FMC² Research Collection : [42 items]
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Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 42
Published DateTitleAuthor(s)
Sep-2014Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?Salvador, Enrique; Floros, Christos; Arago, Vicent
Jul-2016Foster-Hart optimal PortfoliosAnand, Abhinav; Li, Tiantian; Kurosaki, Tetsuo; Kim, Young Shin
1-Sep-2014Sovereign and Bank CDS Spreads: Two Sides of the Same Coin?Avino, Davide; Cotter, John
1-Dec-2014Anatomy of a Bail-inConlon, Thomas; Cotter, John
May-2015Performance of Utility Based HedgesCotter, John; Hanly, Jim
Jul-2012Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and BustCotter, John; Gabriel, Stuart A.; Roll, Richard
2012Commodity Futures Hedging, Risk Aversion and the Hedging HorizonConlon, Thomas; Gençay, Ramazan; Cotter, John
Aug-2012Downside Risk and the Energy Hedger’s HorizonConlon, Thomas; Cotter, John
2012Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather-derivativesAgapitos, Alexandros; O'Neill, Michael; Brabazon, Anthony
29-Mar-2012An Agent-based Modeling Approach to Study Price ImpactCui, Wei; Brabazon, Anthony
Nov-2011Extreme global equity market riskCotter, John; Dowd, Kevin
2011An evolutionary algorithmic investigation of US corporate payout policy determinationAgapitos, Alexandros; Goyal, Abhinav; Muckley, Cal
2011Early stopping criteria to counteract overfitting in genetic programmingTuite, Clíodhna; Agapitos, Alexandros; O'Neill, Michael; Brabazon, Anthony
29-Apr-2013Adaptive universal portfoliosO'Sullivan, Patrick; Edelman, David
Feb-2011Dynamic trade execution : a grammatical evolution approachCui, Wei; Brabazon, Anthony; O'Neill, Michael
2011Tackling overfitting in evolutionary-driven financial model inductionTuite, Clíodhna; Agapitos, Alexandros; O'Neill, Michael; Brabazon, Anthony
27-Apr-2011Maximum margin decision surfaces for increased generalisation in evolutionary decision tree learningAgapitos, Alexandros; O'Neill, Michael; Brabazon, Anthony; Theodoridis, Theodoros
31-Jan-2012Hedging effectiveness under conditions of asymmetryCotter, John; Hanly, Jim
2011Integration and contagion in US housing marketsCotter, John; Gabriel, Stuart A.; Roll, Richard
Apr-2011A preliminary investigation of overfitting in evolutionary driven model induction: implications for financial modellingTuite, Clíodhna; Agapitos, Alexandros; O'Neill, Michael; Brabazon, Anthony
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 42