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Published and Accepted Papers

Sharkasi, A., Ruskin, H., Crane, M., "Interdependence between Emerging and Major Markets", in COMPSTAT 2004 - Proceedings in Computational Statistics 16th Symposium Prague, Czech Republic 2004, Antoch, Jaromir (Ed.), Physica-Verlag, Springer, ISBN: 3-7908-1554. Abstract

Sharkasi, A., Ruskin, H., Crane, M., "Interrelationships among International Stock Market Indices: Europe, Asia and the Americas", International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co., Vol. 8, No. 5, pp 603-622, 2005.
Abstract

Sharkasi, A., Ruskin, H., Crane, M., "Long-Term Memory in the Irish Market (ISEQ): Additional Insight from Wavelet Transforms", Young Statisticians Meeting 2005, 30-31 March 2005, Trinity College Dublin, Ireland.

Sharkasi, A., Crane, M., Ruskin, H., "Apples and Oranges: the Difference Between the Reaction of Emerging and Mature Markets to Crashes", Proceedings of the Third Nikkei Econophysics Symposium - Practical Fruits of Econophysics, Tokyo, Japan, 2006. Hideki Takayasu(Ed.), Springer-Verlag, ISBN: 104-431-28914-3.

Matos, J. A. O., Gama, S. M. A., Ruskin, H., Sharkasi, A., and Crane, M., "Correlation of worldwide markets’ entropies", Perspectives of Econophysics Workshop, 27 January 2006.
Abstract

Sharkasi, A., Crane, M., Ruskin, H., Matos, J. A., "The Reaction of Stock Markets to Crashes and Events: A Comparison Study between Emerging and Mature Markets using Wavelet Transforms", Physica A: Statistical Mechanics and its Applications, Elsevier, Vol. 368, No. 2, pp 511-521, 2006.

McGuinness, J., Neilan, T., Sharkasi, A., Bouchier-Hayes, D., Redmond, J. M., "Myocardial protection using an Omega-3 fatty acid infusion: Quantification and Mechanism of Action", The Journal of Thoracic and Cardiovascular Surgery, Vol. 132, pp 72-79, 2006.
Abstract

Sharkasi, A., Ruskin, H., Crane, M., Matos, J. A. O., Gama, S. M. A., "Measuring the Degree of Maturity in Developed Markets", Condensed Matter and Materials Physics (CMMP 2006), 20 - 21 April 2006, University of Exeter, UK.

Sharkasi, A., Ruskin, H., Crane, M., "Stock Market Behaviour for Different Time Intervals with Different Volatility Levels", Third Annual Meeting of the COST P10 Action 'Physics of Risk', 13 - 16 May 2006, Vilnius, Lithuania.

Sharkasi, A., Ruskin, H., Crane, M., "Long-Term Memory in the Irish Market (ISEQ): Evidence from Wavelet Analysis", International Conference ‘Applications of Physics in Financial Analysis’, 29 June- 1 July 2006, Torino, Italy.

Matos, J. A. O., Gama, S. M. A., Ruskin, H., Sharkasi, A., and Crane, M., "Correlation of worldwide markets’ entropies: time-scale approach.", International Conference ‘Applications of Physics in Financial Analysis’, 29 June- 1 July 2006, Torino, Italy.

Papers in Progress

Matos, J. A. O., Gama, S. M. A., Sharkasi, A., Ruskin, H., Crane, M., "Time and scale dependencies of DFA applied to Stock Markets".

Sharkasi, A., Ruskin, H., Crane, M., Matos, J. A. O.. Gama, S. M. A., "A Wavelet-based Method to Measure Stock Market Development".