Mark McDonald

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Relative robust portfolio optimization with benchmark regret
Quantitative Finance
2019-02-06Paper
Community detection in temporal multilayer networks, with an application to correlation networks
Multiscale Modeling & Simulation
2016-01-11Paper
Dynamical clustering of exchange rates
Quantitative Finance
2014-01-30Paper
Limit order books
Quantitative Finance
2014-01-23Paper


Research outcomes over time


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