Publication Search Results
Exact matches for:
- Author = Peiris MS [web profile page]
1.
Gadhi AHA, Peiris MS, Allen DE
Adel Hassan A Gadhi, Shelton Peiris and David E Allen:
Improving Volatility Forecasting: A Study through Hybrid Deep Learning Methods with WGAN,
Journal of Risk and Financial Management,
17
(2024),
Article 38 (20 Pages).
2.
Hunt RL, Peiris MS, Weber NC
Richard Hunt, Shelton Peiris and Neville Weber:
Seasonal generalized AR models,
Communications in Statistics - Theory and Methods,
53
(2024),
no. 3,
1065–1080. Published online on 21 July 2022.
3.
Jajo N, Peiris MS
Nethal Jajo and Shelton Peiris:
Python and R in Statistics and Data Science,
Lambert Academic Publishing,
London/Republic of Moldowa,
(2023),
40.
ISBN 978-620-6-84564-5.
4.
Allen DE, Peiris MS
David Edmund Allen and Shelton Peiris:
GARMA, HAR and Rules of Thumb for Modelling Realized Volatility,
Risks,
11
(2023),
no. 179,
15 pages.
5.
Allen DE, Mushunje L, Peiris MS
D E Allen, L Mushunje and S. Peiris:
GANs through the looking glass: How real is the fake financial data created by Generative Adversarial Neural Nets?,
Proceedings of the 25th International Congress on Modelling and Simulation,
The 25th International Congress on Modelling and Simulation (MODSIM2023),
Vaze J, Chilcott C., Hutley L and Cuddy S M (eds.),
Modelling and Simulation Society of Australia and New Zealand Inc. © 2023,
Australia,
(2023),
29–35.
ISBN 978-0-9872143-0-0.
6.
Hunt RL, Peiris MS, Weber NC
Richard Hunt, Shelton Peiris and Nevlle Weber:
Bayesian estimation of Gegenbauer processes,
Journal of Statistical Computation and Simulation,
93
(2023),
no. 9,
1357–1377. Published online on 6 November 2022.
7.
Peiris MS, Hunt RL
Shelton Peiris, Richard Hunt:
Revisiting the Autocorrelation of Long Memory Time Series Models,
Mathematics,
11 (Gold Open Access)
(2023),
no. 4,
Article 817 (8 pages).
8.
Zhou JJ, Ng KH, Ng KH, Peiris MS, Koh YB
Jing Jia Zhou, Kok Haur Ng, Kooi Huat Ng, Shelton Peiris and You Beng Koh:
Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process,
Mathematics,
10
(2022),
no. 22,
Article 4380 (15 pages).
9.
Tan YF, Ng KH, Koh YB, Peiris MS
Yiing Fei Tan, Kok Haur Ng, You Beng Koh, Shelton Peiris:
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution,
Mathematics,
10
(2022),
no. 1621,
1–20.
10.
Tan YF, Ng KH, Koh YB, Peiris MS
Yiing Fei Tan, Kok Haur Ng, You Beng Koh and Shelton Peiris:
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution,
Mathematics,
10
(2022),
no. 10 (Open Access),
Article 1026 (20 pages).
11.
Alhuntushi NMW, Jajo NK, Peiris MS, Khadra M, Mallows J
Nasser Mutlaq W Alhuntushi, Nethal K Jajo, Shelton Peiris, Mohamed Khadra, James Mallows:
A New Look at Patient Waiting Time in an Australian Emergency Department using Simulation,
International Journal of Statistics and Systems,
17
(2022),
no. 1,
1–18.
12.
Hunt RL, Peiris MS, Weber NC
Richard Hunt, Shelton Peiris, Neville Weber:
Estimation methods for stationary Gegenbauer processes,
Statistical Papers,
63
(2022),
1707–1741.
13.
Fang Z, Dowe DL, Peiris MS, Rosadi D
Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi:
Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting,
Entropy,
23
(2021),
1–21.
14.
Jajo NK, Peiris MS
Nethal K. Jajo and Shelton Peiris:
A Study on Efficient Modelling in Higher Education Academic Workforce Using Simulation,
EJ-MATH, European Journal of Mathematics and Statistics,
Vol2
(2021),
no. 6,
7–14.
15.
Hunt RL, Peiris MS, Weber NC
Richard Hunt, Shelton Peiris and Neville Weber:
A general frequency domain estimation method for Gegenbauer processes,
Journal of Time Series Econometrics,
13
(2021),
no. 2,
119–144.
16.
