Fuzzy Fractional Brownian Motion: Review and Extension

Georgy Urumov, Panagiotis Chountas and Thierry Chaussalet 2024. Fuzzy Fractional Brownian Motion: Review and Extension. Algorithms. 17 (7) 289. https://doi.org/10.3390/a17070289

TitleFuzzy Fractional Brownian Motion: Review and Extension
TypeJournal article
AuthorsGeorgy Urumov, Panagiotis Chountas and Thierry Chaussalet
Abstract

In traditional finance, option prices are typically calculated using crisp sets of variables. However, as reported in the literature novel, these parameters possess a degree of fuzziness or uncertainty. This allows participants to estimate option prices based on their risk preferences and beliefs, considering a range of possible values for the parameters. This paper presents a comprehensive review of existing work on fuzzy fractional Brownian motion and proposes an extension in the context of financial option pricing. In this paper, we define a unified framework combining fractional Brownian motion with fuzzy processes, creating a joint product measure space that captures both randomness and fuzziness. The approach allows for the consideration of individual risk preferences and beliefs about parameter uncertainties. By extending Merton’s jump-diffusion model to include fuzzy fractional Brownian motion, this paper addresses the modelling needs of hybrid systems with uncertain variables. The proposed model, which includes fuzzy Poisson processes and fuzzy volatility, demonstrates advantageous properties such as long-range dependence and self-similarity, providing a robust tool for modelling financial markets. By incorporating fuzzy numbers and the belief degree, this approach provides a more flexible framework for practitioners to make their investment decisions

Article number289
JournalAlgorithms
Journal citation17 (7)
ISSN1999-4893
Year2024
PublisherMDPI
Publisher's version
License
CC BY 4.0
File Access Level
Open (open metadata and files)
Digital Object Identifier (DOI)https://doi.org/10.3390/a17070289
Web address (URL)https://doi.org/10.3390/a17070289
Publication dates
Published01 Jul 2024

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Healthcare planning: the simulation perspective
Virtue, A., Chaussalet, T.J. and Kelly, J. 2012. Healthcare planning: the simulation perspective. Operational research society simulation workshop 2012 (SW12). Worcestershire, England 27th - 28th March 2012

Using data mining and simulation for health system understanding and capacity planning: an application to urgent care
Tadjer, M., Chaussalet, T.J., Fouladinajed, F. and Chahed, S. 2012. Using data mining and simulation for health system understanding and capacity planning: an application to urgent care. High Tech Human Touch: Proceedings of the 38th ORAHS conference. University of Twente, The Netherlands. 16-20 July 2012

A risk analysis method for assessing risks based on interval-valued fuzzy number
Rathi, M. and Chaussalet, T.J. 2012. A risk analysis method for assessing risks based on interval-valued fuzzy number. in: 2012 IEEE International conference on computational intelligence and computing research (ICCIC), 18-20 December 2012, Coimbatore, India IEEE .

Predicting hospital resource utilization: a fuzzy regression approach
Rathi, M. and Chaussalet, T.J. 2012. Predicting hospital resource utilization: a fuzzy regression approach. High Tech Human Touch: Proceedings of the 38th ORAHS conference. University of Twente, The Netherlands. 16-20 July 2012

Nonparametric smoothing of the impact of climate change for some selected diseases: a case study for Greater London
Islam, M., Chaussalet, T.J., Ozkan, N. and Demir, E. 2012. Nonparametric smoothing of the impact of climate change for some selected diseases: a case study for Greater London. High Tech Human Touch: Proceedings of the 38th ORAHS conference. University of Twente, The Netherlands. 16-20 July 2012

Profiling hospitals based on emergency readmission: a multilevel transition modelling approach
Demir, E., Chaussalet, T.J., Adeyemi, S. and Toffa, S.E. 2012. Profiling hospitals based on emergency readmission: a multilevel transition modelling approach. Computer Methods and Programs in Biomedicine. 108 (2), pp. 487-499. https://doi.org/10.1016/j.cmpb.2011.03.003

A decision support tool for health service re-design
Demir, E., Chahed, S., Chaussalet, T.J., Toffa, S.E. and Fouladinajed, F. 2012. A decision support tool for health service re-design. Journal of Medical Systems. 36 (2), pp. 621-630. https://doi.org/10.1007/s10916-010-9526-8

How to predict high dependency cot demand in upcoming days
Dalton, S., Chahed, S. and Chaussalet, T.J. 2012. How to predict high dependency cot demand in upcoming days. ORAHS 2012 Conference: High Tech Human Touch. University of Twente Enschede, The Netherlands 15-20 July 2012

Capturing the readmission process: focus on time window
Demir, E. and Chaussalet, T.J. 2011. Capturing the readmission process: focus on time window. Journal of Applied Statistics. 38 (5), pp. 951-960. https://doi.org/10.1080/02664761003692415

An overflow loss network model for capacity planning of a perinatal network
Asaduzzaman, M. and Chaussalet, T.J. 2011. An overflow loss network model for capacity planning of a perinatal network. Journal of the Royal Statistical Society: Series A. 174 (2), pp. 403-417. https://doi.org/10.1111/j.1467-985X.2010.00669.x

The notion of H-IFS: an approach for enhancing the OLAP capabilities in oracle10g
Chountas, P., Rogova, E. and Atanassov, K.T. 2011. The notion of H-IFS: an approach for enhancing the OLAP capabilities in oracle10g. International Journal of Intelligent Systems. 26 (3), pp. 262-283. https://doi.org/10.1002/int.20466

Intuitionistic fuzzy XML query matching
Chountas, P., Alzebdi, M. and Atanassov, K. 2011. Intuitionistic fuzzy XML query matching. 9th International Conference, FQAS 2011. Ghent, Belgium 26 Oct 2011 Springer. https://doi.org/10.1007/978-3-642-24764-4_27

A generalized net with an ACO-algorithm optimization component
Chountas, P., Atanassova, V., Fidanova, S. and Atanassov, K.T. 2011. A generalized net with an ACO-algorithm optimization component. 8th International Conference, LSSC 2011. Sozopol, Bulgaria 06 Jun 2011 Springer. https://doi.org/10.1007/978-3-642-29843-1_21

Towards an optimal purchasing policy for nursing home placements in long-term care
Worrall, P. and Chaussalet, T.J. 2011. Towards an optimal purchasing policy for nursing home placements in long-term care. in: Operational Research Information National Health Policy: proceedings of the 37th ORAHS conference School of Mathematics, Cardiff University.

