Nigel Meade

Publication Activity (10 Years)

Years Active: 2000-2021
Publications (10 Years): 2

Top Topics

Classification Trees

Hyperparameters

Risk Management

Top Venues

Eur. J. Oper. Res.

Publications

Nigel Meade, John E. Beasley, C. J. Adcock
Quantitative portfolio selection: Using density forecasting to find consistent portfolios. Eur. J. Oper. Res. 288 (3) (2021)
C. J. Adcock, Nigel Meade
Using parametric classification trees for model selection with applications to financial risk management. Eur. J. Oper. Res. 259 (2) (2017)
Cristiano Arbex Valle, Nigel Meade, John E. Beasley
An optimisation approach to constructing an exchange-traded fund. Optim. Lett. 9 (4) (2015)
Cristiano Arbex Valle, Nigel Meade, John E. Beasley
Factor neutral portfolios. OR Spectr. 37 (4) (2015)
Cristiano Arbex Valle, Nigel Meade, John E. Beasley
Market neutral portfolios. Optim. Lett. 8 (7) (2014)
Trine Krogh Boomsma, Nigel Meade, Stein-Erik Fleten
Renewable energy investments under different support schemes: A real options approach. Eur. J. Oper. Res. 220 (1) (2012)
Nigel Meade, Towhidul Islam
Using copulas to model repeat purchase behaviour - An exploratory analysis via a case study. Eur. J. Oper. Res. 200 (3) (2010)
Fionnuala M. Gormley, Nigel Meade
The utility of cash flow forecasts in the management of corporate cash balances. Eur. J. Oper. Res. 182 (2) (2007)
John E. Beasley, Nigel Meade, T.-J. Chang
An evolutionary heuristic for the index tracking problem. Eur. J. Oper. Res. 148 (3) (2003)
A. Antipov, Nigel Meade
Forecasting call frequency at a financial services call centre. J. Oper. Res. Soc. 53 (9) (2002)
Towhidul Islam, Nigel Meade
Modelling diffusion and replacement. Eur. J. Oper. Res. 125 (3) (2000)
T.-J. Chang, Nigel Meade, John E. Beasley, Yazid M. Sharaiha
Heuristics for cardinality constrained portfolio optimisation. Comput. Oper. Res. 27 (13) (2000)