Article

Belak, Christoph, Christensen, Sören and Menkens, Olaf (2016) Worst-case portfolio optimization in a market with bubbles. International Journal of Theoretical and Applied Finance, 19 (2). p. 1650009. ISSN 1793-6322

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

Conlon, Thomas, Ruskin, Heather J. and Crane, Martin (2009) Seizure characterisation using frequency-dependent multivariate dynamics. Computers in Biology and Medicine, 39 (9). pp. 760-767. ISSN 0010-4825

Daly, Justin, Crane, Martin and Ruskin, Heather J. (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. and Crane, Martin (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

Conlon, Thomas, Ruskin, Heather J. and Crane, Martin (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

Sharifi, Saba, Crane, Martin, Shamaie, Atid and Ruskin, Heather J. (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

Thesis

Daly, Justin (2009) Stability-based, random matrix theory filtering of financial portfolios. PhD thesis, Dublin City University.

Conference or Workshop Item

Ding, Jin, Wang, Xiaojun and McCorkell, Charles (1999) Fuzzy approach to multimedia faulty module replacement. In: APCC/OECC 1999 - Fifth Asia-Pacific Conference on Communications and Fourth Optoelectronic and Communications Conference, Beijing, China, 18-22 October 1999. ISBN 7-5635-0402-8