Development of a web-based system using the model view controller paradigm to facilitate regional long-term care planning
Worrall, P. and Chaussalet, T.J. 2011. Development of a web-based system using the model view controller paradigm to facilitate regional long-term care planning. in: Olive, M. and Solomonides, T. (ed.) Proceedings of CMBS: the 24th International Symposium on Computer-Based Medical Systems, June 27th – 30th, 2011, Bristol, United Kingdom IEEE .

A case study using simplified discrete-event simulation models as a tool to reconfigure health care services
Virtue, A., Chaussalet, T.J. and Kelly, J. 2011. A case study using simplified discrete-event simulation models as a tool to reconfigure health care services. in: Operational Research Information National Health Policy: proceedings of the 37th ORAHS conference School of Mathematics, Cardiff University.

Using simplified discrete-event simulation models for real world health care applications
Virtue, A., Chaussalet, T.J. and Kelly, J. 2011. Using simplified discrete-event simulation models for real world health care applications. in: Jain, S., Creasey, R.R., Himmelspach, J., White, K.P. and Fu, M. (ed.) Proceedings of the 2011 Winter Simulation Conference WSC.

Towards a full implementation of collaborative care plan. OR Informing National Health Policy
Tadjer, M., Chaussalet, T.J., Fouladinejad, F., Chahed, S., Saiyed, S., Redzanovic, S. and Fouladinajed, F. 2011. Towards a full implementation of collaborative care plan. OR Informing National Health Policy. in: Operational Research Information National Health Policy: proceedings of the 37th ORAHS conference School of Mathematics, Cardiff University.

Data warehousing based architecture for the reporting of the NHS primary care prescribing
Redzanovic, S., Chountas, P., Chaussalet, T.J., Fouladinejad, F., Tadjer, M. and Fouladinajed, F. 2011. Data warehousing based architecture for the reporting of the NHS primary care prescribing. in: Olive, M. and Solomonides, T. (ed.) Proceedings of CMBS: the 24th International Symposium on Computer-Based Medical Systems, June 27th – 30th, 2011, Bristol, United Kingdom IEEE .

Exploring the effect of temperature variations on unplanned asthma admissions
Islam, M.S., Chaussalet, T.J., Balta-Ozkan, N. and Demir, E. 2011. Exploring the effect of temperature variations on unplanned asthma admissions. in: Operational Research Information National Health Policy: proceedings of the 37th ORAHS conference School of Mathematics, Cardiff University. pp. 74-88

The impact of temperature disparity on emergency readmissions and patient flows
Islam, M.S., Chaussalet, T.J., Balta-Ozkan, N., Chahed, S., Demir, E. and Sarran, C. 2011. The impact of temperature disparity on emergency readmissions and patient flows. in: Olive, M. and Solomonides, T. (ed.) Proceedings of CMBS: the 24th International Symposium on Computer-Based Medical Systems, June 27th – 30th, 2011, Bristol, United Kingdom IEEE .

Modelling high dependency care in the local neonatal unit
Dalton, S. and Chaussalet, T.J. 2011. Modelling high dependency care in the local neonatal unit. in: Operational Research Information National Health Policy: proceedings of the 37th ORAHS conference Cardiff School of Mathematics, Cardiff University.

Temporal conflict in workflow schemas
Chountas, P. and Petrounias, I. 2011. Temporal conflict in workflow schemas. Journal of Computational Methods in Sciences and Engineering. 11 (4), pp. 193-207. https://doi.org/10.3233/JCM-2011-0365

An IFTr approach to approximate XML query matching
Alzebdi, M., Chountas, P. and Atanassov, K.T. 2011. An IFTr approach to approximate XML query matching. in: 2011 IEEE International Conference on Systems, Man, and Cybernetics (SMC) IEEE . pp. 2425-2430

Nonproportional random effects modelling of a neonatal unit operational patient pathways
Adeyemi, S., Chaussalet, T.J. and Demir, E. 2011. Nonproportional random effects modelling of a neonatal unit operational patient pathways. Statistical Methods and Applications. 20 (4), pp. 507-518. https://doi.org/10.1007/s10260-011-0174-z

Measuring and modelling occupancy time in NHS continuing healthcare
Chahed, S., Demir, E., Chaussalet, T.J., Millard, P.H. and Toffa, S.E. 2011. Measuring and modelling occupancy time in NHS continuing healthcare. BMC Health Services Research. 11 (155), p. 1. https://doi.org/10.1186/1472-6963-11-155

Editorial: IMA Health 2010
Vasilakis, C., Chaussalet, T.J. and Baker, R.D. 2011. Editorial: IMA Health 2010. Health Care Management Science. 14 (3), pp. 213-214. https://doi.org/10.1007/s10729-011-9174-7

A loss network model with overflow for capacity planning of a neonatal unit
Asaduzzaman, M., Chaussalet, T.J. and Robertson, N.J. 2010. A loss network model with overflow for capacity planning of a neonatal unit. Annals of Operations Research. 178 (1), pp. 67-76. https://doi.org/10.1007/s10479-009-0548-x

Random effects models for operational patient pathways
Adeyemi, S., Chaussalet, T.J., Xie, H. and Assaduzzman, M. 2010. Random effects models for operational patient pathways. Journal of Applied Statistics. 37 (4), pp. 691-701. https://doi.org/10.1080/02664760902873951

Expressing hierarchical preferences in OLAP queries
Chountas, P., Rogova, E. and Atanassov, K.T. 2010. Expressing hierarchical preferences in OLAP queries. in: Kacprzyk, J., Petry, F.E. and Yazici, A. (ed.) Uncertainty approaches for spatial data modeling and processing Berlin Heidelberg Springer.

