Conference Papers
Econophysics:
- Conlon, T., Ruskin, H.J., Crane, M. Random Matrix
Theory and Hedge Fund Strategy Identification, accepted for presentation at 4th
INFINITI
Conference on International Finance, Trinity College, Dublin 12-13 June
2006
- Matos, J-A, Gama, S., Ruskin, H.J., Sharkasi, A.,
Crane M., Correlation of World Markets Entropies, presented at
Perspectives in Econophysics Workshop, Universidade de Evora, Portugal,
January 2006
- Sharkasi, A., Ruskin, H.J., Crane, M., Stock Market Behaviour for
Different Time Intervals with Different Volatility Levels accepted for
publication at 3rd Annual Meeting COST Action P10 "Physics of Risk",
Vilnius, Lithuania, 13-16 May 2006
- Sharkasi, A., Crane, M., Ruskin, H.J., Matos, J.-A.,
Measuring the Degree of Maturity in Developed Markets, accepted for
presentation at Condensed Matter and Materials Physics (CMMP06), 19-21
April 2006, University of Exeter, UK
- Sharkasi,
A., Crane, M.,
Ruskin, H., Apples
and Oranges: the Difference Between the Reaction of Emerging and Mature
Markets to Crashes, 3rd Nikkei Econophysics Symposium -
Practical
Fruits of Econophysics, Nihon Keisai Shimbun,Tokyo, Japan,
November
2004
- Crane, M., Keogh, G.,
Ruskin,
H., Sharifi,
S., Leverage & Cross-Asset Volatility Correlation - Empirical
or
Optimistic?, 2nd Nikkei Econophysics Symposium - Application of
Econophysics, Nihon Keisai Shimbun, Tokyo, Japan, November 2002
General:
- Crane,
M. &
Cahill, E., Parallel
Iterative Solvers for Combustion Modelling, Presented at 3rd
IMACS
International Symposium on Iterative Methods in Scientific Computation,
Jackson Hole WY, July 1997.
- Crane, M., Byrne,
J.,
Glynn,
T. and Boyle, J.T., Causality and the Complex Modulus Model of
Damping, Institute
for Applied Maths and Mechanics Annual Meeting (GAMM94),
Braunschweig,
Germany, March 1994
- Crane, M., The
Simulation
of a Simple Chaotic Dynamical System Using Walsh Functions, Institute
for Applied Maths and Mechanics Annual Meeting (GAMM92), Leipzig,
Germany,
March 1992
Posters
- Barat,
A., Ruskin, H.,
Crane, M., Bayesian
Reconstruction of Particle Size Dynamic Distributions of Particulate
Polydisperse Systems from in vitro Drug Dissolution Data, European Conference
on Complex Systems (ECCS05),
Paris, 14-18 November 2005
- Sharkasi,
A., Ruskin, H.,
Crane, M., Interdependence
of Indeces Returns between Irish, Portuguese, UK and US Markets,
Presented
at 16th Symposium of International Association for Statistical
Computing,
IASC (COMPSTAT04), Prague, Czech Republic, August 2004
- McMahon, N., Crane, M.,
Ruskin, H.,
Crane, L., Investigations into tablet dissolution in a paddle type
apparatus,
Presented at Polymers in Diffusion and Drug Delivery,
Institute
of Physics, London, June 2003, ppt
- Sharifi, S., Shamaie, A.,
Crane, M., Noise
in the correlation matrix: A simulation approach, Presented at Conference
for Applied Statistics in Ireland (CASI), Kildare, Ireland, May
2003, ppt
- Pinto,
C., Crosbie, A.
&
Crane,
M., PSUDO Parallel SimUlation
of Drug release cOde,
Presented
at Heidelberg Bioinformatics
Conference, August 1999