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, EnriqueFloros, ChristosArago, Vicent
Jul-2016Foster-Hart optimal PortfoliosAnand, AbhinavLi, TiantianKurosaki, TetsuoKim, Young Shin
1-Sep-2014Sovereign and Bank CDS Spreads: Two Sides of the Same Coin?Avino, DavideCotter, John
1-Dec-2014Anatomy of a Bail-inConlon, ThomasCotter, John
May-2015Performance of Utility Based HedgesCotter, JohnHanly, Jim
Jul-2012Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and BustCotter, JohnGabriel, Stuart A.Roll, Richard
2012Commodity Futures Hedging, Risk Aversion and the Hedging HorizonConlon, ThomasGençay, RamazanCotter, John
Aug-2012Downside Risk and the Energy Hedger’s HorizonConlon, ThomasCotter, John
2012Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather-derivativesAgapitos, AlexandrosO'Neill, MichaelBrabazon, Anthony
29-Mar-2012An Agent-based Modeling Approach to Study Price ImpactCui, WeiBrabazon, Anthony
Nov-2011Extreme global equity market riskCotter, JohnDowd, Kevin
2011An evolutionary algorithmic investigation of US corporate payout policy determinationAgapitos, AlexandrosGoyal, AbhinavMuckley, Cal
2011Early stopping criteria to counteract overfitting in genetic programmingTuite, ClíodhnaAgapitos, AlexandrosO'Neill, MichaelBrabazon, Anthony
29-Apr-2013Adaptive universal portfoliosO'Sullivan, PatrickEdelman, David
Feb-2011Dynamic trade execution : a grammatical evolution approachCui, WeiBrabazon, AnthonyO'Neill, Michael
2011Tackling overfitting in evolutionary-driven financial model inductionTuite, ClíodhnaAgapitos, AlexandrosO'Neill, MichaelBrabazon, Anthony
27-Apr-2011Maximum margin decision surfaces for increased generalisation in evolutionary decision tree learningAgapitos, AlexandrosO'Neill, MichaelBrabazon, AnthonyTheodoridis, Theodoros
31-Jan-2012Hedging effectiveness under conditions of asymmetryCotter, JohnHanly, Jim
2011Integration and contagion in US housing marketsCotter, JohnGabriel, Stuart A.Roll, Richard
Apr-2011A preliminary investigation of overfitting in evolutionary driven model induction: implications for financial modellingTuite, ClíodhnaAgapitos, AlexandrosO'Neill, MichaelBrabazon, Anthony
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 42