Frank McGroarty

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 13

Top Topics

Prediction Markets

Electric Vehicles

Top Venues

Eur. J. Oper. Res.

Expert Syst. Appl.

Ann. Oper. Res.

Publications

Valerio Restocchi, Frank McGroarty, Enrico H. Gerding, Markus Brede
Opinion Dynamics Explain Price Formation in Prediction Markets. Entropy 25 (8) (2023)
Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty
Catching Cheats: Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators. J. Artif. Intell. Res. 67 (2020)
Alvaro Perez-Diaz, Enrico H. Gerding, Frank McGroarty
Catching Cheats: Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators (Extended Abstract). IJCAI (2020)
Manuel Nunes, Enrico Gerding, Frank McGroarty, Mahesan Niranjan
Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box. CoRR (2020)
Frank McGroarty, Ash Booth, Enrico Gerding, Venkata L. Raju Chinthalapati
High frequency trading strategies, market fragility and price spikes: an agent based model perspective. Ann. Oper. Res. 282 (1-2) (2019)
Manuel Nunes, Enrico Gerding, Frank McGroarty, Mahesan Niranjan
A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting. Expert Syst. Appl. 119 (2019)
Di Wang, Frank McGroarty, Eng-Tuck Cheah
Chronotype, Risk and Time Preferences, and Financial Behaviour. Algorithms 11 (10) (2018)
Alvaro Perez-Diaz, Enrico Gerding, Frank McGroarty
Coordination of Electric Vehicle Aggregators: A Coalitional Approach. AAMAS (2018)
Alvaro Perez-Diaz, Enrico Gerding, Frank McGroarty
Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators. CoRR (2018)
Valerio Restocchi, Frank McGroarty, Enrico Gerding, Johnnie E. V. Johnson
It takes all sorts: A heterogeneous agent explanation for prediction market mispricing. Eur. J. Oper. Res. 270 (2) (2018)
Richard J. McGee, Frank McGroarty
The risk premium that never was: A fair value explanation of the volatility spread. Eur. J. Oper. Res. 262 (1) (2017)
Tiejun Ma, Frank McGroarty
Social Machines: how recent technological advances have aided financialisation. J. Inf. Technol. 32 (3) (2017)
Tiejun Ma, Leilei Tang, Frank McGroarty, Ming-Chien Sung, Johnnie E. V. Johnson
Time is money: Costing the impact of duration misperception in market prices. Eur. J. Oper. Res. 255 (2) (2016)
Ash Booth, Enrico Gerding, Frank McGroarty
Automated trading with performance weighted random forests and seasonality. Expert Syst. Appl. 41 (8) (2014)
Ash Booth, Enrico Gerding, Frank McGroarty
Predicting equity market price impact with performance weighted ensembles of random forests. CIFEr (2014)
Paul Gaskell, Frank McGroarty, Thanassis Tiropanis
An investigation into correlations between financial sentiment and prices in financial markets. WebSci (2013)
Taufiq Choudhry, Frank McGroarty, Ke Peng, Shiyun Wang
High-Frequency Exchange-Rate Prediction with an Artificial Neural Network. Intell. Syst. Account. Finance Manag. 19 (3) (2012)