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Items where Subject is "Economics, Mathematical"

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Number of items at this level: 11.


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

Belak, Christoph, Menkens, Olaf and Sass, Jorn (2015) Worst-case portfolio optimization with proportional transaction costs. Stochastics An International Journal of Probability and Stochastic Processes, 87 (4). pp. 623-663. ISSN 1744-2516

Belak, Christoph, Menkens, Olaf and Sass, Jorn (2015) On the uniqueness of unbounded viscosity solutions arising in an optimal terminal wealth problem with transaction costs. SIAM Journal on Control and Optimization (SICON), 53 (5). pp. 2878-2897. ISSN 0363-0129

Belak, Christoph, Christensen, Sören and Menkens, Olaf (2014) Worst-case optimal investment with a random number of crashes. Statistics and Probability Letters, 90 . pp. 140-148. ISSN 0167-7152

Korn, Ralf, Menkens, Olaf and Steffensen, Mogens (2012) Worst-case-optimal dynamic reinsurance for large claims. European Actuarial Journal, 2 (1). pp. 21-48. ISSN 2190-9733


Dong, Huayuan (2022) Rogue traders. PhD thesis, Dublin City University.

Bernardinelli, Luca (2018) Dynamic information aggregation in asset prices. PhD thesis, Dublin City University.

Ali, Jwan (2018) Principal portfolios performance. Master of Science thesis, Dublin City University.

Daniels, John A. (2012) On admissibility of deterministic and stochastic linear Volterra operators with applications to inefficient financial markets. PhD thesis, Dublin City University.

Conference or Workshop Item

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.

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

This list was generated on Mon Jul 15 15:05:10 2024 UTC.