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Brunel University Research Archive
Institutional Repository
12593 Publications
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  • Investigation of shock waves in explosive blasts using fibre optic pressure sensors

    The published version of this article may be accessed at the link below. Copyright @ IOP Publishing, 2006. We describe miniature all-optical pressure sensors, fabricated by wafer etching techniques, less than 1 mm(2) in overall cross-section with rise times in the mu s regime and pressure ranges typically 900 kPa (9 bar). Their performance is suitable for experimental studies of the pressure-time history for test models exposed to shocks initiated by an explosive charge. The small size and...

    Flexibility framework for assessing supplier selection

    This paper focuses on the electronic procurement marketplace and the selection of suppliers, aided by flexibility factors. By judiciously employing decision flexibility and the associated dynamic control amongst autonomous EPM nodes,improvements are possible. Empirical data for this study was collected from pharmaceutical organization in UK using a discrete choice interview and analyzed using grounded theory techniques. The importance of flexibility was highlighted and prioritized with respec...

    Joint multicast routing and channel assignment in multiradio multichannel wireless mesh networks using simulated annealing

    This is the post-print version of the article - Copyright @ 2008 Springer-Verlag This paper proposes a simulated annealing (SA) algorithm based optimization approach to search a minimum-interference multicast tree which satisfies the end-to-end delay constraint and optimizes the usage of the scarce radio network resource in wireless mesh networks. In the proposed SA multicast algorithm, the path-oriented encoding method is adopted and each candidate solution is represented by a tree data s...

    Applications of hidden Markov models in financial modelling

    This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel University. Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of market variables whose levels or values constitute as the underliers of financial derivative contracts or investment portfolios. Since the parameters are switching regimes, the changes and developments in the economy as soon as they arise are readily ...
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