MORe: Dr Owen Jones

Short Biography

Owen is a senior lecturer at the Department of Mathematics and Statistics at The University of Melbourne. Among other areas Owen’s research interests lie in the area of mathematical finance, stochastic modelling and simulation.

Research Interests

• Branching processes
  
• Fractals and self-similar processes
  
• Mathematical Finance
  
• Stochastic modelling and simulation

Selected Publications

1.   A. Costa, O. Jones and Kroese
            Convergence Properties of the Cross-Entropy Method for Discrete Optimization
                Operations Research Letters, 35, 573-580, 2007

2.   O. Jones
            Modelling electricity power cuts in the UK
                The ANZIAM Journal, 47, C585-C602, 2007

3.   Johnson Jev, O. Jones and Tang L
            Exploring decision makers' use of price information in a speculative market
                Management Science, 52, 897-908, 2006

4.   W. Arroum and O. Jones
            Estimation for time-changed self-similar stochastic processes
                6039, Article 60390F , 2006

5.   O. Jones and Y. Shen
            A non-parametric test for self-similarity and stationarity in network traffic
                219-234, Springer London, London, United Kingdom, 2005

6.   O. Jones
            Fast, efficient on-line simulation of self-similar processes
                165-176, World Scientific Publishing Co, 2004

7.   O. Jones and Y. Shen
            Estimating the Hurst index of a self-similar process
                IEEE Signal Processing Letters, 11, 416-419, 2004

8.   O. Jones
            Large deviations for supercritical multi-type branching processes
                J. Appl. Probab, 41, 703--720, 2004

9.   R. C. H. Cheng and O. Jones
            Analysis of Distributions in Factorial Experiments
                Statistica Sinica, 14, 1085-1103, 2004

10.   B. Hambly and O. Jones
            Thick and thin points for random recursive fractals
                Advances in Applied Probability, 35, 251-277, 2003

11.   R. Cheng and O. Jones
            Robust hybrid designs for real-time simulation trials
                Proceedings of the 2003 Winter Simulation Conference, 585-591, INFORMS Simulation Socirty, 2003

12.   O. Jones
            Multivariate Bottcher equation for polynomials with non-negative coefficients
                Aequationes Mathematicae, 63, 251-265, 2002

13.   B. Hambly and O. Jones
            Asymptotically one-dimensional diffusion on the Sierpinski gasket and multi-type branching processes with varying environment
                Journal of Theoretical Probability, 15, 301-338, 2002