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Books, Reviews and Other Publications

Books and chapters

Petersen, A. (2012) 'Simulating Nature: a philosophical study of computer-simulation uncertainties and their role in climate science and policy advice' (2nd edition). 

Frigg, R., Bradley, S., Machete, R.L. and Smith, L.A. (2013) 'Probabilistic forecasting: why model imperfection is a poison pill', in Andersen, H., Dieks, D., Wheeler, G., Gonzalez, W. and Uebel, T. (ed.): New Challenges to Philosophy of Science. Berlin and New York: Springer.

Surminski, S. (2012) 'The role of insurance risk transfer in encouraging climate investment in developing countries', in Vinales (ed.) Harnessing Foreign Investments for Environmental Protection Cambridge: Cambridge University Press.

Lopez, A. (2012) 'Regional Implications' in Booth, C., Hammond, F., Lamond, J. and  Proverbs, D. (ed.) Solutions to Climate Change Challenges in the Built Environment.London: Wiley-Blackwell.

Fung, C.F., Lopez, A. and New, M. (eds.) (2010) 'Modelling the Impact of Climate Change on Water Resources', Wiley-Blackwell, ISBN 978-1-4051-9671-0. 

Church, J., Rayner, R.F. et al (2010) Sea-level rise and variability: Synthesis and outlook for the future. In 'Understanding sea-level rise and variability'. Church, J.A.,   Woodworth, P.L., Aarup, T. and Wilson, W.S. (ed.) Blackwell Publishing.

Rayner, R.F. and MacKenzie, B. (2010) A first order assessment of the impact of long-term trends in extreme sea levels on offshore structures and coastal refineries. In 'Understanding sea-level rise and variability'. Church, J.A., Woodworth, P.L., Aarup, T. and Wilson, W.S. (ed.) Blackwell Publishing.

Rayner, R.F. (2010) Incorporating climate change within asset management. In ‘Asset management – whole life management of physical assets’. Lloyd, C. (ed.) London, Thomas Telford Press, ISBN 978-0-7277-3653-6.

Barrieu, P. and Scaillet, O. (2010) A primer on weather derivatives. In 'Uncertainty and environmental decision making: a handbook of research and best practice'. Filar, J.A. and Haurie, A. (ed.) Springer, ISBN 978-1-4419-1128-5.

Barrieu, P. (with Tobelem, S.) Asset allocation under model risk. In: The Risk Modeling Evaluation Handbook  Gregoriou, Greg N., Hoppe, Christian and When, Carsten S. (ed.) MacGraw-Hill, 2010.  

Tobelem, S. and Barrieu, P. (2010) Robust asset allocation under model risk. In 'Alternative Investments and Strategies'.  Kiesel, R., Scherer, M. and Zagst, R. (ed.) World Scientific. ISBN 978-9814280105.

Maruri-Aguilar, H. and Wynn, H.P. (2010) Generalised design: interpolation and statistical modelling over varieties. In 'Algebraic and geometric methods in statistics' 159-173. Gibilisco, P., Riccomagno, E., Rogantin, M.P. and  Wynn, H.P. (ed.)Cambridge University Press. ISBN 978-0521896191.

Church, J., Rayner, R.F. et al (2010) Sea-level rise and variability: synthesis and outlook for the future. In 'Understanding sea-level rise and variability'.  Church, J.A., Woodworth, P.L., Aarup, T. and Wilson, W.S. (ed.) Blackwell Publishing, ISBN 978-1333334524.

Rayner, R.F. and MacKenzie, B. (2010) A first order assessment of the impact of long-term trends in extreme sea levels on offshore structures and coastal refineries. In 'Understanding sea-level rise and variability'. Church, J.A., Woodworth, P.L., Aarup, T. and Wilson, W.S. (ed.) Blackwell Publishing, ISBN 978-1333334524.

Rayner, R.F. (2010) Incorporating climate change within asset management. In 'Asset management - whole life management of physical assets'. Lloyd, C. (ed.) London, Thomas Telford Press, ISBN 978-0-7277-3653-6.

Caines, P.E., Deardon, R. and Wynn, H.P. (2009) Bayes nets of time series: stochastic realizations and projections. In 'Optimal Design and Related Areas in Optimization and Statistics'. Pronzato, L. and Zhigljavsky, A. (ed.) Optimization and its Applications, Volume 28. Springer, New York. ISBN 978-0-387-79935-3. 

Giovagnoli, A., Marzialetti, J. and Wynn, H.P. (2009) Bivariate dependence orderings for unordered categorical variables. In 'Optimal Design and Related Areas in Optimization and Statistics'. Pronzato, L. and Zhigljavsky, A. (ed.) Optimization and its Applications, Volume 28. Springer, New York. ISBN 978-0-387-79935-3. 

Pronzato, L., Wynn, H.P. and Zhigljavsky, A. (2009) A dynamical-system analysis of the optimum s-gradient algorithm. In 'Optimal Design and Related Areas in Optimization and Statistics'. Pronzato, L. and Zhigljavsky, A. (ed.) Optimization and its Applications, Volume 28. Springer, New York. ISBN 978-0-387-79935-3. 