Peiris MS, Chan JSK, Jajo NK
Shelton Peiris, Jennifer Chan, Nethal Jajo:
A Quick Reference Guide to Beginners of Statistics and Data Science Using RStudio,
CV. Meugah Printindo,
Indonesia,
(2021),
276.
ISBN 978-623-97079-0-3.
17.
Phillip A, Chan JSK, Peiris MS
Andrew Phillip, Jennifer Chan, Shelton Peiris:
On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin,
Econometrics and Statistics,
16
(2020),
69–90.
18.
Asai M, McAleer M, Peiris MS
Manabu Asai Michael McAleer Shelton Peiris:
Realized stochastic volatility models with generalized Gegenbauer long memory,
Econometrics and Statistics,
16
(2020),
42–54.
19.
Yatigammana R, Peiris MS, Gerlach R, Allen DE
Rasika Yatigammana, Shelton Peiris, Richard Gerlach and David Edmund Allen:
Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants,
Computational Methods for Risk Management in Economics and Finance,
Risks,
MDPI,
Switzerland,
(2020),
22 pages.
ISBN 978-3-03928-499-3.
20.
Leong XY, Jajo NK, Peiris MS
Xing Yee Leong, Nethal K. Jajo, Shelton Peiris:
Discrete Simulation on Elective Surgery Wait Line Using Arena Simulation Software,
International Journal of Modelling and Optimization,
10
(2020),
no. 2,
47–51.
21.
Asai M, Peiris MS, McAleer M, Allen DE
Manabu Asai, Shelton Peiris, Michael McAleer, David E. Allen:
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates,
Journal of Time Series Econometrics.,
12
(2020),
1–18.
22.
Peiris MS, Swartz T
Shelton Peiris and Tim Swartz:
Revisiting the Kurtosis of Stationary Processes with Applications to Volatility Models,
Journal of Statistical and Econometric Methods,
9
(2020),
no. 2,
1–17.
23.
Peiris MS, Swartz T
Shelton Peiris and Tim Swartz:
Developments and Applications of Biostatistical Time Series: A Review,
Annals of Biostatistics & Biometric Applications,
Volume 3
(2019),
no. Issue 5,
1–4.
24.
Chan JSK, Ng KH, Nitithumbundit T, Peiris MS
Jennifer So Kuen Chan, Kok-Haur Ng, Thanakorn Nitithumbundit, Shelton Peiris:
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models,
Studies in Nonlinear Dynamics & Econometrics,
23
(2019),
no. 2,
1–22.
MR3948450
25.
Phillip A, Chan JSK, Peiris MS
Andrew Phillip, Jennifer Chan, Shelton Peiris:
On long memory effects in the volatility measure of cryptocurrencies,
Finance Research Letters,
28
(2019),
95–100.
26.
Allen DE, Kalev P, Peiris MS, Singh AK
David E Allen, Petko Kalev, Shelton Peiris and Abhay K Singh:
Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets,
Handbook of Global Financial Markets; Transformations, Dependence, and Risk Spillovers,
World Scientific Publishing Co.,
Singapore,
(2019),
197–218.
ISBN 978-981-3236-64-6.
27.
Phillip A, Chan JSK, Peiris MS
Andrew Phillip, Chan Jennifer S.K., Peiris Shelton:
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications,
Studies in Nonlinear Dynamics & Econometrics,
22
(2018),
no. 3,
1–29.
28.
Wu H, Peiris MS
Hao Wu and Shelton Peiris:
An introduction to vector Gegenbauer processes with long memory,
Stat,
7
(2018),
no. July 2018,
e197 – 20 pages.
29.
Dissanayake GS, Peiris MS, Proietti T
G. S. Dissanayake, M. S. Peiris and T. Proietti:
Fractionally differenced Gegenbauer processes with long memory: a review,
Statistical Science,
33
(2018),
no. 3,
413–426.
30.
Yatigammana R, Peiris MS, Gerlach R, Allen DE
Rasika Yatigammana, Shelton Peiris, Richard Gerlach and David Edmund Allen:
Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants,
Risks,
6
(2018),
no. 52,
22 pages.
31.
Phillip A, Chan JSK, Peiris MS
Andrew Phillip, Jennifer S.K.Chan, Shelton Peiris:
A new look at Cryptocurrencies,
Economics Letters,
163
(2018),
6–9.
32.
Peiris MS, Asai M, McAleer M
Shelton Peiris , Manabu Asai, Michael McAleer:
Estimating and Forecasting with Generalized Fractional Long Memory Stochastic Volatility Models,
Journal of Risk and Financial Management,
10
(2017),
no. 23,
16.
33.
