Frank McGroarty

According to our database1, Frank McGroarty authored at least 10 papers between 2012 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
It takes all sorts: A heterogeneous agent explanation for prediction market mispricing.
European Journal of Operational Research, 2018

Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators.
CoRR, 2018

Coordination of Electric Vehicle Aggregators: A Coalitional Approach.
Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems, 2018

2017
Social Machines: how recent technological advances have aided financialisation.
JIT, 2017

The risk premium that never was: A fair value explanation of the volatility spread.
European Journal of Operational Research, 2017

2016
Time is money: Costing the impact of duration misperception in market prices.
European Journal of Operational Research, 2016

2014
Automated trading with performance weighted random forests and seasonality.
Expert Syst. Appl., 2014

Predicting equity market price impact with performance weighted ensembles of random forests.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013
An investigation into correlations between financial sentiment and prices in financial markets.
Proceedings of the Web Science 2013 (co-located with ECRC), 2013

2012
High-Frequency Exchange-Rate Prediction with an Artificial Neural Network.
Int. Syst. in Accounting, Finance and Management, 2012


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