Professor Kenneth Lindsay
- Honorary Senior Research Fellow (School of Mathematics & Statistics)
email:
Kenneth.Lindsay@glasgow.ac.uk
R525 Level 5, Mathematics, Mathematics Building, Glasgow G12 8QW
Publications
2012
Christensen, T.M., Hurn, A.S. and Lindsay, K.A. (2012) Forecasting spikes in electricity prices. International Journal of Forecasting, 28(2), pp. 400-411. (doi: 10.1016/j.ijforecast.2011.02.019)
2010
Clements, A.E., Hurn, A.S. and Lindsay, K.A. (2010) Estimating the payoffs of temperature-based weather derivatives. In: Gregoriou, G.N. and Pascalau, R. (eds.) Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models. Palgrave Macmillan: Basingstoke, UK. ISBN 9780230283633
Hurn, A., Jeisman, J. and Lindsay, K.A. (2010) Teaching an old dog new tricks: improved estimation of the parameters of stochastic differential equations by numerical solution of the Fokker-Planck equation. In: Financial Econometrics Handbook. Palgrave: London, UK. (In Press)
2009
Brillinger, D.R., Rosenberg, J. and Lindsay, K. (2009) Combining frequency and time domain approaches to systems with multiple spike train input and output. Biological Cybernetics, 100(6), pp. 459-474. (doi: 10.1007/s00422-008-0289-y)
Christensen, T.M., Hurn, A.S. and Lindsay, K. (2009) It never rains but it pours: modeling the persistence of spikes in electricity prices. Energy Journal, 30(1), pp. 25-48.
2008
Christensen, T.M., Hurn, A.S. and Lindsay, K. (2008) The devil is in the detail: hints for practical optimisation. Economic Analysis and Policy, 38(2), pp. 345-368.
2007
Witte, K.K., Levy, W.C., Lindsay, K.A. and Clark, A.L. (2007) Biomechanical efficiency is impaired in patients with chronic heart failure. European Journal of Heart Failure, 9(8), pp. 834-838. (doi: 10.1016/j.ejheart.2007.05.004)
Lindsay, A.E., Lindsay, K.A. and Rosenberg, J.R. (2007) New concepts in compartmental modelling. Computing and Visualization in Science, 10(2), pp. 79-98. (doi: 10.1007/s00791-006-0035-8)
Lindsay, K.A., Maxwell, D.J., Rosenberg, J.R. and Tucker, G. (2007) A new approach to reconstruction models of dendritic branching patterns. Mathematical Biosciences, 205(2), pp. 271-296. (doi: 10.1016/j.mbs.2006.08.005)
Hurn, A.S., Jeisman, J.I. and Lindsay, K.A. (2007) Seeing the wood for the trees: a critical evaluation of methods to estimate the parameters of stochastic differential equations. Journal of Financial Econometrics, 5(3), pp. 390-455. (doi: 10.1093/jjfinec/nbm009)
Hurn, A.S., Jeisman, J.I. and Lindsay, K.A. (2007) Transitional densities of diffusion processes: a new approach to solving the Fokker-Planck equation. Journal of Derivatives, 14(4), pp. 86-94. (doi: 10.3905/jod.2007.686424)
2005
Lindsay, A.E., Lindsay, K.A. and Rosenberg, J.R. (2005) Increased computational accuracy in multi-compartmental cable models by a novel approach for precise point process localization. Journal of Computational Neuroscience, 19(1), pp. 21-38. (doi: 10.1007/s10827-005-0192-7)
Reeke, G.N., Poznanski, R.R., Lindsay, K.A., Rosenberg, J.R. and Sporns, O. (Eds.) (2005) Modeling in the Neurosciences: From Biological Systems to Neuromimetic Robotics. Taylor & Francis: Boca Raton, USA. ISBN 9780415328685
Hinch, R., Lindsay, K.A., Noble, D. and Rosenberg, J.R. (2005) The effects of static magnetic field on action potential propagation and excitation recovery in nerve. Progress in Biophysics and Molecular Biology, 87(2-3), pp. 321-328. (doi: 10.1016/j.pbiomolbio.2004.08.013)
