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Number of items: 66.

2023

Nguyen, An Pham Ngoc, Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872, Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 and Crane, Martin orcid logoORCID: 0000-0001-9366-5113 (2023) Volatility and returns connectedness in cryptocurrency markets: insights from graph-based methods. Physica A: Statistical Mechanics and its Applications, 632 . ISSN 0378-4371

Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 (2023) Students’ learning behaviour in programming education analysis: insights from entropy and community detection. Entropy, 25 (8). pp. 1225-1247. ISSN 1099-4300

Butler, Conall orcid logoORCID: 0009-0006-7703-2758 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2023) Blockchain transaction fee forecasting: a comparison of machine learning methods. Mathematics, 11 . ISSN 2227-7390

Pandit, Harshvardhan J. orcid logoORCID: 0000-0002-5068-3714, Ryan, Paul orcid logoORCID: 0000-0003-0770-2737, Krog, Georg Philip, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Brennan, Rob orcid logoORCID: 0000-0001-8236-362X (2023) Towards a semantic specification for GDPR data breach reporting. In: 36th International Conference on Legal Knowledge and Information Systems, 18-20 Dec 2023, Maastricht, The Netherlands. (In Press)

2022

Nguyen, An Pham Ngoc, Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872, Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2022) The cryptocurrency market in transition before and after COVID-19: an opportunity for investors? Entropy, 24 (9). pp. 1-28. ISSN 1099-4300

Kwapień, Jaroslaw orcid logoORCID: 0000-0001-8813-9637, Wątorek, Marcin orcid logoORCID: 0000-0002-2131-7440, Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872 and Drozdz, Stanislaw orcid logoORCID: 0000-0003-1613-6175 (2022) Analysis of inter-transaction time fluctuations in the cryptocurrency market. Chaos, 32 (8). ISSN 10541500

Zhao, Huali, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 (2022) Attention! Transformer with sentiment on cryptocurrencies price prerediction. In: 7th International Conference on Complexity, Future Information Systems and Risk (COMPLEXIS 2022), 23-24 April 2022, Online. ISBN 978-989-758-565-4

2021

Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872, Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2021) Learning behaviours data in programming education: community analysis and outcome prediction with cleaned data. Future Generation Computer Systems, 127 . pp. 42-55. ISSN 0167-739X

Cartwright, Eoin, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. (2021) Financial time series: market analysis techniques based on matrix profiles. Engineering Proceedings, 5 (1). pp. 1-17. ISSN 2673-4591

Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872, Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2021) Education as a complex system: using physic methods for the analysis of students' learning behaviours in the context of programming education. In: 11th Polish Symposium on Physics in Economy and Social Sciences, 1-3 July 2021, Krakow, Poland (Online).

Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872, Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2021) Students’ behaviours in using learning resources in higher education: how do behaviours reflect success in programming education? In: 7th International Conference on Higher Education Advances (HEAd’21), 14 – 17 June 2022, Valéncia, Spain.

Ryan, Paul orcid logoORCID: 0000-0003-0770-2737, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Brennan, Rob orcid logoORCID: 0000-0001-8236-362X (2021) GDPR Compliance tools: best practice from RegTech. In: International Conference on Enterprise Information Systems (ICEIS), 5-7 May 2021, Online. ISBN 978-3-030-75417-4

Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 (2021) Student behaviours in using learning resources in higher education: How do behaviours reflect success in programming education? In: 7th International Conference on Higher Education Advances (HEAd’21), 22-23 June 2021, Valencia, Spain (Online).

2020

Hillmann, Andreas orcid logoORCID: 0000-0002-6517-1615, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2020) Assessing the impact of HIV treatment interruptions using stochastic cellular automata. Journal of Theoretical Biology, 502 . ISSN 0022-5193

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. (2020) Release modelling of nanoencapsulated food ingredients by probabilistic models: cellular automata and Monte Carlo methods. In: Jafari, Seid orcid logoORCID: 0000-0001-6877-9549, (ed.) Nanoencapsulation in the Food Industry. Academic Press, Cambridge, Massachusetts, pp. 273-309. ISBN 9780128156667

Gupta, Rashmi, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Gurrin, Cathal orcid logoORCID: 0000-0003-2903-3968 (2020) Considerations on privacy in the era of digitally logged lives. Online Information Review, 45 (2). ISSN 1468-4527

