Items where Author is "Kelly, Robert"

Book Section

Maguire, Phil, Moser, Philippe, O'Reilly, Kieran, McMenamin, Conor, Maguire, Rebecca and Kelly, Robert (2014) Maximizing positive portfolio diversification. In: Proceedings of the 2014 IEEE Symposium on Computational Intelligence. IEEE, pp. 174-181.

Maguire, Phil, Moser, Philippe, McDonnell, Jack, Kelly, Robert, Fuller, Simon and Maguire, Rebecca (2013) A Probabilistic Risk-to-Reward Measure for Evaluating the Performance of Financial Securities. In: 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, pp. 102-109. ISBN 9781467359214