Enhancing DWH models with the utilisation of multiple hierarchical schemata
Alzebdi, M., Chountas, P. and Atanassov, K.T. 2010. Enhancing DWH models with the utilisation of multiple hierarchical schemata. in: Proceeding of the 2010 IEEE International Conference on Systems Man and Cybernetics (SMC), Istanbul, 10-13 Oct. 2010 IEEE . pp. 488-492

Analysis of variability in neonatal care units: a retrospective analysis
Adeyemi, S., Demir, E., Chahed, S. and Chaussalet, T.J. 2010. Analysis of variability in neonatal care units: a retrospective analysis. in: IEEE Workshop on Health Care Management (WHCM), Venice, 18-20 February 2010 IEEE . pp. 1-6

Towards effective capacity planning in a perinatal network centre
Asaduzzaman, M., Chaussalet, T.J., Adeyemi, S., Chahed, S., Hawdon, J., Wood, D. and Robertson, N.J. 2010. Towards effective capacity planning in a perinatal network centre. Archives of Disease in Childhood. Fetal and Neonatal Edition. 95 (4), pp. F283-F287. https://doi.org/10.1136/adc.2009.161661

A Grid implementation for profiling hospitals based on patient readmissions
Demir, E., Chaussalet, T.J., Weingarten, N. and Kiss, T. 2009. A Grid implementation for profiling hospitals based on patient readmissions. in: McClean, S.I., Millard, P.H., El-Darzi, E. and Nugent, C. (ed.) Intelligent patient management Springer.

A systematic approach in defining readmission
Demir, E. and Chaussalet, T.J. 2009. A systematic approach in defining readmission. in: Proceedings of the 22nd IEEE International Symposium on Computer-Based Medical Systems (CBMS 2009) IEEE . pp. 1-7

Enhancing OLAP querying with the aid of H-IFS
Chountas, P., Rogova, E. and Atanassov, K.T. 2009. Enhancing OLAP querying with the aid of H-IFS. International Fuzzy Systems Association World Congress and 2009 European Society of Fuzzy Logic and Technology Conference. Lisbon, Portugal 20th - 24th July 2009 pp. 1797-1802

The analyses of individual patient pathways: investigating regional variation in COPD readmissions
Adeyemi, S., Chaussalet, T.J., Xie, H. and Asaduzzaman, M. 2009. The analyses of individual patient pathways: investigating regional variation in COPD readmissions. in: Sakalauskas, L., Skiadas, C. and Zavadskas, E.K. (ed.) Proceedings of the 13th International Conference "Applied Stochastic Models and Data Analysis", ASMDA 2009, 30 June – 3 July 2009, Vilnius, Lithuania ASMDA. pp. 316-319

Models for extracting information on patient pathways
Adeyemi, S. and Chaussalet, T.J. 2009. Models for extracting information on patient pathways. in: McClean, S.I., Millard, P.H., El-Darzi, E. and Nugent, C. (ed.) Intelligent patient management Springer.

Editorial: Applying mathematics to problems in health care: a call to pencils
Utley, M., Chaussalet, T.J. and Baker, R.D. 2009. Editorial: Applying mathematics to problems in health care: a call to pencils. IMA Journal of Management Mathematics. 20 (4), pp. 323-323. https://doi.org/10.1093/imaman/dpn036

Modelling risk of readmission with phase-type distribution and transition models
Demir, E., Chaussalet, T.J., Xie, H. and Millard, P.H. 2009. Modelling risk of readmission with phase-type distribution and transition models. IMA Journal of Management Mathematics. 20 (4), pp. 357-367. https://doi.org/10.1093/imaman/dpn032

Emergency readmission criterion: a technique for determining emergency readmission time window
Demir, E., Chaussalet, T.J., Xie, H. and Millard, P.H. 2008. Emergency readmission criterion: a technique for determining emergency readmission time window. IEEE Transactions on Information Technology in Biomedicine. 12 (5), pp. 644-649. https://doi.org/10.1109/TITB.2007.911311

A decision support system for measuring and modelling the multi-phase nature of patient flow in hospitals
Vasilakis, C., El-Darzi, E. and Chountas, P. 2008. A decision support system for measuring and modelling the multi-phase nature of patient flow in hospitals. in: Chountas, P., Petrounias, I. and Kacprzyk, J. (ed.) Intelligent techniques and tools for novel system architectures Berlin Heidelberg Springer.

The notion of H-IFS in data modelling
Rogova, E., Chountas, P. and Atanassov, K.T. 2008. The notion of H-IFS in data modelling. in: IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2008) (IEEE World Congress on Computational Intelligence) IEEE . pp. 1399-1405

Representation of value imperfection with the aid of background knowledge: H-IFS
Kolev, B., Chountas, P., Rogova, E. and Atanassov, K.T. 2008. Representation of value imperfection with the aid of background knowledge: H-IFS. in: Chountas, P., Petrounias, I. and Kacprzyk, J. (ed.) Intelligent techniques and tools for novel system architectures Springer.

