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Open Access research that better understands changing marine ecologies...

Strathprints makes available scholarly Open Access content by researchers in the Department of Mathematics & Statistics.

Mathematics & Statistics hosts the Marine Population Modelling group which is engaged in research into topics surrounding marine resource modelling and ecology. Recent work has included important developments in the population modelling of marine species.

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Number of items: 29.

Article

McCullagh, Orla and Cummins, Mark and Killian, Sheila (2023) The fundamental review of the trading book : implications for portfolio and risk management in the banking sector. Journal of Money, Credit and Banking, 55 (7). pp. 1785-1816. ISSN 0022-2879

McCullagh, Orla and Cummins, Mark and Killian, Sheila (2022) Decoupling VaR and regulatory capital : an examination of practitioners' experience of market risk regulation. Journal of Banking Regulation. ISSN 1750-2071

Atkins, Philip J. and Cummins, Mark (2022) Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. European Journal of Operational Research. ISSN 0377-2217

Rosati, Pierangelo and Fox, Grace and Cummins, Mark and Lynn, Theo (2022) Perceived risk as a determinant of propensity to adopt account information services under the EU Payment Services Directive 2. Journal of Theoretical and Applied Electronic Commerce Research, 17 (2). pp. 493-506. ISSN 0718-1876

Cummins, Mark and Gogolin, Fabian and Kearney, Fearghal and Kiely, Greg and Murphy, Bernard (2022) Practice-relevant model validation : distributional parameter risk analysis in financial model risk management. Annals of Operations Research. ISSN 0254-5330

Bagnarosa, Guillaume and Cummins, Mark and Dowling, Michael and Kearney, Fearghal (2022) Commodity risk in European dairy firms. European Review of Agricultural Economics, 49 (1). pp. 151-181. ISSN 1464-3618

Deeney, Peter and Cummins, Mark and Heintz, Katharina and Pryce, Mary T. (2021) A real options based decision support tool for R&D investment : Application to CO2 recycling technology. European Journal of Operational Research, 289 (2). pp. 696-711. ISSN 0377-2217

Atkins, Philip J. and Cummins, Mark (2020) A dynamic Cholesky data imputation method for correlation structure consistency. Applied Economics Letters, 29 (4). pp. 311-315. ISSN 1350-4851

Cummins, Mark and Mac an Bhaird, Ciarán and Rosati, Pierangleo and Lynn, Theo (2020) Institutional investment in online business lending markets. International Review of Financial Analysis, 71. 101542. ISSN 1057-5219

Cummins, Mark and Gillanders, Robert (2020) Greasing the turbines? Corruption and access to electricity in Africa. Energy Policy, 137. 111188. ISSN 0301-4215

Kearney, Fearghal and Cummins, Mark and Murphy, Finbarr (2019) Using extracted forward rate term structure information to forecast foreign exchange rates. Journal of Empirical Finance, 53. pp. 1-14. ISSN 0927-5398

Rosati, Pierangelo and Deeney, Peter and Cummins, Mark and van der Werff, Lisa and Lynn, Theo (2019) Social media and stock price reaction to data breach announcements : evidence from US listed companies. Research in International Business and Finance, 47. pp. 458-469. ISSN 0275-5319

Gogolin, Fabian and Cummins, Mark and Dowling, Michael (2018) The value of director reputation : evidence from outside director appointments. Finance Research Letters, 27. pp. 266-272. ISSN 1544-6123

Cummins, Mark and Kiely, Greg and Murphy, Bernard (2018) Gas storage valuation under multifactor Lévy processes. Journal of Banking and Finance, 95. pp. 167-184. ISSN 0378-4266

Alexakis, Christos and Cummins, Mark and Dowling, Michael and Pappas, Vasileios (2018) A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. Applied Economics, 50 (36). pp. 3949-3965. ISSN 0003-6846

Kearney, Fearghal and Cummins, Mark and Murphy, Finbarr (2018) Forecasting implied volatility in foreign exchange markets : a functional time series approach. European Journal of Finance, 24 (1). pp. 1-18. ISSN 1351-847X

Rosati, Pierangelo and Cummins, Mark and Deeney, Peter and Gogolin, Fabian and van der Werff, Lisa and Lynn, Theo (2017) The effect of data breach announcements beyond the stock price : empirical evidence on market activity. International Review of Financial Analysis, 49. pp. 146-154. ISSN 1057-5219

Esposito, Francesco P. and Cummins, Mark (2016) Multiple hypothesis testing of market risk forecasting models. Journal of Forecasting, 35 (5). pp. 381-399. ISSN 0277-6693

Cummins, Mark and Dowling, Michael and Kearney, Fearghal (2016) Oil market modelling : a comparative analysis of fundamental and latent factor approaches. International Review of Financial Analysis, 46. pp. 211-218. ISSN 1057-5219

Deeney, Peter and Cummins, Mark and Dowling, Michael and Smeaton, Alan F. (2016) Influences from the European parliament on EU emissions prices. Energy Policy, 88. pp. 561-572. ISSN 0301-4215

Dowling, Michael and Cummins, Mark and Lucey, Brian M. (2016) Psychological barriers in oil futures markets. Energy Economics, 53. pp. 293-304. ISSN 0140-9883

Cummins, Mark (2010) Optimal statistical arbitrage : a model specification analysis on ISEQ equity data. Irish Accounting Review, 17 (2). pp. 21-40.

Book Section

Cummins, Mark and Lynn, Theo and Rosati, Pierangelo; Lynn, Theo and Rosati, Pierangelo and Kassem, Mohamad and Krinidis, Stelios and Kennedy, Jennifer, eds. (2023) Financing building renovation : financial technology as an alternative channel to mobilise private financing. In: Disrupting Buildings. Palgrave Studies in Digital Busness and Enabling Technologies . Palgrave, Cham, pp. 153-172. ISBN 9783031323096

Cummins, Mark and Lynn, Theo and Mac an Bhaird, Ciaran and Rosati, Pierangelo; Lynn, Theo and Mooney, John G and Rosati, Pierangelo and Cummins, Mark, eds. (2018) Addressing information asymmetries in online peer-to-peer lending. In: Disrupting Finance. Palgrave, Cham, Switzerland, pp. 15-32. ISBN 9783030023300

Report

Dao, Daniel and Chu, Ngoc Anh and Bowden, James and Cummins, Mark (2024) ESG Greenwashing and Applications of AI for Measurement. University of Strathclyde, Glasgow.

Jain, Kushagra and Bowden, James and Cummins, Mark (2024) Promoting Fairness and Exploring Algorithmic Discrimination in Financial Decision Making through Explainable Artificial Intelligence. University of Strathclyde, Glasgow.

Bowden, James and Cummins, Mark and Dao, Daniel and Jain, Kushagra (2024) Explainable AI for Financial Risk Management. University of Strathclyde, Glasgow.

Bowden, James and Cummins, Mark and Zhang, Hao (2024) Generative AI for Simplified ESG Reporting in Financial Services. University of Strathclyde, Glasgow.

Bowden, James and Cummins, Mark and Dao, Daniel and Jain, Kushagra (2024) Simplifying Compliance through Explainable Intelligent Automation. University of Strathclyde, Glasgow.

This list was generated on Fri Jul 19 13:33:19 2024 BST.