Frank McGroarty
Economics and Econometrics · 2014–2020
A researcher in the Science corpus: 5 papers; trusts 22 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 64 citations into it; #21,206 of 23,481 by trust here, #19,308 by citations
- Finance — 58 citations into it; #7,006 of 10,518 by trust here, #6,162 by citations
- Management Science and Operations Research — 11 citations into it; #9,316 of 11,946 by trust here, #8,469 by citations
- Artificial Intelligence — 6 citations into it
- Time-Series & Forecasting — 5 citations into it
Whom Frank McGroarty trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Leo Breiman
- Andrew W. Lo
- Jae Hyun Kim
- K. Lim
- Christopher A. Sims
- Lijuan Cao
- Christoph Memmel
- Daniel Oliveira Cajueiro
- Andy Liaw
- Nick Littlestone
Who trusts Frank McGroarty overall
Papers from Frank McGroarty's perspective
Ordered by how strongly the researchers Frank McGroarty trusts endorse each paper. Same corpus, a different order for every researcher.
- Bagging Predictors
- Random Forests
- Long memory in the Greek stock market
- The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient
- Efficient Capital Markets : A Review of Theory and Empirical Work
- An Introduction to Variable and Feature Selection
- Conflict Theory, Economic Conditions, and Homicide
- On the Estimation of Security Price Volatilities from Historical Data
- Application of support vector machines in !nancial time series forecasting
- What is the expected return on the market
Their papers
- Calendar effects, market conditions and the Adaptive Market Hypothesis: evidence from long-run U.S. data (2014) — 148 citations
- Automated trading with performance weighted random forests and seasonality (2014) — 149 citations
- Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis (2020) — 134 citations
- Are stock markets really efficient? Evidence of the Adaptive Market Hypothesis (2016) — 180 citations
- Do emerging markets become more efficient as they develop? Long memory persistence in equity indices (2014) — 127 citations