Centre for Risk Research (CRR)
Centre for Risk Research (CRR)

Publications

Explore our research to find out more about our interdisciplinary approach to the analysis and management of risk.
Risk management under time varying volatility and Pareto-stable distributions
Sharif Mozumder, M. Humayun Kabir, Michael Dempsey & Taufiq Choudhry, 2019, Applied Economics Letters
DOI: 10.1080/13504851.2019.1612025
Type: article
A multi-objective approach for profit-driven feature selection in credit scoring
2019, Decision Support Systems, 120, 106-117
DOI: 10.1016/j.dss.2019.03.011
Type: article
The predictability of Bitcoin returns
Di Luo, Jeremy Cheah, Zhuang Zhang & Ming-Chien Sung, 2019
Type: conference
Forecasting the daily dynamic hedge ratios in emerging European stock futures markets
Taufiq Choudhry, Mohammad Hasan & Yuanyuan Zhang, 2019, International Journal of Banking, Accounting and Finance, 10(1), 67-100
DOI: 10.1504/IJBAAF.2019.099316
Type: article
Forecasting unknown-unknowns by boosting the risk radar within the risk intelligent organisation
Alasdair Marshall, Udechukwu Ojiako, Victoria Wang, Fenfang Lin & Maxwell Chipulu, 2019, International Journal of Forecasting, 35(2), 644-658
DOI: 10.1016/j.ijforecast.2018.07.015
Type: article