Frank McGroarty

17 papers A* 1A 1Journal 13Unranked 2

Year	Rank	Type	Title / Venue / Authors
2023	J	`jnl`	Opinion Dynamics Explain Price Formation in Prediction Markets. Entropy Valerio Restocchi, Frank McGroarty, Enrico H. Gerding, Markus Brede
2020	A*	`conf`	Catching Cheats: Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators (Extended Abstract). IJCAI Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty
2020	J	`jnl`	Catching Cheats: Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators. J. Artif. Intell. Res. Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty
2020	J	`jnl`	Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box. CoRR Manuel Nunes, Enrico H. Gerding, Frank McGroarty, Mahesan Niranjan
2019	J	`jnl`	A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting. Expert Syst. Appl. Manuel Nunes, Enrico H. Gerding, Frank McGroarty, Mahesan Niranjan
2019	J	`jnl`	High frequency trading strategies, market fragility and price spikes: an agent based model perspective. Ann. Oper. Res. Frank McGroarty, Ash Booth, Enrico H. Gerding, Venkata L. Raju Chinthalapati
2018	J	`jnl`	Chronotype, Risk and Time Preferences, and Financial Behaviour. Algorithms Di Wang, Frank McGroarty, Eng-Tuck Cheah
2018	A	`conf`	Coordination of Electric Vehicle Aggregators: A Coalitional Approach. AAMAS Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty
2018	J	`jnl`	Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators. CoRR Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty
2018	J	`jnl`	It takes all sorts: A heterogeneous agent explanation for prediction market mispricing. Eur. J. Oper. Res. Valerio Restocchi, Frank McGroarty, Enrico H. Gerding, Johnnie E. V. Johnson
2017	J	`jnl`	Social Machines: how recent technological advances have aided financialisation. J. Inf. Technol. Tiejun Ma, Frank McGroarty
2017	J	`jnl`	The risk premium that never was: A fair value explanation of the volatility spread. Eur. J. Oper. Res. Richard J. McGee, Frank McGroarty
2016	J	`jnl`	Time is money: Costing the impact of duration misperception in market prices. Eur. J. Oper. Res. Tiejun Ma, Leilei Tang, Frank McGroarty, Ming-Chien Sung, Johnnie E. V. Johnson
2014	J	`jnl`	Automated trading with performance weighted random forests and seasonality. Expert Syst. Appl. Ash Booth, Enrico H. Gerding, Frank McGroarty
2014	—	`conf`	Predicting equity market price impact with performance weighted ensembles of random forests. CIFEr Ash Booth, Enrico H. Gerding, Frank McGroarty
2013	—	`conf`	An investigation into correlations between financial sentiment and prices in financial markets. WebSci Paul Gaskell, Frank McGroarty, Thanassis Tiropanis
2012	J	`jnl`	High-Frequency Exchange-Rate Prediction with an Artificial Neural Network. Intell. Syst. Account. Finance Manag. Taufiq Choudhry, Frank McGroarty, Ke Peng, Shiyun Wang