Ryan, Paul orcid logoORCID: 0000-0003-0770-2737, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Brennan, Rob orcid logoORCID: 0000-0001-8236-362X (2020) Design challenges for GDPR RegTech. In: ICEIS 2020, 22nd International Conference on Enterprise Information Systems, 5-7- May 2020, Czech Republic. (Online). ISBN 978-989-758-423-7

Chaudhari, Harshal and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2020) Cross-correlation dynamics and community structures of cryptocurrencies. Journal of Computational Science, 44 . ISSN 1877-7503

2019

Garrigan, John, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 (2019) Received total wideband power data analysis: multiscale wavelet analysis of RTWP data in a 3G network. In: MSWiM19: The 22nd ACM International Conference on Modeling, Analysis and Simulation of Wireless and Mobile Systems, 25 - 29 Nov 2019, Miami Beach, USA. ISBN 978-1-4503-6904-6

Cartwright, Eoin, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. (2019) Financial Time series: motif discovery and analysis using VALMOD. In: International Conference on Computational Science, 12-14 June, 2019, Faro, Portugal. ISBN 978-3-030-22749-4

Mai, Tai Tan orcid logoORCID: 0000-0001-6657-0872, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 (2019) Students’ behaviours in using learning resources in higher education: how do behaviours reflect success in programming education? In: 7th International Conference on Higher Education Advances (HEAd’21), 14 – 17 June 2022, Valéncia, Spain.

Nguyen, Son P., Le, Dien H., Pham, Uyen H., Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Healy, Graham orcid logoORCID: 0000-0001-6429-6339 and Gurrin, Cathal orcid logoORCID: 0000-0003-2903-3968 (2019) VieLens,: an interactive search engine for LSC2019. In: ACM Workshop on Lifelog Search Challenge, 10-13 June 2019, Ottawa, Canada. ISBN 978-1-4503-6781-3

Alrabiah, Amal, Alduailij, Mai and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2019) Computer-based approach to detect wrinkles and suggest facial fillers. International Journal of Advanced Computer Science and Applications, 10 (9). ISSN 2158-107X

2018

Skehin, Tom, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Bezbradica, Marija (2018) Day ahead forecasting of FAANG stocks using ARIMA, LSTM networks and wavelets. In: The 26th AIAI Irish Conference on Artificial Intelligence and Cognitive Science, 6-7 Dec 2018, Dublin, Ireland.

Kinderis, Marius, Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2018) Bitcoin currency fluctuation. In: COMPLEXIS 2018 - 3rd International Conference on Complexity, Future Information Systems and Risk, 20-21 Mar 2018, Madeira, Portugal. ISBN 978-989-758-297-4

2017

Hillmann, Andreas orcid logoORCID: 0000-0002-6517-1615, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2017) HIV models for treatment interruption: adaptation and comparison. Physica A Statistical Mechanics and its Applications, 483 . pp. 44-56. ISSN 0378-4371

2016

Li, Na, Gurrin, Cathal orcid logoORCID: 0000-0003-2903-3968, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. (2016) NTCIR-12 lifelog data analytics. In: The first Workshop on Lifelogging Tools and Applications, 16th Oct. 2016, Amsterdam, The Netherlands. ISBN 978-1-4503-4517-0

Li, Na, Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Gurrin, Cathal orcid logoORCID: 0000-0003-2903-3968 and Ruskin, Heather J. (2016) Finding motifs in larger personal lifelogs. In: 7th Augmented Human International Conference 2016, 25-26 Feb 2016, Geneva, Switzerland. ISBN 978-1-4503-3680-2

2015

Sîrbu, Alina, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. (2015) Data integration for microarrays: enhanced inference for gene regulatory networks. Microarrays, 4 (2). pp. 255-269. ISSN 2076-3905

2014

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Ruskin, Heather J. and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2014) Comparative analysis of asynchronous cellular automata in stochastic pharmaceutical modelling. Journal Of Computational Science, 5 (5). pp. 834-840. ISSN 1877-7503

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Ruskin, Heather J. and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2014) Probabilistic pharmaceutical modelling: A comparison between synchronous and asynchronous cellular automata. In: International Conference on Parallel Processing and Applied Mathematics, 8-11 Sep 2016, Warsaw, Poland.

