Financial Forecasting and Risk Management (FFoRM)
Selection of peer-reviewed research publications of group members
Boulter, T. (2007), "Speed of Adjustment within Currency Markets", International Review of Business Research Papers, 3 (5), 88-122
Ee, M. S. and Ikuta, S. (2007), "A switching model of dynamic asset selling problem", Journal of the Operations Research Society of Japan, 50(3): 233-249
Boulter, T. and Sullivan, S. (2009), "A Model of Exchange Rate Innovation with Short and Long Term Determinants", Global Economy and Finance Journal, Vol 2, Issue 1
Gepp, A., Kumar, K. and Bhattacharya, S. (2009), "Business failure prediction using decision trees", Journal of Forecasting, Wiley Interscience, London, England
Hossari, G. (2009), "Absence of industry effect in modelling corporate collapse in Australia", Global economy and finance journal, vol. 2, no. 1, pp. 20-30
Ee, M. S. (2009), "Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option", European Journal of Operational Research, 198: 215-222
Bhattacharya, S., Wang, Y. and Zu, D. (2010), "Beyond Simon's means-ends analysis : natural creativity and the unanswered 'why' in the design of intelligent systems for problem-solving", Minds and Machines, vol. 20, no. 3, pp. 327-347, Springer, Amsterdam, The Netherlands
Hossari, G. (2010), "Enhancing procedural efficiency in multiple-industry ratio-based modelling of corporate collapse", International review of business research papers, vol. 6, no. 1
Cohen, M. (2010), The Valuation of Intangible Assets: A New Approach Using Hedonic Pricing Models, VDM Verlag, SaarbrAcken, Germany
Bhattacharya, S., Martins, R. A. and Kumar, K. (2011) "A practical distribution-free approach to the classical newsboy inventory stocking problem for highly right-skewed but otherwise unknown demand distributions", Journal of Interdisciplinary Mathematics, (forthcoming)
Bhattacharya, S., Xu, D. and Kumar, K. (2011) "An ANN-based auditor decision support system using Benford's Law", Decision Support Systems (forthcoming).
