Frank McGroarty

According to our database, Frank McGroarty authored at least 17 papers between 2012 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Opinion Dynamics Explain Price Formation in Prediction Markets.

Valerio Restocchi, Frank McGroarty, Enrico H. Gerding, Markus Brede

Entropy, August, 2023

2020

Catching Cheats: Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators.

Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty

J. Artif. Intell. Res., 2020

Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box.

Manuel Nunes, Enrico H. Gerding, Frank McGroarty, Mahesan Niranjan

CoRR, 2020

Catching Cheats: Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators (Extended Abstract).

Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty

Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, 2020

2019

A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting.

Manuel Nunes, Enrico H. Gerding, Frank McGroarty, Mahesan Niranjan

Expert Syst. Appl., 2019

High frequency trading strategies, market fragility and price spikes: an agent based model perspective.

Frank McGroarty, Ash Booth, Enrico H. Gerding, Venkata L. Raju Chinthalapati

Ann. Oper. Res., 2019

2018

It takes all sorts: A heterogeneous agent explanation for prediction market mispricing.

Valerio Restocchi, Frank McGroarty, Enrico H. Gerding, Johnnie E. V. Johnson

Eur. J. Oper. Res., 2018

Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators.

Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty

CoRR, 2018

Chronotype, Risk and Time Preferences, and Financial Behaviour.

Di Wang, Frank McGroarty, Eng-Tuck Cheah

Algorithms, 2018

Coordination of Electric Vehicle Aggregators: A Coalitional Approach.

Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty

Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems, 2018

2017

Social Machines: how recent technological advances have aided financialisation.

Tiejun Ma, Frank McGroarty

J. Inf. Technol., 2017

The risk premium that never was: A fair value explanation of the volatility spread.

Richard J. McGee, Frank McGroarty

Eur. J. Oper. Res., 2017

2016

Time is money: Costing the impact of duration misperception in market prices.

Tiejun Ma, Leilei Tang, Frank McGroarty, Ming-Chien Sung, Johnnie E. V. Johnson

Eur. J. Oper. Res., 2016

2014

Automated trading with performance weighted random forests and seasonality.

Ash Booth, Enrico H. Gerding, Frank McGroarty

Expert Syst. Appl., 2014

Predicting equity market price impact with performance weighted ensembles of random forests.

Ash Booth, Enrico H. Gerding, Frank McGroarty

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013

An investigation into correlations between financial sentiment and prices in financial markets.

Paul Gaskell, Frank McGroarty, Thanassis Tiropanis

Proceedings of the Web Science 2013 (co-located with ECRC), 2013

2012

High-Frequency Exchange-Rate Prediction with an Artificial Neural Network.

Taufiq Choudhry, Frank McGroarty, Ke Peng, Shiyun Wang

Intell. Syst. Account. Finance Manag., 2012