2013

Gurrin, Cathal orcid logoORCID: 0000-0003-2903-3968, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Li, Na (2013) Application of statistical physics for the identification of important events in visual lifelogs. In: 2013 IEEE International Conference on Bioinformatics and Biomedicine (IEEE BIBM 2013), 18-21 Dec 2013, Shanghai, China.

Sîrbu, Alina, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2013) EGIA–evolutionary optimisation of gene regulatory networks, an integrative approach. In: 5th Workshop on Complex Networks - CompleNet 2014, 12-14 Mar 2014, Bologna, Italy. ISBN 978-3-319-05400-1

Li, Na, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2013) Automatically detecting “significant events” on SenseCam. International Journal of Wavelets, Multiresolution and Information Processing, 11 (6). ISSN 0219-6913

Li, Na, Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Gurrin, Cathal orcid logoORCID: 0000-0003-2903-3968 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2013) Applying random matrix theory filters on SenseCam images. ERCIM News, 95 (10). pp. 19-20.

Li, Na, Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Gurrin, Cathal orcid logoORCID: 0000-0003-2903-3968 (2013) Random matrix ensembles of time correlation matrices to analyze visual lifelogs. MultiMedia Modeling (Lecture Notes in Computer Science), 8325 . pp. 400-411. ISSN 0302-9743

Li, Na, Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Gurrin, Cathal orcid logoORCID: 0000-0003-2903-3968 (2013) Multiscaled cross-correlation dynamics on SenseCam lifelogged images. In: 19th International Conference on Multimedia Modelling, 7-9 Jan 2012, Huangshan, China.

Li, Na, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2013) Visual experience for recognising human activities. In: International Competitions and Final Workshop, EvAAL 2012, July and September 2012. Communications in Computer and Information Science , 362 . Springer, Berlin Heidelberg, pp. 173-185. ISBN 978-3-642-37419-7

2012

Sîrbu, Alina, Kerr, Gráinne, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2012) RNA-seq vs dual- and single-channel microarray data: sensitivity analysis for differential expression and clustering. PLoS ONE, 7 (12). e50986. ISSN 1932-6203

Perrin, Dimitri orcid logoORCID: 0000-0002-4007-5256, Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Duhamel, Christophe (2012) High-performance computing for data analytics. In: IEEE/ACM 16th International Symposium on Distributed Simulation and Real Time Applications, 25-27 Dec 2012, Dublin, Ireland.

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2012) Parallelisation strategies for large scale cellular automata frameworks in pharmaceutical modelling. In: International Conference on High Performance Computing and Simulation, HPCS 2012, 2-6 July 2012, Madrid, Spain. ISBN 978-1-4673-2362-8

2011

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2011) Modelling drug coatings: A parallel cellular automata model of ethylcellulose-coated microspheres. In: Proceedings of The International Conference on Bioscience, Biochemistry and Bioinformatics (ICBBB 2011). IACSIT Press, Singapore, pp. 419-424. ISBN 978-981-08-8718-6

Li, Na, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2011) Automatically detecting "significant events" on SenseCam. ERCIM News, 2011 (87).

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2011) Modelling drug coatings: a parallel cellular automata model of ethylcellulose-coated microspheres. In: ICBBB 2011 : 2011 International Conference on Bioscience, Biochemistry and Bioinformatics, 26-28 Feb 2011, Sentaosa, Singapore.

2010

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Barat, Ana, Ruskin, Heather J. and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2010) Probabilistic models for dissolution of ethylcellulose coated microspheres. In: European Simulation and Modelling Conference 2010, 25-27 Oct 2010, Hasselt, Belgium. ISBN 978-90-77381-57-1

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Barat, Ana, Ruskin, Heather J. and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2010) Probabilistic models for dissolution of ethylcellulose coated microsphere. In: ESM 2010 - European Simulation and Modelling Conference, 25-27 Oct 2010, Hasselt, Belgium. ISBN 978-90-77381-57-1

Sîrbu, Alina, Ruskin, Heather J. and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2010) Comparison of evolutionary algorithms in gene regulatory network model inference. BMC Bioinformatics, 11 (59). pp. 1471-2205. ISSN 1471-2105

2009

Conlon, Thomas, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2009) Seizure characterisation using frequency-dependent multivariate dynamics. Computers in Biology and Medicine, 39 (9). pp. 760-767. ISSN 0010-4825