Lindsay, K.A., Rosenberg, J.R. and Tucker, G. (2005) The mathematical basis of the construction equivalent cables. In: Reeke, G.N., Poznanski, R.R., Lindsay, K.A., Rosenberg, J.R. and Sporns, O. (eds.) Modeling in the Neurosciences: From Biological Systems to Neuromimetic Robotics. Taylor & Francis: Boca Raton, USA. ISBN 9780415328685
2004
Lindsay, K.A., Rosenberg, J.R. and Tucker, G. (2004) A note on the discrepancy between the predicted and observed speed of the propagated action potential in the squid giant axon. Journal of Theoretical Biology, 230(1), pp. 39-48. (doi: 10.1016/j.jtbi.2004.04.029)
Lindsay, K.A., Rosenberg, J.R. and Tucker, G. (2004) From Maxwell's equations to the cable equation and beyond. Progress in Biophysics and Molecular Biology, 85(1), pp. 71-116. (doi: 10.1016/j.pbiomolbio.2003.08.001)
Bårdsen, G., Hurn, S. and Lindsay, K.A. (2004) Linearizations and equilibrium correction models. Studies in Nonlinear Dynamics and Econometrics, 8(4), pp. 1-9.
2003
Clements, A.E., Hurn, A.S. and Lindsay, K.A. (2003) Mobius-like mappings and their use in kernel density estimation. Journal of the American Statistical Association, 98(464), pp. 993-1000. (doi: 10.1198/016214503000000945)
Lindsay, K.A., Rosenberg, J.R. and Tucker, G. (2003) Analytical and numerical construction of equivalent cables. Mathematical Biosciences, 184(2), pp. 137-164. (doi: 10.1016/S0025-5564(03)00059-2)
Hurn, A.S., Lindsay, K.A. and Martin, V.L. (2003) On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations. Journal of Time Series Analysis, 24(1), pp. 45-63. (doi: 10.1111/1467-9892.00292)
2002
Hurn, A.S. and Lindsay, K.A. (2002) On the specification of the drift and diffusion functions for continuous-time models of the spot interest rate. Oxford Bulletin of Economics and Statistics, 64(5), pp. 547-564. (doi: 10.1111/1468-0084.00277)
Lindsay, K.A., Ogden, J.M. and Rosenberg, J.R. (2002) An investigation into the influence of boundary condition specification in finite difference methods on the behaviour of passive and active neuronal models. Progress in Biophysics and Molecular Biology, 78(1), pp. 3-43. (doi: 10.1016/S0079-6107(02)00004-4)
2001
Altenberger, R., Lindsay, K.A., Ogden, J.M. and Rosenberg, J.R. (2001) The interaction between membrane kinetics and membrane geometry in the transmission of action potentials in non-uniform excitable fibres: a finite element approach. Journal of Neuroscience Methods, 112(2), pp. 101-117. (doi: 10.1016/S0165-0270(01)00456-3)
Lindsay, K.A., Ogden, J.M. and Rosenberg, J.R. (2001) Dendritic subunits determined by dendritic morphology. Neural Computation, 13(11), pp. 2465-2476. (doi: 10.1162/089976601753195978)
Mao, J.H., Lindsay, K.A., Mairs, R.J. and Wheldon, T.E. (2001) The effect of tissue-specific growth patterns of target stem cells on the spectrum of tumours resulting from multistage tumorigenesis. Journal of Theoretical Biology, 210(1), pp. 93-100. (doi: 10.1006/jtbi.2001.2300)
Lindsay, K.A., Ogden, J.M. and Rosenberg, J.R. (2001) Equivalence transformations for dendritic Y-junctions: a new definition of dendritic sub-unit. Mathematical Biosciences, 170(2), pp. 133-154. (doi: 10.1016/S0025-5564(01)00046-3)
Wheldon, E.G., Lindsay, K.A., Deehan, C. and Wheldon, T.E. (2001) Radiation carcinogenesis modelling for risk of treatment-related second tumours following radiotherapy. British Journal of Radiology, 74(882), pp. 529-536.
