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Fingerprint Dive into the research topics where John Michael Mulvey is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Nonlinear networks Engineering & Materials Science
Pension plans Engineering & Materials Science
Planning Engineering & Materials Science
Insurance Engineering & Materials Science
Scenario Generation Mathematics
Risk Management Mathematics
Supercomputers Engineering & Materials Science
Computer programming Engineering & Materials Science

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Research Output 1976 2017

1 Citation (Scopus)

Machine Learning and Financial Planning

Mulvey, J. M., Nov 1 2017, In : IEEE Potentials. 36, 6, p. 8-13 6 p., 8103126.

Research output: Contribution to journalArticle

financial planning
Learning systems
Planning
learning
financial service
1 Citation (Scopus)

Optimizing a portfolio of liquid and illiquid assets

Mulvey, J. M., Kim, W. C. & Lin, C., Jan 1 2017, International Series in Operations Research and Management Science. Springer New York LLC, p. 151-175 25 p. (International Series in Operations Research and Management Science; vol. 245).

Research output: Chapter in Book/Report/Conference proceedingChapter

Hidden Markov models
Liquid
Stochastic Optimization
Equity
Liquids

A semiparametric graphical modelling approach for large-scale equity selection

Liu, H., Mulvey, J. M. & Zhao, T., Jul 2 2016, In : Quantitative Finance. 16, 7, p. 1053-1067 15 p.

Research output: Contribution to journalArticle

Modeling
Equity
Copula
Rebalancing
Inference
1 Citation (Scopus)

Dynamic allocations for currency futures under switching regimes signals

Reus, L. & Mulvey, J. M., Aug 16 2016, In : European Journal of Operational Research. 253, 1, p. 85-93 9 p.

Research output: Contribution to journalArticle

Regime Switching
Currency
Hidden Markov models
Crash
Strategy
1 Citation (Scopus)

Identifying economic regimes: Reducing downside risks for university endowments and foundations

Mulvey, J. M. & Liu, H., Sep 1 2016, In : Journal of Portfolio Management. 43, 1, p. 100-108 9 p.

Research output: Contribution to journalArticle

Endowments
Contagion
Economics
Downside risk
Machine learning