Conlon, Thomas, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2009) Cross-correlation dynamics in financial time series. Physica A Statistical Mechanics and its Applications, 388 (5). pp. 705-714. ISSN 0378-4371

Kerr, Gráinne, Perrin, Dimitri, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2009) Edge-weighting of gene expression graphs. Advances in Complex Systems, 13 (2). pp. 217-238. ISSN 0219-5259

Conlon, Thomas, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2009) Multiscaled cross-correlation dynamics in financial time series. Advances in Complex Systems, 12 (4-5). pp. 439-454. ISSN 0219-5259

2008

Barat, Ana, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2008) Quantitative multi-agent models for simulating protein release from PLGA bioerodible nano- and microspheres. Journal of Pharmaceutical and Biomedical Analysis, 48 (2). pp. 361-368. ISSN 0731-7085

Conlon, Thomas, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2008) Wavelet multiscale analysis for hedge funds: scaling and strategies. Physica A: Statistical Mechanics and its Applications, 387 (21). pp. 5197-5204. ISSN 0378-4371

Daly, Justin, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2008) Random matrix theory filters in portfolio optimisation: a stability and risk assessment. Physica A: Statistical Mechanics and its Applications, 387 (16-17). pp. 4248-4260. ISSN 0378-4371

Barat, Ana, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2008) 3D multi-agent models for protein release from PLGA spherical particles with complex inner morphologies. Theory in Biosciences - Theorie in den Biowissenschaften, 127 (2). pp. 95-105. ISSN 1611-7530

Kerr, Gráinne, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Doolan, Padraig (2008) Techniques for clustering gene expression data. Computers in Biology and Medicine, 38 (3). pp. 283-293. ISSN 0010-4825

2007

Conlon, Thomas, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2007) Random matrix theory and fund of funds portfolio optimisation. Physica A: Statistical Mechanics and its Applications, 382 (2). pp. 565-576. ISSN 0378-4371

2006

Sharkasi, Adel, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2006) Interdependence between emerging and major markets. In: COMPSTAT 2004, 16th Symposium of IASC, 23-27 August 2004, Prague, Czech Republic.

Perrin, Dimitri, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2006) HIV modelling - parallel implementation strategies. In: Third International Conference on Cluster and Grip Computing Systems, 24-26 November 2006, Venice, Italy.

Sharkasi, Adel, Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Matos, Jose A. (2006) The reaction of stock markets to crashes: a comparison study between emerging and mature markets using wavelet transforms. Physica A: Statistical Mechanics and its Applications, 368 (2). pp. 511-521. ISSN 0378-4371

Barat, Ana, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2006) Probabilistic methods for drug dissolution. Part 2. Modelling a soluble binary drug delivery system dissolving in vitro. Simulation modelling practice and theory, 14 (7). pp. 857-873. ISSN 1569-190X

Barat, Ana, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2006) Probabilistic models for drug dissolution. Part 1. Review of Monte Carlo and stochastic cellular automata approaches. Simulation modelling practice and theory, 14 (7). pp. 843-856. ISSN 1569-190X

Perrin, Dimitri orcid logoORCID: 0000-0002-4007-5256, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242, Burns, John and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2006) An agent-based approach to immune modelling. In: ICCSA 2006 - Computational Science and Its Applications, 8-11 May, 2006, Glasgow, UK. ISBN 978-3-540-34070-6

Sharkasi, Adel, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2006) Apples and oranges: the difference between the reaction of the emerging and mature markets to crashes. In: Proceedings of 3rd Nikkei Econophysics Symposium - Practical Fruits of Econophysics, November 2004, Tokyo, Japan. ISBN 978-4-431-28914-2

2005

Sharkasi, Adel, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2005) Interrelationships among international stock market indices: Europe, Asia and the Americas. International Journal of Theoretical and Applied Finance, 8 (5). pp. 1-18. ISSN 0219-0249

2004

Sharifi, Saba, Crane, Martin orcid logoORCID: 0000-0001-7598-3126, Shamaie, Atid and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (2004) Random matrix theory for portfolio optimization: a stability approach. Physica A: Statistical Mechanics and its Applications, 335 (3-4). pp. 629-643. ISSN 0378-4371

This list was generated on Thu Nov 21 12:05:31 2024 UTC.