The notion of H-IFS -an approach for enhancing query capabilities in Oracle10g
Chountas, P., Rogova, E., Mohammed, S. and Atanassov, K.T. 2008. The notion of H-IFS -an approach for enhancing query capabilities in Oracle10g. in: Proceedings of the 4th International IEEE Conference on Intelligent Systems IS'08. Varna, Bulgaria, September, 6-8 2008 Los Alamitos, USA IEEE . pp. 569-574

Modelling and performance measure of a perinatal network centre in the United Kingdom
Asaduzzaman, M. and Chaussalet, T.J. 2008. Modelling and performance measure of a perinatal network centre in the United Kingdom. in: Proceedings of the 21st IEEE International Symposium on Computer-Based Medical Systems, IEEE CBMS 2008, Jyväskylä, 17-19 June 2008 Los Alamitos, USA IEEE . pp. 506-511

A random effects sensitivity analysis for patient pathways model
Adeyemi, S. and Chaussalet, T.J. 2008. A random effects sensitivity analysis for patient pathways model. in: Proceedings of the 21st IEEE International Symposium on Computer-Based Medical Systems, IEEE CBMS 2008, Jyväskylä, 17-19 June 2008 Los Alamitos, USA IEEE . pp. 536-538

Applying data mining algorithms to inpatient dataset with missing values
Liu, P., El-Darzi, E., Lei, L., Vasilakis, C., Chountas, P. and Huang, W. 2008. Applying data mining algorithms to inpatient dataset with missing values. Journal of Enterprise Information Management. 21 (1), pp. 81-92. https://doi.org/10.1108/17410390810842273

Balancing the NHS balanced scorecard!
Patel, B., Chaussalet, T.J. and Millard, P.H. 2008. Balancing the NHS balanced scorecard! European Journal of Operational Research. 185 (3), pp. 905-914. https://doi.org/10.1016/j.ejor.2006.02.056

Editorial: IMA Health 2007
Baker, R.D., Chaussalet, T.J. and Utley, M. 2008. Editorial: IMA Health 2007. Health Care Management Science. 11 (2), pp. 87-88. https://doi.org/10.1007/s10729-008-9065-8

An objective method for bed capacity planning in a hospital department - a comparison with target ratio methods.
Nguyen, J.M., Six, P., Chaussalet, T.J., Antonioli, D., Lombrail, P. and Le Beux, P. 2007. An objective method for bed capacity planning in a hospital department - a comparison with target ratio methods. Methods of Information in Medicine. 46 (4), pp. 399-405. https://doi.org/10.1160/me0385

A semi-open queueing network approach to the analysis of patient flow in healthcare systems
Xie, H., Chaussalet, T.J. and Rees, M. 2007. A semi-open queueing network approach to the analysis of patient flow in healthcare systems. in: Proceedings of the 20th IEEE International Symposium on Computer-Based Medical Systems. IEEE CBMS 2007, Maribor, Slovenia, 20-22 June 2007 Los Alamitos, USA IEEE . pp. 719-724

Generalized Net Model for Outpatient Care in Bulgaria
Tasseva, V., Peneva, D., Atanassov, K.T., El-Darzi, E., Chountas, P. and Vasilakis, C. 2007. Generalized Net Model for Outpatient Care in Bulgaria. in: Proc of Twentieth IEEE International Symposium on Computer-Based Medical Systems, 2007. CBMS '07. IEEE . pp. 701

Flexible hierarchies and fuzzy knowledge-based OLAP
Rogova, E., Chountas, P. and Atanassov, K.T. 2007. Flexible hierarchies and fuzzy knowledge-based OLAP. in: Proc. of Fourth International Conference on Fuzzy Systems and Knowledge Discovery, 2007. FSKD 2007. IEEE . pp. 7-11

On imprecision intuitionistic fuzzy sets & OLAP - the case for KNOLAP
Rogova, E. and Chountas, P. 2007. On imprecision intuitionistic fuzzy sets & OLAP - the case for KNOLAP. in: Castillo, O., Patricia Melin, B., Pedryczev, W. and Kacprzyk, J. (ed.) Theoretical Advances and Applications of Fuzzy Logic and Soft Computing Berlin and Heidelberg GmbH & Co. KG Springer. pp. 11-22

Determining readmission time window using mixture of generalised Erlang distribution
Demir, E., Chaussalet, T.J. and Xie, H. 2007. Determining readmission time window using mixture of generalised Erlang distribution. in: Proceedings of the 20th IEEE International Symposium on Computer-Based Medical Systems. IEEE CBMS 2007, Maribor, Slovenia, 20-22 June 2007 Los Alamitos, USA IEEE . pp. 21-26

Developing an application of an accident and emergency patient simulation modelling using an interactive framework
Codrington-Virtue, A., Chaussalet, T.J., Whittlestone, P. and Kelly, J. 2007. Developing an application of an accident and emergency patient simulation modelling using an interactive framework. in: Brailsford, S. and Harper, P.R. (ed.) Operational research for health policy: making better decisions: proceedings of the 31st Annual Conference of the European Working Group on Operational Research Applied to Health Services Oxford ; New York Peter Lang. pp. 61-76

Patients flow: a mixed-effects modelling approach to predicting discharge probabilities
Adeyemi, S., Chaussalet, T.J., Xie, H. and Millard, P.H. 2007. Patients flow: a mixed-effects modelling approach to predicting discharge probabilities. in: Proceedings of the 20th IEEE International Symposium on Computer-Based Medical Systems. IEEE CBMS 2007, Maribor, Slovenia, 20-22 June 2007 Los Alamitos, USA IEEE . pp. 725-730

A simple graphical decision aid for the placement of elderly people in long-term care
Xie, H., Chaussalet, T.J., Thompson, W.A. and Millard, P.H. 2007. A simple graphical decision aid for the placement of elderly people in long-term care. Journal of the Operational Research Society. 58 (4), pp. 446-453. https://doi.org/10.1057/palgrave.jors.2602179

