Books

Brabazon, A., O'Neill, M., Maringer, D. and Thomaidis, N. (Eds) (2011) Natural Computing in Computational Finance, (Volume IV), Berlin: Springer-Verlag.

Connor, G., Goldberg, L.R. and Korajczyk, R.A. (2010). Portfolio Risk Analysis, Princeton University Press.

Brabazon, A., O'Neill, M. and Maringer, D. (eds) (2010). Natural Computation in Computational Finance (Volume III), Berlin: Springer-Verlag.

Book Chapters

Agapitos, A., O'Neill, M., Brabazon, A. (2012). Genetic Programming for the Induction of Seasonal Forecasts: A study of Weather-derivatives, in Financial Decision Making using Computational Intelligence, Series in Optimisation and its Applications. Doumpos, M., Zoupounidis, C., Paralos, P. (eds), Berlin, Springer Verlag.

Brabazon, A., Dang, J., Dempsey, I., O'Neill, M. and Edelman, D. (2012). Natural Computing in Finance: A Review, in Handbook of Natural Computing: Theory, Experiments and Applications
G. Rozenberg, T. Baeck and J. Kok (eds), Berlin: Springer. Open access link

Cui, W., Brabazon, A. and O'Neill, M. (2010). Evolutionary Computation in Trade Execution, in Natural Computation in Computational Finance (Volume III), Berlin:Springer. Open access link

Agapitos, A., Goyal, A. and Muckley, C. (2011). An Evolutionary Algorithmic Investigation of US Corporate Payout Policy, in Natural Computation in Computational Finance (Volumn IV), Chapter 7, Berlin: Springer

Tuite, C., Agapitos, A., O'Neill, M. and Brabazon, A. (2011). Tackling Overfitting in Evolutionary-driven Financial Model Induction, in Natural Computation in Computational Finance (Volumn IV), Berlin: Springer

Cotter, J. and Hanly, J. (2011). Re-evaluating Hedging Performance for Asymmetry: The Case of Oil, Derivative Securities Pricing and Modelling, in Contemporary Studies in Economics and Financial Analysis Series, Batten, J. and Wagner, N. (Eds), Emerald, 259 - 280.