According to our database1, Frank McGroarty authored at least 11 papers between 2012 and 2019.
Legend:Book In proceedings Article PhD thesis Other
A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting.
Expert Syst. Appl., 2019
It takes all sorts: A heterogeneous agent explanation for prediction market mispricing.
European Journal of Operational Research, 2018
Chronotype, Risk and Time Preferences, and Financial Behaviour.
Coordination of Electric Vehicle Aggregators: A Coalitional Approach.
Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems, 2018
Social Machines: how recent technological advances have aided financialisation.
The risk premium that never was: A fair value explanation of the volatility spread.
European Journal of Operational Research, 2017
Time is money: Costing the impact of duration misperception in market prices.
European Journal of Operational Research, 2016
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
An investigation into correlations between financial sentiment and prices in financial markets.
Proceedings of the Web Science 2013 (co-located with ECRC), 2013
High-Frequency Exchange-Rate Prediction with an Artificial Neural Network.
Int. Syst. in Accounting, Finance and Management, 2012