The ICMCC second conference on "Medical and Care Compunetics"
Chaussalet, T.J. and Bos, L. 2006. The ICMCC second conference on "Medical and Care Compunetics". International Journal of Medical Informatics. 75 (9), pp. vii-viii. https://doi.org/10.1016/S1386-5056(06)00188-2

A model-based approach to the analysis of patterns of length of stay in institutional long-term care
Xie, H., Chaussalet, T.J. and Millard, P.H. 2006. A model-based approach to the analysis of patterns of length of stay in institutional long-term care. IEEE Transactions on Information Technology in Biomedicine. 10 (3), pp. 512-518. https://doi.org/10.1109/TITB.2005.863820

An OLAP-enabled software environment for modelling patient flow
Vasilakis, C., El-Darzi, E. and Chountas, P. 2006. An OLAP-enabled software environment for modelling patient flow. in: Proceedings of the 3rd International IEEE Conference on Intelligent Systems Los Alamitos, USA IEEE . pp. 261-266

Agent-based models for community care systems analysis and design
Huang, W., El-Darzi, E., Chountas, P. and Liu, P. 2006. Agent-based models for community care systems analysis and design. in: Proceedings of the 3rd IEEE International Conference on Intelligent Systems (IS-2006) Los Alamitos, USA IEEE . pp. 278-283

A method for determining an emergency readmission time window for better patient management
Demir, E., Chaussalet, T.J., Xie, H. and Millard, P.H. 2006. A method for determining an emergency readmission time window for better patient management. in: Lee, D.J., Nutter, B., Antani, S., Mitra, S. and Archibald, J. (ed.) Nineteenth IEEE International Symposium on Computer-Based Medical Systems: 22-23 June June 2006, Salt Lake City, Utah. Proceedings Las Alamitos, USA IEEE . pp. 789-793

A system for patient management based discrete-event simulation and hierarchical clustering
Codrington-Virtue, A., Chaussalet, T.J., Millard, P.H., Whittlestone, P. and Kelly, J. 2006. A system for patient management based discrete-event simulation and hierarchical clustering. in: Lee, D.J., Nutter, B., Antani, S., Mitra, S. and Archibald, J. (ed.) Nineteenth IEEE International Symposium on Computer-Based Medical Systems: 22-23 June 2006, Salt Lake City, Utah. Proceedings Las Alamitos, USA IEEE . pp. 800-804

A closed queueing network approach to the analysis of patient flow in health care systems
Chaussalet, T.J., Xie, H. and Millard, P.H. 2006. A closed queueing network approach to the analysis of patient flow in health care systems. Methods of Information in Medicine. 45 (5), pp. 492-497.

Generalized net model of an expert system with temporal components
Atanassov, K.T., Chountas, P., Kolev, B. and Sotirova, E. 2006. Generalized net model of an expert system with temporal components. Advanced Studies in Contemporary Mathematics. 12 (2), pp. 255-289.

A software tool to aid long-term care budget planning at local authority level
Xie, H., Chaussalet, T.J., Toffa, S.E. and Crowther, P. 2006. A software tool to aid long-term care budget planning at local authority level. International Journal of Medical Informatics. 75 (9), pp. 664-670. https://doi.org/10.1016/j.ijmedinf.2006.04.009

Six methodological steps to build medical data warehouses for research
Szirbik, N., Pelletier, C. and Chaussalet, T.J. 2006. Six methodological steps to build medical data warehouses for research. International Journal of Medical Informatics. 75 (9), pp. 683-691. https://doi.org/10.1016/j.ijmedinf.2006.04.003

On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care
Pelletier, C., Chaussalet, T.J. and Xie, H. 2005. On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care. IMA Journal of Management Mathematics. 16 (3), pp. 255-264. https://doi.org/10.1093/imaman/dpi021

A software tool to aid budget planning for long-term care at local authority level
Xie, H., Chaussalet, T.J., Toffa, S.E. and Crowther, P. 2005. A software tool to aid budget planning for long-term care at local authority level. in: Bos, L., Laxminarayan, S. and Marsh, A.J. (ed.) Medical and care compunetics 2 Oxford, UK IOS Press.

A tool for studying the effects of residents' attributes on patterns of length of stay in long-term care
Xie, H., Chaussalet, T.J. and Millard, P.H. 2005. A tool for studying the effects of residents' attributes on patterns of length of stay in long-term care. in: Tsymbal, A. and Cunningham, P. (ed.) Proceedings of the 18th IEEE Symposium on Computer-Based Medical Systems: 23-25 June 2005, Dublin, Ireland USA IEEE . pp. 473-478

Generalized net model with intuitionistic fuzzy estimations of the process of obtaining of scientific titles and degrees
Shannon, A., Riecan, B., Langova-Orozova, D., El-Darzi, E., Kerre, E., Sotirova, E., Gorunescu, F., Petrounias, I., Trelewicz, J., Atanassov, K.T., Krawczak, M., Chountas, P., Melo-Pinto, P., Georgiev, P., Kim, T. and Tasseva, V. 2005. Generalized net model with intuitionistic fuzzy estimations of the process of obtaining of scientific titles and degrees. Notes on Intuitionistic Fuzzy Sets. 11, pp. 95-114.

Intuitionistic fuzzy generalised nets in modelling web usage patterns indentification
Petrounias, I., Tseng, A., Chountas, P., El-Darzi, E. and Kodogiannis, V. 2005. Intuitionistic fuzzy generalised nets in modelling web usage patterns indentification. Notes on Intuitionistic Fuzzy Sets. 11 (4), pp. 123-129.

