Skip to main content

Research Repository

Advanced Search

All Outputs (5)

Book reviews (2015)
Journal Article
Fry, J. (2015). Book reviews. Market technician : the journal of the Society of Technical Analysts, 79, 8-8

Book reviews (2015)
Journal Article
Fry, J. (2015). Book reviews. Market technician : the journal of the Society of Technical Analysts, 78, 6-7

Elementary modelling and behavioural analysis for emergency evacuations using social media (2015)
Journal Article
Fry, J., & Binner, J. (2016). Elementary modelling and behavioural analysis for emergency evacuations using social media. European journal of operational research, 249(3), 1014-1023. https://doi.org/10.1016/j.ejor.2015.05.049

Social media usage in evacuations and emergency management represents a rapidly expanding field of study. Our paper thus provides quantitative insight into a serious practical problem. Within this context a behavioural approach is key. We discuss whe... Read More about Elementary modelling and behavioural analysis for emergency evacuations using social media.

Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)
Journal Article
Cheah, E.-T., & Fry, J. (2015). Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin. Economics letters, 130, 32-36. https://doi.org/10.1016/j.econlet.2015.02.029

Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has raised profound economic and societal issues. In this paper we undertake economic and econometric modelling of Bitcoin prices. As with many asset classes we show... Read More about Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin.

Stochastic modelling for financial bubbles and policy (2015)
Journal Article
Fry, J. (2015). Stochastic modelling for financial bubbles and policy. Cogent Economics and Finance, 3(1), Article 1002152. https://doi.org/10.1080/23322039.2014.1002152

In this paper, we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. By modifying previous approaches, we are able to derive novel analytical formulae... Read More about Stochastic modelling for financial bubbles and policy.