Haycroft, R., Pronzato, L., Wynn, H.P. and Zhigljavsky, A. (2009) Studying convergence of garient algorithms via optimal experimental design theory. 'Optimal Design and Related Areas in Optimization and Statistics'. Pronzato, L. and Zhigljavsky, A. (ed.). Optimization and its Applications, Volume 28. Springer, New York.ISBN 978-0-387-79935-3. 

Barrieu, P. and El Karoui, N. (2008) Pricing, hedging and optimally designing derivatives via minimization of risk measures. In 'Indifference pricing: theory and applications'.  Carmona, R. (ed.) Princeton University Press, Princeton, USA, ISBN 978-0-691-13883-1.

Smith, L.A. (2007) A Very Short Introduction to Chaos, Oxford University Press. A contribution to the OUP "A Very Short Introduction" series, focused on chaos and prediction.

Caines, P.E. and Wynn, H.P. (2007) An algebraic framework for a Bayes nets of time series. In Modelling, Estimation and Control (G Picci, festschift). Lecture Notes in Control and Information Sciences. Springer, New York, Volume 364/2007, 45-56.

Barrieu, P. and Bellamy, N. (2005) Impact of a market crisis on real options. In 'Exotic option pricing and advanced Lévy models. Kyprianou, A.E., Schoutens, W. and Wilmott., P. (ed.) Wiley Finance, London, UK. ISBN 978-0470016848.

Dischel, R.S. and Barrieu, P. (2002) Financial weather contracts and their application in risk management. In 'Climate risk and the weather market: financial risk management with weather hedges'. Dischel, R.S. (ed.) Risk Books, London, UK, pp. 25-42. ISBN 978-899332-52-6.  

Barrieu, P. (2003) Gestion du risque climatique à l'aide de contrats financiers: l'expérience Américaine. In 'La réassurance: Approche technique', Economica, Paris. ISBN 978-2717845334.

Pronzato, L., Wynn, H.P. and Zhigljavsky, A. (2001) Some convergence properties of the steepest descent algorithm revealed by renormalisation. in: Advances in convex analysis and global optimization, (ser. Nonconvex Optim. Appl., 54) Kluwer Academic Publishers, Dordrecht, 459-471.

 

Book Reviews

'Feeding Frenzy is short of juice' in the Times Higher Education Supplement, Aug 18, 2000. A review of The Predictors by Bass, Thomas A.

'Rough Survey of how ticks all add up' in the Times Higher Education Supplement textbook guide, May 26, 2000. A review of Econophysics by Mantegna, R. and Stanley, H.E.

Conference and Workshop Proceedings

Broecker, J. (2005) On comparing nonlinear filtering algorithms NOLTA 2005, Bruges, Belgium. Abstract.

Merkwirth, C., Bröcker, J., Wichard, J. and Ogorzalek, M. (2005) Can DT-CNN Classifiers Outperform SVM's? NOLTA 2005, Bruges, Belgium. Abstract.

Kilminster, D., Clarke, L., Bröcker, J., Roulston, M., Ziemann, C. and Smith, L.A. (2004) From MOS to eMOS: Generalising Model Output Statistics For Full Ensemble Forecasts. THORPEX Int. Sci. Symp., Montreal. Abstract.

Operational Weather Risk Workshop: 'Operational Approaches to Managing Weather Risk: from Hours to Decades'. CATS, London School of Economics, 2004.

Encyclopaedia Entries and Technical Reports

Suminski, S., Lopez, A., Birkmann, J. and Welle, T. (2012) 'Current knowledge on relevant methodologies and data requirements as well as lessons learned and gaps identified at different levels, in assessing the risk of loss and damage associated with the adverse effects of climate change' UNFCCC Technical Report.

Lopez, A. (2012) ‘Chapter 1: Understanding Flood Hazard’ in Jha, A., Bloch, R. and  Lamond, J. (ed.) , Washington D.C. A World Bank Report, Washington D.C.

Arthur Petersen was co-editor on the PBL report  'Assessing an IPCC assessment: an analysis of statements on projected regional impacts in the 2007 report', published on 5 July 2010.  

Smith, L.A. (2002) Predictability and Chaos in Encyclopedia of Atmospheric SciencesHolton, J., Pyle, J. and Curry, J. (ed.) pg 1777-1785. Academic Press.

Roulston, M.S., Ziehmann, C. and Smith, L.A. (2001) A forecast reliability index from ensembles: a comparison of methods, Technical Report prepared for Deutscher Wetterdienst.

Smith, L.A., Roulston, M. and von Hardenburg, J. (2001) End to end ensemble forecasting: towards evaluating the economic value of the Ensemble Prediction System, Technical Memorandum 336 29 pp. European Centre for Medium Range Weather Forecasts, Shinfield Road, Reading, UK.

Correspondence Published

Interview with David Stainforth in The Reasoner: Volume 7, Number 2, February 2013.

Smith, L.A. and Stainforth, D.A. (2012) Clarify the limits of climate models, in Nature Vol. 489.