Crossing heterogeneous information sources for better analysis in long term care for elderly people
Pelletier, C., Szirbik, N. and Chaussalet, T.J. 2005. Crossing heterogeneous information sources for better analysis in long term care for elderly people. in: Bos, L., Laxminarayan, S. and Marsh, A.J. (ed.) Medical and care compunetics 2 Oxford, UK IOS Press.

A feature selection procedure and its application in health care
Liu, P., El-Darzi, E., Vasilakis, C., Chountas, P., Huang, W. and Zhu, J. 2005. A feature selection procedure and its application in health care. Craiova Medical Journal.

An analysis of missing data treatment methods and their application to health care dataset
Liu, P., El-Darzi, E., Lei, L., Vasilakis, C., Chountas, P. and Huang, W. 2005. An analysis of missing data treatment methods and their application to health care dataset. in: Li, X., Wang, S. and Dong, Z.Y. (ed.) Advanced Data Mining and Applications: First International Conference, ADMA 2005, Wuhan, China, July 22-24, 2005: proceedings Berlin, Germany Springer.

An application of intuitionistic fuzzy relational databases in football match result predictions
Kolev, B., Chountas, P., Petrounias, I. and Kodogiannis, V. 2005. An application of intuitionistic fuzzy relational databases in football match result predictions. in: Reusch, B. (ed.) Computational intelligence, theory and applications: International Conference 8th Fuzzy Days in Dortmund, Germany, Sept. 29-Oct. 01, 2004, Proceedings Berlin, Germany Springer. pp. 281-289

Representing uncertainty and ignorance in probabilistic data using the intuitionistic fuzzy relational data model
Kolev, B., Chountas, P., Atanassov, K.T. and Petrounias, I. 2005. Representing uncertainty and ignorance in probabilistic data using the intuitionistic fuzzy relational data model. in: Atanassov, K.T., Kacprzyk, J., Krawczak, M. and Szmidt, E. (ed.) Issues in the representation and processing of uncertain and imprecise information Exit Academic Book Publishers. pp. 198-208

Identification of urinary tract infections using soft computing techniques
Kodogiannis, V., Wadge, E., Chountas, P. and Petrounias, I. 2005. Identification of urinary tract infections using soft computing techniques. Journal of Computational Methods in Sciences and Engineering. 5 (4), pp. 225-241.

Multi-lingual database querying and the atoms of language
Kapetanios, E. and Chountas, P. 2005. Multi-lingual database querying and the atoms of language. in: Montoyo, A., Munoz, R. and Metais, E. (ed.) Natural Language Processing and Information Systems: 10th International Conference on Applications of Natural Language to Information Systems, NLDB 2005, Alicante, Spain, June 15-17, 2005. Proceedings Berlin, Germany Springer.

MDDQL: an ontology driven, multi-lingual query language and system for an integrated view of heterogeneous data sources
Kapetanios, E. and Chountas, P. 2005. MDDQL: an ontology driven, multi-lingual query language and system for an integrated view of heterogeneous data sources. Semantic Technology Conference 2005. California, USA 07-10 Mar 2005

An interactive framework for developing simulation models of hospital accident and emergency services
Codrington-Virtue, A., Whittlestone, P., Kelly, J. and Chaussalet, T.J. 2005. An interactive framework for developing simulation models of hospital accident and emergency services. in: Bos, L., Laxminarayan, S. and Marsh, A.J. (ed.) Medical and care compunetics 2 Oxford, UK IOS Press.

Representation of factual and temporal unawareness in electronic patient records
Chountas, P., Petrounias, I., El-Darzi, E. and Kodogiannis, V. 2005. Representation of factual and temporal unawareness in electronic patient records. Journal of Computational Methods in Sciences and Engineering. 5 (4), pp. 243-261.

On probability, null values, intuitionistic fuzzy, and value imperfection
Chountas, P., Kodogiannis, V., Petrounias, I., Kolev, B. and Atanassov, K.T. 2005. On probability, null values, intuitionistic fuzzy, and value imperfection. in: Simos, T.E. and Maroulis, G. (ed.) International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004) Leiden, The Netherlands VSP.

A continuous time Markov model for the length of stay of elderly people in institutional long-term care
Xie, H., Chaussalet, T.J. and Millard, P.H. 2005. A continuous time Markov model for the length of stay of elderly people in institutional long-term care. Journal of the Royal Statistical Society: Series A. 168 (1), pp. 51-61. https://doi.org/10.1111/j.1467-985X.2004.00335.x

A framework for predicting gross institutional long-term care cost arising from known commitments at local authority level
Pelletier, C., Chaussalet, T.J. and Xie, H. 2005. A framework for predicting gross institutional long-term care cost arising from known commitments at local authority level. Journal of the Operational Research Society. 56 (2), pp. 144-152. https://doi.org/10.1057/palgrave.jors.2601892

A data warehouse environment for storing and analyzing simulation output data
Vasilakis, C., El-Darzi, E. and Chountas, P. 2004. A data warehouse environment for storing and analyzing simulation output data. in: Ingalls, R.G., Rossetti, M.D., Smith, J.S. and Peters, B.A. (ed.) Proceedings of the 2004 Winter Simulation Conference USA IEEE .

Distimulus chromatic measurement systems
Tomtsis, D., Kodogiannis, V. and Chountas, P. 2004. Distimulus chromatic measurement systems. WSEAS Transactions on Circuits and Systems. 2 (3), pp. 211-214.

An intuitionistic fuzzy component based appoach for identifying web usage patterns
Petrounias, I., Tseng, A., Kolev, B., Chountas, P. and Kodogiannis, V. 2004. An intuitionistic fuzzy component based appoach for identifying web usage patterns. in: Yager, R.R. and Sgurev, V.S. (ed.) 2nd IEEE International Conference on Intelligent Systems, 22-24 Jun 2004, Varna, Bulgaria: proceedings USA IEEE .