Articles
Christensen, T.M., Hurn, A.S. and Lindsay, K.A. (2012) Forecasting spikes in electricity prices. International Journal of Forecasting, 28(2), pp. 400-411. (doi: 10.1016/j.ijforecast.2011.02.019)
Brillinger, D.R., Rosenberg, J. and Lindsay, K. (2009) Combining frequency and time domain approaches to systems with multiple spike train input and output. Biological Cybernetics, 100(6), pp. 459-474. (doi: 10.1007/s00422-008-0289-y)
Christensen, T.M., Hurn, A.S. and Lindsay, K. (2009) It never rains but it pours: modeling the persistence of spikes in electricity prices. Energy Journal, 30(1), pp. 25-48.
Christensen, T.M., Hurn, A.S. and Lindsay, K. (2008) The devil is in the detail: hints for practical optimisation. Economic Analysis and Policy, 38(2), pp. 345-368.
Witte, K.K., Levy, W.C., Lindsay, K.A. and Clark, A.L. (2007) Biomechanical efficiency is impaired in patients with chronic heart failure. European Journal of Heart Failure, 9(8), pp. 834-838. (doi: 10.1016/j.ejheart.2007.05.004)
Lindsay, A.E., Lindsay, K.A. and Rosenberg, J.R. (2007) New concepts in compartmental modelling. Computing and Visualization in Science, 10(2), pp. 79-98. (doi: 10.1007/s00791-006-0035-8)
Lindsay, K.A., Maxwell, D.J., Rosenberg, J.R. and Tucker, G. (2007) A new approach to reconstruction models of dendritic branching patterns. Mathematical Biosciences, 205(2), pp. 271-296. (doi: 10.1016/j.mbs.2006.08.005)
Hurn, A.S., Jeisman, J.I. and Lindsay, K.A. (2007) Seeing the wood for the trees: a critical evaluation of methods to estimate the parameters of stochastic differential equations. Journal of Financial Econometrics, 5(3), pp. 390-455. (doi: 10.1093/jjfinec/nbm009)
Hurn, A.S., Jeisman, J.I. and Lindsay, K.A. (2007) Transitional densities of diffusion processes: a new approach to solving the Fokker-Planck equation. Journal of Derivatives, 14(4), pp. 86-94. (doi: 10.3905/jod.2007.686424)
Lindsay, A.E., Lindsay, K.A. and Rosenberg, J.R. (2005) Increased computational accuracy in multi-compartmental cable models by a novel approach for precise point process localization. Journal of Computational Neuroscience, 19(1), pp. 21-38. (doi: 10.1007/s10827-005-0192-7)
Hinch, R., Lindsay, K.A., Noble, D. and Rosenberg, J.R. (2005) The effects of static magnetic field on action potential propagation and excitation recovery in nerve. Progress in Biophysics and Molecular Biology, 87(2-3), pp. 321-328. (doi: 10.1016/j.pbiomolbio.2004.08.013)
Lindsay, K.A., Rosenberg, J.R. and Tucker, G. (2004) A note on the discrepancy between the predicted and observed speed of the propagated action potential in the squid giant axon. Journal of Theoretical Biology, 230(1), pp. 39-48. (doi: 10.1016/j.jtbi.2004.04.029)
Lindsay, K.A., Rosenberg, J.R. and Tucker, G. (2004) From Maxwell's equations to the cable equation and beyond. Progress in Biophysics and Molecular Biology, 85(1), pp. 71-116. (doi: 10.1016/j.pbiomolbio.2003.08.001)
Bårdsen, G., Hurn, S. and Lindsay, K.A. (2004) Linearizations and equilibrium correction models. Studies in Nonlinear Dynamics and Econometrics, 8(4), pp. 1-9.
