Multiscaled Cross-Correlation Dynamics in Financial Time-Series. - Thomas Conlon; Heather J. Ruskin; Martin Crane (Adv. Complex Syst., 2009)

Seizure characterisation using frequency-dependent multivariate dynamics. - Thomas Conlon; Heather J. Ruskin; Martin Crane (Comput. Biol. Medicine, 2009)

Asset allocation with correlation: A composite trade-off. - Rachael Carroll; Thomas Conlon; John Cotter; Enrique Salvador (Eur. J. Oper. Res., 2017)

Long-run wavelet-based correlation for financial time series. - Thomas Conlon; John Cotter; Ramazan Gencay (Eur. J. Oper. Res., 2018)

Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar. - Thomas Conlon; Shaen Corbet; Richard J. McGee (Ann. Oper. Res., 2024)

Asset allocation with factor-based covariance matrices. - Thomas Conlon; John Cotter; Iason Kynigakis (Eur. J. Oper. Res., 2025)