Comparative analysis of data mining algorithms for predicting inpatient length of stay
Liu, P., El-Darzi, E., Vasilakis, C., Chountas, P., Huang, W. and Lei, L. 2004. Comparative analysis of data mining algorithms for predicting inpatient length of stay. Pacific Asia Conference on Information Systems 2004. Bangkok, Thailand 07-10 Jul 2005

On uncertainty and data-warehouse design
Chountas, P., Petrounias, I., Vasilakis, C., Tseng, A., El-Darzi, E., Atanassov, K.T. and Kodogiannis, V. 2004. On uncertainty and data-warehouse design. in: Yakhno, T. (ed.) Advances in Information Systems: Third International Conference, ADVIS 2004, Izmir, Turkey, October 20-22, 2004: proceedings Berlin, Germany Springer.

Temporality and intuitionistic fuzzy data warehouses
Chountas, P., Petrounias, I., Vasilakis, C., El-Darzi, E., Tseng, A., Kolev, B., Kodogiannis, V. and Georgiev, P. 2004. Temporality and intuitionistic fuzzy data warehouses. Notes in Intuitionistic Fuzzy Sets. 10 (4), pp. 47-55.

Temporality and intuitionistic fuzzy data warehouses
Chountas, P., Petrounias, I., Vasilakis, C. and El-Darzi, E. 2004. Temporality and intuitionistic fuzzy data warehouses. Notes on Intuitionistic Fuzzy Sets. 10 (4), pp. 47-55.

Representing and querying temporal workflow schemas
Chountas, P., Petrounias, I., Al-Roki, H. and Kodogiannis, V. 2004. Representing and querying temporal workflow schemas. in: Haav, H.M. (ed.) Fifth International Baltic Workshop on Databases and Information Systems: databases and information systems Institute of Cybernetics at Tallinn Technical University. pp. 155-166

Development of a clinical data warehouse
Chountas, P. and Kodogiannis, V. 2004. Development of a clinical data warehouse. in: Desai, B.C. (ed.) IDEAS Workshop on Medical Information Systems: the digital hospital USA IEEE . pp. 8-14

Integrating data on the long-term care for elderly people from heterogeneous sources in support of research
Chaussalet, T.J. and Thompson, W.A. 2004. Integrating data on the long-term care for elderly people from heterogeneous sources in support of research. in: Proceedings of the 10th Mediterranean Conference of the International Federation for Medical and Biological Engineering (MEDICON 2004), Ischia, Italy, 31 Jul - 5 Aug 2004 Ghedimedia.

Data cube modelling and OLAP algebra for hospital length of stay analysis
Vasilakis, C., El-Darzi, E. and Chountas, P. 2003. Data cube modelling and OLAP algebra for hospital length of stay analysis. Craiova Medicala Journal: Proceedings of The 1st MEDINF International Conference on Medical Informatics & Engineering. 5 (3), pp. 509-512.

A complete framework for Web mining
Tseng, A., Petrounias, I. and Chountas, P. 2003. A complete framework for Web mining. in: IEEE International Conference on Systems, Man and Cybernetics, 2003 Los Alamitos, USA IEEE .

Representation and modelling of electronic patient records
Sivagurunathan, K., Chountas, P. and El-Darzi, E. 2003. Representation and modelling of electronic patient records. in: Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2003 (ICCMSE 2003): Kastoria, Greece, September 12-16 New Jersey, USA World Scientific Publishing. pp. 598-603

Constraint based web mining
Petrounias, I., Tseng, A. and Chountas, P. 2003. Constraint based web mining. in: Simos, T.E. (ed.) Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2003 (ICCMSE 2003): Kastoria, Greece, September 12-16 New Jersey, USA World Scientific Publishing. pp. 504-511

Time for a new approach for reporting herbal medicine adverse events?
Peters, D., Donaldson, J., Chaussalet, T.J., Toffa, S.E., Whitehouse, J., Carroll, D. and Barry, P. 2003. Time for a new approach for reporting herbal medicine adverse events? Journal of Alternative & Complementary Medicine. 9 (5), pp. 607-609.

Modelling survival in long term care of older people
Pelletier, C., Chaussalet, T.J. and Millard, P.H. 2003. Modelling survival in long term care of older people. 1st MEDINF International Conference on Medical Informatics and Engineering (MEDINF 2003). Craiova, Romania 06-09 Oct 2003

Intuitionistic fuzzy relational databases
Kolev, B. and Chountas, P. 2003. Intuitionistic fuzzy relational databases. Notes on Intuitionistic Fuzzy Sets. 9 (4), pp. 109-113.

Evolutionary computing techniques for diagnosis of urinary tract infections in vivo, using gas sensors
Kodogiannis, V., Pavlou, A.K., Chountas, P. and Turner, A.P.F. 2003. Evolutionary computing techniques for diagnosis of urinary tract infections in vivo, using gas sensors. in: Rutkowski, L. (ed.) Neural networks and soft computing: proceedings of the Sixth International Conference on Neural Networks and Soft Computing, Zakopane, Poland, June 11-15 Physica-Verlag.

