this will be David’s website.
Craven, Matthew J; Graham, David I Exploring the (efficient) frontiers of portfolio optimization Inproceedings In: Bosman, P (Ed.): Proceedings of the Genetic and Evolutionary Computation Conference Companion, pp. 19–20, ACM ACM, 2017. Abstract | Links | BibTeX @inproceedings{craven2017exploring,
title = {Exploring the (efficient) frontiers of portfolio optimization},
author = {Matthew J Craven and David I Graham},
editor = {P. Bosman},
doi = {10.1145/3067695.3082036},
year = {2017},
date = {2017-07-15},
booktitle = {Proceedings of the Genetic and Evolutionary Computation Conference Companion},
pages = {19--20},
publisher = {ACM},
organization = {ACM},
abstract = {The cardinality-constrained portfolio optimization problem is NP-hard. Its Pareto front (or the Efficient Frontier - EF) is usually calculated by stochastic algorithms, including EAs. However, in certain cases the EF may be decomposed into a union of sub-EFs. In this work we propose a systematic process of excluding sub-EFs dominated by others, enabling us to calculate non-dominated sub-EFs. We then calculate whole EFs to a high degree of accuracy for small cardinalities, providing an alternative to EAs in those cases. We can use also this to provide insight into EAs on the problem.},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
The cardinality-constrained portfolio optimization problem is NP-hard. Its Pareto front (or the Efficient Frontier - EF) is usually calculated by stochastic algorithms, including EAs. However, in certain cases the EF may be decomposed into a union of sub-EFs. In this work we propose a systematic process of excluding sub-EFs dominated by others, enabling us to calculate non-dominated sub-EFs. We then calculate whole EFs to a high degree of accuracy for small cardinalities, providing an alternative to EAs in those cases. We can use also this to provide insight into EAs on the problem. |
Mehmood, Arshad ; Graham, David I; Langfeld, Kurt ; Greaves, Deborah M; others, OpenFOAM Finite Volume Method Implementation of a Fully Nonlinear Potential Flow Model for Simulating Wave-Structure Interactions Inproceedings In: The Twenty-fifth International Offshore and Polar Engineering Conference, International Society of Offshore and Polar Engineers 2015. BibTeX @inproceedings{mehmood2015openfoamb,
title = {OpenFOAM Finite Volume Method Implementation of a Fully Nonlinear Potential Flow Model for Simulating Wave-Structure Interactions},
author = {Mehmood, Arshad and Graham, David I and Langfeld, Kurt and Greaves, Deborah M and others},
year = {2015},
date = {2015-01-01},
booktitle = {The Twenty-fifth International Offshore and Polar Engineering Conference},
organization = {International Society of Offshore and Polar Engineers},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
|
Hewson, Paul ; Graham, David Use of Audience Response Devices for Formative and Summative Assessment Journal Article In: MAPPING UNIVERSITY MATHEMATICS ASSESSMENT PRACTICES, pp. 119, 2012. BibTeX @article{hewson2012use,
title = {Use of Audience Response Devices for Formative and Summative Assessment},
author = {Hewson, Paul and Graham, David},
year = {2012},
date = {2012-01-01},
journal = {MAPPING UNIVERSITY MATHEMATICS ASSESSMENT PRACTICES},
pages = {119},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Graham, David I Peer assessment in an undergraduate mathematics module Journal Article In: CETL-MSOR Conference 2011, 2011. BibTeX @article{graham2011peer,
title = {Peer assessment in an undergraduate mathematics module},
author = {Graham, David I},
year = {2011},
date = {2011-01-01},
journal = {CETL-MSOR Conference 2011},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Hughes, Jason P; Graham, David I Comparison of incompressible and weakly-compressible SPH models for free-surface water flows Journal Article In: Journal of Hydraulic Research, 48 (S1), pp. 105–117, 2010. BibTeX @article{hughes2010comparison,
title = {Comparison of incompressible and weakly-compressible SPH models for free-surface water flows},
author = {Hughes, Jason P and Graham, David I},
year = {2010},
date = {2010-01-01},
journal = {Journal of Hydraulic Research},
volume = {48},
number = {S1},
pages = {105--117},
publisher = {Taylor & Francis},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Zhang, Yali ; Zou, Qingping ; Greaves, Deborah ; Reeve, Dominic ; Hunt-Raby, Alison ; Graham, David ; James, Phil ; Lv, Xin A level set immersed boundary method for water entry and exit Journal Article In: Comm. Comput. Phys, 8 (2), pp. 265–288, 2010. BibTeX @article{zhang2010level,
title = {A level set immersed boundary method for water entry and exit},
author = {Zhang, Yali and Zou, Qingping and Greaves, Deborah and Reeve, Dominic and Hunt-Raby, Alison and Graham, David and James, Phil and Lv, Xin},
year = {2010},
date = {2010-01-01},
journal = {Comm. Comput. Phys},
volume = {8},
number = {2},
pages = {265--288},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
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Zhang, Yali ; Zou, Qingping ; Greaves, Deborah ; Reeve, Dominic E; Hunt-Raby, Alison ; Graham, David ; James, Phil ; others, An investigation of the hydrodynamic characteristics of an oscillating water column device using a level set immersed boundary model Inproceedings In: The Twentieth International Offshore and Polar Engineering Conference, International Society of Offshore and Polar Engineers 2010. BibTeX @inproceedings{zhang2010investigation,
title = {An investigation of the hydrodynamic characteristics of an oscillating water column device using a level set immersed boundary model},
author = {Zhang, Yali and Zou, Qingping and Greaves, Deborah and Reeve, Dominic E and Hunt-Raby, Alison and Graham, David and James, Phil and others},
year = {2010},
date = {2010-01-01},
booktitle = {The Twentieth International Offshore and Polar Engineering Conference},
organization = {International Society of Offshore and Polar Engineers},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
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Biddiscombe, John ; Graham, David ; Maruzewski, Pierre Visualization and analysis of SPH data Journal Article In: Ercoftac Bulletin, 76 (LMH-ARTICLE-2008-006), pp. 9–12, 2008. BibTeX @article{biddiscombe2008visualization,
title = {Visualization and analysis of SPH data},
author = {Biddiscombe, John and Graham, David and Maruzewski, Pierre},
year = {2008},
date = {2008-01-01},
journal = {Ercoftac Bulletin},
volume = {76},
number = {LMH-ARTICLE-2008-006},
pages = {9--12},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Graham, David I; Hughes, Jason P Accuracy of SPH viscous flow models Journal Article In: International journal for numerical methods in fluids, 56 (8), pp. 1261–1269, 2008. BibTeX @article{graham2008accuracy,
title = {Accuracy of SPH viscous flow models},
author = {Graham, David I and Hughes, Jason P},
year = {2008},
date = {2008-01-01},
journal = {International journal for numerical methods in fluids},
volume = {56},
number = {8},
pages = {1261--1269},
publisher = {Wiley Online Library},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
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Biddiscombe, John ; Graham, David ; Maruzewski, Pierre Interactive visualization and exploration of SPH data Journal Article In: Proceedings of 2nd SPHERIC international workshop, Madrid (Spain), 2007. BibTeX @article{biddiscombe2007interactive,
title = {Interactive visualization and exploration of SPH data},
author = {Biddiscombe, John and Graham, David and Maruzewski, Pierre},
year = {2007},
date = {2007-01-01},
journal = {Proceedings of 2nd SPHERIC international workshop, Madrid (Spain)},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|