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All Outputs (4)

Quantitative decision-making for the next generation of smarter evacuations (2014)
Book Chapter
Fry, J., Galla, T., & Binner, J. (2014). Quantitative decision-making for the next generation of smarter evacuations. In J. Preston, J. M. Binner, L. Branicki, T. Galla, N. Jones, J. King, M. Kolokitha, & M. Smyrnakis (Eds.), City Evacuations: An Interdisciplinary Approach (63-87). Springer. https://doi.org/10.1007/978-3-662-43877-0_4

In this chapter we discuss the mathematical modelling of the next generation of smarter evacuations. Alongside a burgeoning literature on resilience we formulate a quantitative decision-making framework through which Social Media can be used to deliv... Read More about Quantitative decision-making for the next generation of smarter evacuations.

Multivariate bubbles and antibubbles (2014)
Journal Article
Fry, J. (2014). Multivariate bubbles and antibubbles. European Physical Journal B : Condensed Matter and Complex Systems, 87, Article 174. https://doi.org/10.1140/epjb/e2014-50324-9

In this paper we develop models for multivariate financial bubbles and antibubbles based on statistical physics. In particular, we extend a rich set of univariate models to higher dimensions. Changes in market regime can be explicitly shown to repres... Read More about Multivariate bubbles and antibubbles.

Bubbles, shocks and elementary technical trading strategies (2014)
Journal Article
Fry, J. (2014). Bubbles, shocks and elementary technical trading strategies. European Physical Journal B : Condensed Matter and Complex Systems, 87, Article 1. https://doi.org/10.1140/epjb/e2013-40587-y

In this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, shocks and elementary technical trading strategies in financial markets. Markets operate by balancing intrinsic levels of risk and return. This seeming... Read More about Bubbles, shocks and elementary technical trading strategies.