| | |  | | | Robert Womersley | | | | Associate Professor | | | | Office | Room
3062 ,
The Red Centre | | Phone | 9385 7043 | | Fax | 9385 7123 | | Email | R.Womersley@unsw.edu.au |
| | RESEARCH INTERESTS | | |
- Optimization methods and applications
- Computational mathematics and high performance computing
- Mathematical finance
| | | | ADMINISTRATIVE DUTIES | | | | School Computing, Academic, Standing, Policy & Resources committees | | | | TEACHING DUTIES | | | | | | | RECENT GRANTS | | | - ARC Discovery Grant: B. Goldys and R. S. Womersley, "Market model of implied volatility", 2005 - 2007.
- ARC Discovery Grant: R. S. Womersley, "Approximation, cubature and point designs on spheres ", 2004 - 2006
| | | | SELECTED PUBLICATIONS | | | - E. Polak, J. O. Royset and R. S. Womersley, Algorithms with Adaptive Smoothing for Finite Min-max Problems, Journal of Optimization Theory and its Applications 119 (2003) 459-484.
- I. H. Sloan and R. S. Womersley, Extremal systems of points and numerical integration on the sphere, Advances in Computational Mathematics 21 (2004) 107-125.
- V. Jeyakumar, J. Ormerod and R. S. Womersley, Knowledge-based semi definite linear programming classifiers, Optimization Methods and Software 21, 5 (2006) 693-706.
- X. Chen and R. S. Womersley, Existence of solutions to systems of underdetermined equations and spherical designs, SIAM Journal on Numerical Analysis 44, 6 (2006) 2326 - 2341.
- E. Polak, R. S. Womersley and H. X. Yin, An algorithm based on active sets and smoothing for disctetised semi-infinite minimax problems, Journal of Optimization Theory and Applications, 138, 2 (2008) 311-328.
- F. Y. Kuo, W. T. M. Dunsmuir, I. H. Sloan, M. P. Wand and R. S. Womersley, Quasi-Monte Carlo for highly structured generalised response models, Methodology and Computing in Applied Probability 10, 2 (2008) 239 - 275.
- J. Evans, R. S. Womersley, D. Wong, and G. Woodbury, Operational Risks in Banks, JASSA The Finisa Journal of Applied Finance 2 (2008) 9 - 16.
| | | | FURTHER INFORMATION | | | |
More information on
Robert Womersley
can be obtained by looking at
his
personal web page
or by contacting
him directly.
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