Ng KH, Peiris MS, Chan JSK, Allen DE, Ng KH
Kok Haur Ng, Shelton Peiris, Jennifer So-kuen Chan, David Allen, Kooi Huat Ng:
Efficient modelling and forecasting with range based volatility models and its application,
North American Journal of Economics and Finance,
42
(2017),
448–460.
34.
Peiris MS, Asai M
M Shelton Peiris and Manabu Asai:
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited,
Econometrics,
4 (3)
(2016),
no. 37,
21 pages.
35.
Dissanayake GS, Peiris MS, Proietti T
G S Dissanayake, M S Peiris, T Proietti:
State space modeling of Gegenbauer processes with long memory,
Computational Statistics and Data Analysis,
100
(2016),
115–130.
MR3505794
36.
Gerlach R, Peiris MS, Lin EMH
Richard Gerlach, Shelton Peiris, Edward M H Lin:
Bayesian estimation and inference for log-ACD models,
Computational Statistics,
31
(2016),
no. 1,
25–48.
MR3481795
37.
Allen DE, McAleer M, Peiris MS, Singh AK
David E Allen, Michael McAleer, Shelton Peiris and Abhay K Singh:
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies,
Risks,
4
(2016),
no. 7,
14 pages.
38.
Ong SH, Biswas A, Peiris MS, Low YC
S H Ong, Atanu Biswas, S Peiris and Y C Low:
Count Distribution for Generalized Weibull Duration with Applications,
Communications in Statistics - Theory and Methods,
44
(2015),
no. 19,
4203–4216.
39.
Ng KH, Peiris MS, Thavaneswaran A, Ng KH
Koh-Haur Ng, Shelton Peiris, Aerambamoorthy Thavaneswaran, Kooi-Huat Ng:
Modelling the risk or price durations in financial markets: quadratic estimating functions and applications,
Economic computation and economic cybernetics studies and research,
49
(2015),
no. 1,
223–238.
40.
Rosadi D, Peiris MS
Dedi Rosadi and Shelton Peiris:
Second-order least-squares estimation for regression models with autocorrelated errors,
Computational Statistics,
29
(2014),
no. 5,
931–943.
41.
Dissanayake GS, Peiris MS, Proietti T
G S Dissanayake, M S Peiris and T Proietti:
Estimation of Generalized Fractionally Differenced Processes with Conditionally Heteroskedastic Errors,
Proceedings ITISE 2014,
International Work Conference on Time Series,
Ignacio Rojas Ruiz and Gonzalo Ruiz Garcia (eds.),
Copicentro Granada S L,
Granada,
(2014),
871–890.
ISBN 978-84-15814-97-9.
42.
Peiris MS
Shelton Peiris:
Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities,
Statistical Papers,
55
(2014),
no. 2,
513–523.
43.
Ng KH, Peiris MS, Gerlach R
K.H. Ng, Shelton Peiris, Richard Gerlach:
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application,
Expert Systems with Applications,
41
(2014),
no. 7,
3323–3332.
44.
Peiris MS
M.S.Peiris:
Efficient Estimation of Regression Models with Heteroscedastic Errors,
Mathematical Scientist,
38
(2013),
124–128.
45.
Ng KH, Peiris MS
Ng, Kok-Haur and Peiris, S.:
Modelling High Frequency Transaction Data in Financial Economics: A Comparative Study Based on Simulations,
Journal of Economic Computation and Economic Cybernetics Studies and Research (ECECSR),
47
(2013),
no. 2,
189–202.
46.
Allen DE, Ng KH, Peiris MS
David Allen , K.H. Ng , Shelton Peiris:
Estimating and simulating Weibull models of risk or price durations: An application to ACD models,
North American Journal of Economics and Finance,
25
(2013),
214–225.
47.
Allen DE, Ng KH, Peiris MS
David Allen, K.H. Ng , Shelton Peiris:
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics,
Economics Letters,
120
(2013),
117–122.
48.
Rosner B, Peiris MS, Chan JSK, Marchev D
Rosner, B., Peiris, S., Chan, J., Marchev, D.:
MATH1015: Biostatistics,
Third Edition,
Cengage Learning,
Australia,
(2013),
296.
ISBN 978-0170257916.
49.
Shitan M, Peiris MS
Mahendran Shitan and Shelton Peiris:
Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters,
Communications in Statistics---Theory and Methods,
42
(2013),
no. 5,
756–770.
50.
Dissanayake GS, Peiris MS
Gnanadarsha Dissanayake, Shelton Peiris:
Generalized Fractional Processes with Conditional Heteroskedasticity,
Sri Lankan Journal of Applied Statistics,
12 (2011)
(2012),
1–12.
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