Conlon, T., Ruskin, H.J., Crane,
M., Cross-correlation dynamics in
financial time series, Physica
A: Statistical and Theoretical
Physics, Vol 388/5 pp705-714, Elsevier 2009, (Corrected Proof
in PDF)
Conlon, T., Crane,
M., Ruskin, H.J., Wavelet Multiscale
Analysis for Hedge Funds: Scaling and Strategies, Physica
A: Statistical and Theoretical
Physics, Vol 387/21, pp5197-5204, Elsevier 2008 (Corrected Proof
in PDF)
Daly, J., Crane,
M., Ruskin, H.J., Random Matrix
Theory Filters in Portfolio Optimization: A Stability and Risk
Assessment, Vol 387/16-17, pp4248-4260, Physica
A: Statistical and Theoretical
Physics, Elsevier, 2008 (Corrected Proof in PDF)
Matos, J.-A., Gama, S., Ruskin,
H.J., Sharkasi, Crane, M., Time and
scale Hurst exponent analysis for
financial markets, Vol 387/15, pp3910-3915, Physica
A: Statistical and Theoretical
Physics, Elsevier, 2008 (Corrected Proof in PDF)
Conlon, T., Ruskin, H.J., Crane,
M., Random Matrix Theory and Fund of
Funds Portfolio Optimization, Physica
A: Statistical and Theoretical
Physics, Vol 382/2 pp 565-576, Elsevier 2007 (Corrected Proof in
PDF)
Matos, J.-A., Gama,
S., Ruskin, H.J., Sharkasi, A., Crane, M., Correlation of Worldwide
Markets’
Entropies, Perspectives in
Econophysics, 2006 (Corrected Proof in PDF)
Sharkasi,
A., Crane,
M., Ruskin,
H.J., Matos, J. A., The Reaction of
Stock Markets to Crashes:
A Comparison Study between Emerging and Mature Markets using Wavelet
Transforms, Physica
A: Statistical and Theoretical Physics, Vol. 368, No. 2, pp
512-521,Elsevier 2006. (Corrected Proof in PDF)
Sharkasi,
A., Ruskin, H.J, Crane, M., Long-term memory in the Irish market
(ISEQ):
evidence from wavelet analysis, arXiv:physics/0607182 v1 20
Jul 2006 (Corrected Proof in PDF)
Sharkasi, A., Crane, M.,
Ruskin, H., Apples and Oranges: The Difference Between the Reaction
of
Emerging
and Mature Markets to Crashes, in Takayasu, Hideki (Ed),
Proceedings
of 3rd Nikkei Econophysics Symposium - Practical Fruits of Econophysics,
Business and Economics,pp38-42, Springer, 2005,
ISBN
4-431-28914-3 (Corrected Proof in PDF)
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, pp1-18, 2005 (Corrected Proof in PDF)
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: 3-7908-1554-3.
Sharifi, S., Crane, M.,
Shamaie, A.,
Ruskin, H., Random Matrix Theory for Portfolio Optimization: A
Stability
Approach, Physica A: Statistical Mechanics and its Applications,
Vol. 335(3-4) pp629-643, Elsevier, 2004 (Corrected Proof in PDF)
Keogh, G., Sharifi, S.,
Ruskin, H.,
Crane, M., Epochs in Market Sector Index Data - Empirical or
Optimistic?, Proceedings
of the 2nd Nikkei Econophysics Symposium - Application of Econophysics,
H. Takayasu (Ed.), Lecture Notes in Computer Science, Springer,
November, 2003, pp 83-89, ISBN 4-431-14028-X
General:
Crane, M. and Boyle,
J.T., The
Calculation
of Interlaminar Stresses in Laminar Plates using Walsh Transforms, Journal
of the American Institute of Aeronautics and Astronautics (AIAA
Journal), Vol.34(8) 1996.
Crane, M., Byrne, J.,
Glynn,
T. and
Boyle, J.T., Causality and the Complex Modulus Model of Damping,
Zeitschrift
fur Angewandte Mathematik und Mechanik (ZAMM) vol 75, 1995, no 10,
pp 807-808.
Crane, M., The
Simulation
of a Simple
Chaotic Dynamical System Using Walsh Functions, Zeitschrift fur
Angewandte Mathematik und Mechanik (ZAMM) vol 73, 1993, no 4, pp
161-164.