Mr Cameron Cornell
ARC Grant Funded Researcher (A)
School of Mathematical Sciences
College of Sciences
| Year | Citation |
|---|---|
| 2026 | Cornell, C., Mitchell, L., & Roughan, M. (2026). Enhancing causal discovery in financial networks with piecewise quantile regression. Physica A Statistical Mechanics and Its Applications, 684, 16 pages. |
| 2025 | Cornell, C., Mitchell, L., & Roughan, M. (2025). Vector autoregression in cryptocurrency markets: unraveling complex causal networks. JOURNAL OF COMPLEX NETWORKS, 13(4), 15 pages. |
| 2024 | Cornell, C., Mitchell, L., & Roughan, M. (2024). Rank is all you need: development and analysis of robust causal networks. Applied Network Science, 9(1), 27 pages. Scopus2 WoS2 |
| 2024 | Cornell, C., Dinh, N. T., & Pourmousavi, S. A. (2024). A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market. International Journal of Forecasting, 40(4), 1421-1437. Scopus18 WoS14 |
| Year | Citation |
|---|---|
| 2024 | Cornell, C., Mitchell, L., & Roughan, M. (2024). Rank Is All You Need: Robust Estimation of Complex Causal Networks. In Studies in Computational Intelligence Vol. 1143 SCI (pp. 468-482). Online: Springer Nature Switzerland. DOI Scopus1 WoS1 |
| Year | Citation |
|---|---|
| 2023 | Cornell, C., Dinh, N. T., & Pourmousavi, S. A. (2023). A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market.. |