Subject: Probabilities

Article

Belak, Christoph and 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 and 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 and 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 and 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 and 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 and 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 and Crane, Martin and 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

Conference or Workshop Item

Ding, Jin and 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

Thesis

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