Clements, A.E., Hurn, A.S. and Lindsay, K.A. (2003) Mobius-like mappings and their use in kernel density estimation. Journal of the American Statistical Association, 98(464), pp. 993-1000. (doi: 10.1198/016214503000000945)
Lindsay, K.A., Rosenberg, J.R. and Tucker, G. (2003) Analytical and numerical construction of equivalent cables. Mathematical Biosciences, 184(2), pp. 137-164. (doi: 10.1016/S0025-5564(03)00059-2)
Hurn, A.S., Lindsay, K.A. and Martin, V.L. (2003) On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations. Journal of Time Series Analysis, 24(1), pp. 45-63. (doi: 10.1111/1467-9892.00292)
Hurn, A.S. and Lindsay, K.A. (2002) On the specification of the drift and diffusion functions for continuous-time models of the spot interest rate. Oxford Bulletin of Economics and Statistics, 64(5), pp. 547-564. (doi: 10.1111/1468-0084.00277)
Lindsay, K.A., Ogden, J.M. and Rosenberg, J.R. (2002) An investigation into the influence of boundary condition specification in finite difference methods on the behaviour of passive and active neuronal models. Progress in Biophysics and Molecular Biology, 78(1), pp. 3-43. (doi: 10.1016/S0079-6107(02)00004-4)
Altenberger, R., Lindsay, K.A., Ogden, J.M. and Rosenberg, J.R. (2001) The interaction between membrane kinetics and membrane geometry in the transmission of action potentials in non-uniform excitable fibres: a finite element approach. Journal of Neuroscience Methods, 112(2), pp. 101-117. (doi: 10.1016/S0165-0270(01)00456-3)
Lindsay, K.A., Ogden, J.M. and Rosenberg, J.R. (2001) Dendritic subunits determined by dendritic morphology. Neural Computation, 13(11), pp. 2465-2476. (doi: 10.1162/089976601753195978)
Mao, J.H., Lindsay, K.A., Mairs, R.J. and Wheldon, T.E. (2001) The effect of tissue-specific growth patterns of target stem cells on the spectrum of tumours resulting from multistage tumorigenesis. Journal of Theoretical Biology, 210(1), pp. 93-100. (doi: 10.1006/jtbi.2001.2300)
Lindsay, K.A., Ogden, J.M. and Rosenberg, J.R. (2001) Equivalence transformations for dendritic Y-junctions: a new definition of dendritic sub-unit. Mathematical Biosciences, 170(2), pp. 133-154. (doi: 10.1016/S0025-5564(01)00046-3)
Wheldon, E.G., Lindsay, K.A., Deehan, C. and Wheldon, T.E. (2001) Radiation carcinogenesis modelling for risk of treatment-related second tumours following radiotherapy. British Journal of Radiology, 74(882), pp. 529-536.
Book Sections
Clements, A.E., Hurn, A.S. and Lindsay, K.A. (2010) Estimating the payoffs of temperature-based weather derivatives. In: Gregoriou, G.N. and Pascalau, R. (eds.) Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models. Palgrave Macmillan: Basingstoke, UK. ISBN 9780230283633
Hurn, A., Jeisman, J. and Lindsay, K.A. (2010) Teaching an old dog new tricks: improved estimation of the parameters of stochastic differential equations by numerical solution of the Fokker-Planck equation. In: Financial Econometrics Handbook. Palgrave: London, UK. (In Press)
Lindsay, K.A., Rosenberg, J.R. and Tucker, G. (2005) The mathematical basis of the construction equivalent cables. In: Reeke, G.N., Poznanski, R.R., Lindsay, K.A., Rosenberg, J.R. and Sporns, O. (eds.) Modeling in the Neurosciences: From Biological Systems to Neuromimetic Robotics. Taylor & Francis: Boca Raton, USA. ISBN 9780415328685
Edited Books
Reeke, G.N., Poznanski, R.R., Lindsay, K.A., Rosenberg, J.R. and Sporns, O. (Eds.) (2005) Modeling in the Neurosciences: From Biological Systems to Neuromimetic Robotics. Taylor & Francis: Boca Raton, USA. ISBN 9780415328685