Forecasting exchange rates: An investor perspective

M Melvin, J Prins, D Shand - Handbook of economic forecasting, 2013 - Elsevier
The popular scholarly exercise of evaluating exchange rate forecasting models relative to a
random walk was stimulated by the well-cited Meese and Rogoff (1983) paper. Practitioners …

When carry goes bad: The magnitude, causes, and duration of currency carry unwinds

M Melvin, D Shand - Financial Analysts Journal, 2017 - Taylor & Francis
We analyze the worst episodes of currency carry loss in recent decades, including causes,
attribution by currency, timing, and duration of carry drawdowns. To explore the determinants …

Active currency investing and performance benchmarks

M Melvin, D Shand - 2010 - econstor.eu
There are no established benchmarks for evaluating currency investment manager performance.
Some analysts have suggested that known investing styles like momentum, purchasing …

Some group theoretic examples with completion theorem provers

S Linton, D Shand - Journal of Automated Reasoning, 1996 - Springer
In this paper we investigate the performance of completion theorem provers on a number of
group theoretic problems. These are of a rather different character to the usual test problems …

The effect of wave grouping on shoaling and breaking processes

TD Shand - 2009 - unsworks.unsw.edu.au
Determining the largest breaking wave height which can occur in water of finite depth is a
fundamental reference quantity for the design of coastal structures. Current design guidelines …

Invariants, patterns and weights for ordering terms

U Martin, D Shand - Journal of Symbolic Computation, 2000 - Elsevier
We prove that any simplification order over arbitrary terms is an extension of an order by
weight, by considering a related monadic term algebra called the spine. We show that any total …

Algebra and automated deduction

S Linton, U Martin, P Pröhle, D Shand - … New Brunswick, NJ, USA, July 30 …, 1996 - Springer
This paper develops links between algebra and automated deduction. We show how we have
developed heuristics in automated deduction and computer algebra systems by looking at …

[BOOK][B] Proof Diagrams and Term Rewriting with Applications to Computational Algebra

D Shand - 1997 - search.proquest.com
In this thesis lessons learned from the use of computer algebra systems and machine assisted
theorem provers are developed in order to give an insight into both the problems and their …

Proofs as Graphs

D Shand, S Brock - Electronic Notes in Theoretical Computer Science, 1995 - Elsevier
This note introduces a method of representing and reasoning about the actions of a class of
proof procedures. A graph-like structure, called a proof diagram, is introduced in which …

[PDF][PDF] Modelling jetpack impact following emergency descent

D Shand - 2017 - ir.canterbury.ac.nz
A single engine twin fan jetpack system (Craft) is modelled to explore its behaviour during
emergency descent. This is done using numerical modelling simulations. Aviation law in …