Tom Conlon

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Publications

Journal Articles:

  • “An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition”
            T. Conlon, J. Cotter, To Appear in The Journal of Futures Markets, 2012.
            (SSRN Preprint, Arxiv Preprint, DOI)
  • “Multiscaled Cross-Correlation Dynamics in Financial Time Series”
            T. Conlon, H.J. Ruskin, M. Crane, Adv. Complex Sys. 12 (4-5) 2009 439-454.
            (Arxiv Preprint, DOI)
  • “Seizure characterisation using frequency-dependent multivariate dynamics”
            T. Conlon, H.J. Ruskin, M. Crane, Comp. Bio. Med. 39 (9) 2009 760-767.
            (DOI)
  •  “Cross-Correlation Dynamics in Financial Time Series”
            T. Conlon, H.J. Ruskin, M. Crane, Physica A 388, 2009 705-714.
            (Arxiv Preprint, DOI)
  • “Wavelet Multiscale Analysis for Hedge Funds: Scaling and Strategies”
            T Conlon, M. Crane, H.J. Ruskin, Physica A 387 (21) 2008 5197-5204.
            (DOI)
  • “Random Matrix Theory and Fund of Funds Portfolio Optimisation”
            T. Conlon, H.J. Ruskin, M. Crane, Physica A 382 (2) 2007 565-576.
            (Arxiv Preprint, DOI)

Conference Articles:

  • “An Empirical Analysis of Dynamic Multiscale Hedging”
            T. Conlon, Money, Macro and Finance Research Group 43rd Annual International Conference, Birmingham, United Kingdom, September 15-17 2011.
  • “Multiscaled Cross-Correlation Dynamics in Financial Time Series”
            T. Conlon, European Conference on Complex Systems (ECCS08), Jerusalem, Israel, September 14-19 2008.
  • “Random Matrix Theory and Hedge Fund Strategy Identification”
            T. Conlon, 4th INFINITY Conference on International Finance, Trinity College, Dublin 12-13 June 2006.

Seminar Presentations:

  • “Capital Adequacy, Bank Fundamentals and the Irish Banking System: An Early Warning Model”
            T. Conlon, The Central Bank of Ireland, 11 October 2011.
  • “Asset Pricing, Risk Aversion and the Investor Horizon”
            T. Conlon, Financial Mathematics Computation Cluster Seminar, University College Dublin, 3 May 2011.
  • “An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition”
            T. Conlon, UCD Banking & Finance Centre for Financial Markets Research Seminar Series, 03 March 2011.
  • “Examining the Relationship between Asset Prices: A Risk and Time-Scale Analysis”
            T. Conlon, Financial Mathematics Computation Cluster Seminar, University College Dublin, 12 May 2010.

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