A Generalized net, representing the functioning and the results of the work of Fuzzy Petri Nets
Gochev, V., Atanassov, K.T. and Chountas, P. 2003. A Generalized net, representing the functioning and the results of the work of Fuzzy Petri Nets. in: Jardim-Goncalves, R., Cha, J. and Steiger-Garcao, A. (ed.) Concurrent engineering--the vision for the future generation in research and applications: proceedings of the 10th ISPE International Conference on Concurrent Engineering, Research and Applications, 26-30 July 2003 Lisse, Netherlands A.A. Balkema. pp. 1009-1012

Generalized net with partial batch token movement
Georgiev, P. and Chountas, P. 2003. Generalized net with partial batch token movement. in: Jardim-Goncalves, R., Cha, J. and Steiger-Garcao, A. (ed.) Concurrent engineering--the vision for the future generation in research and applications: proceedings of the 10th ISPE International Conference on Concurrent Engineering, Research and Applications, 26-30 July 2003 Lisse, Netherlands A.A. Balkema. pp. 1005-1008

Data warehouses-TOLAP-decision making
Chountas, P., Vasilakis, C., El-Darzi, E., Petrounias, I. and Tseng, A. 2003. Data warehouses-TOLAP-decision making. in: IEEE International Conference on Systems, Man and Cybernetics, 2003 USA IEEE .

Temporal modelling in flexible workflow based environments
Chountas, P., Petrounias, I. and Kodogiannis, V. 2003. Temporal modelling in flexible workflow based environments. in: Yazici, A. (ed.) Computer and information sciences, ISCIS 2003: 18th International Symposium Antalya, Turkey, November 3-5 Berlin, Germany Springer. pp. 123-130

Modelling decisions of a multidisciplinary panel for admission to long-term care
Xie, H., Chaussalet, T.J., Thompson, W.A. and Millard, P.H. 2002. Modelling decisions of a multidisciplinary panel for admission to long-term care. Health Care Management Science. 5 (4), pp. 291-295. https://doi.org/10.1023/A:1020338308191

IFGNs in analysing transaction database systems with continuous deadlock detection
Kolev, B., Petrounias, I. and Chountas, P. 2002. IFGNs in analysing transaction database systems with continuous deadlock detection. Notes in Intuitionistic Fuzzy Sets. 8 (3), pp. 95-100.

Intelligent diagnosis of urinary tract infections in vivo, using electronic noses
Kodogiannis, V., Pavlou, A.K., Chountas, P. and Turner, A.P.F. 2002. Intelligent diagnosis of urinary tract infections in vivo, using electronic noses. in: Hamza, M.H. (ed.) Proceedings of the IASTED International Conference, Signal Processing, Pattern Recognition, and Application, June 25-28, 2002, Crete, Greece Calgary, Canada Acta Press. pp. 155-160

Electronic nose: clinical diagnosis based on soft computing methodologies
Kodogiannis, V., Chountas, P., Pavlou, A.K., Petrounias, I., Chowdrey, H.S. and Temponi, C. 2002. Electronic nose: clinical diagnosis based on soft computing methodologies. in: Proceedings of the IEEE International Symposium Intelligent Systems: Methodology, Models, Applications in Emerging Technologies IS2002, 10-12 Sept.2002, Varna, Bulgaria USA IEEE .

Representation of temporal unawareness
Chountas, P., Petrounias, I., Atanassov, K.T., Kodogiannis, V. and El-Darzi, E. 2002. Representation of temporal unawareness. in: Yakhno, T. (ed.) Advances in Information Systems: Second International Conference, ADVIS 2002, Izmir, Turkey, October 23-25 London, UK Springer.

Representation and querying of temporal conflict
Chountas, P., Petrounias, I., Atanassov, K.T., Kodogiannis, V. and El-Darzi, E. 2002. Representation and querying of temporal conflict. in: Troels, A. (ed.) Flexible query answering systems: 5th International Conference, FQAS 2002, Copenhagen, Denmark, October 2002 London, UK Springer.

Representing and querying temporal workflow schemas
Chountas, P., Petrounias, I., Al-Roki, H. and Kodogiannis, V. 2002. Representing and querying temporal workflow schemas. Notes in Intuitionistic Fuzzy Sets. 8 (3), pp. 57-65.

Data requirements in a model of the natural history of Alzheimer's disease
Chaussalet, T.J. and Thompson, W.A. 2001. Data requirements in a model of the natural history of Alzheimer's disease. Health Care Management Science. 4 (1), pp. 13-19. https://doi.org/10.1023/A:1009689329661

Subgroup analyses of cost of care in a Markov model of the natural history of Alzheimer's disease
Thompson, W.A. and Chaussalet, T.J. 2001. Subgroup analyses of cost of care in a Markov model of the natural history of Alzheimer's disease. in: Simulation in the Health and Medical Sciences 2001: Proceedings of the 2001 Western Multiconference, January 7-11 2001, Phoenix, Arizona California, USA Society for Computer Simulation. pp. 41-44

Electronic nose: clinical diagnosis based on soft computing methodologies
Kodogiannis, V., Chountas, P., Pavlou, A.K. and Chowdrey, H.S. 2001. Electronic nose: clinical diagnosis based on soft computing methodologies. in: 2002 First International IEEE Symposium "Intelligent Systems" proceedings: September 10-12, 2002, St. Constantine and Helena resort, Varna, Bulgaria USA IEEE . pp. 254-259

Virtual integration of temporal and conflicting information
Chountas, P. and Petrounias, I. 2001. Virtual integration of temporal and conflicting information. in: 2001 International Database Engineering & Applications Symposium: proceedings: 16-18 July, 2001, Grenoble, France California, USA IEEE . pp. 243-248

Precise enterprises and imprecise data
Chountas, P. and Petrounias, I. 2001. Precise enterprises and imprecise data. in: Barzdins, J. and Caplinskas, A. (ed.) Databases and information systems: Fourth International Baltic Workshop, Baltic DB&IS 2000, Vilnius, Lithuania, May 1-5, 2000 London, UK Kluwer Academic Publishers. pp. 57-68

Editorial: Modelling the process of care
Chaussalet, T.J. and El-Darzi, E. 2001. Editorial: Modelling the process of care. Health Care Management Science. 4 (1), p. 5. https://doi.org/10.1023/A:1009659711914

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