008
Randomly shifted lattice rules for unbounded integrands
FY Kuo, GW Wasilkowski, BJ Waterhouse
Journal of Complexity 22 (5), 630-651, 2006
512006
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
412016
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
212017
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
112012
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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