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  • image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    Authors: Farmer, Carson J. Q.;

    One of the most promising approaches to mitigating land-use and transportation problems is continued research on urban commuting. Commuting is essential to many individuals, allowing them to participate in the labour market and earn a living to meet their essential needs. As such, a better understanding of the determinants of commuting will ultimately lead to a better understanding of the complexities of employment, housing, and the many spatial processes underlying commuting. However, in order to understand the commuting process, it is important to examine the milieu within which commuting takes place: the local labour market (LLM). In this thesis, the interplay between commuting and LLMs is explored through the use of regionalisation techniques and spatial interaction models. It is shown that LLM characteristics play a significant role in intra-regional commuting patterns and that a failure to account for LLM conditions may seriously hinder the applicability of models of commuting. Specically, it is found that there are many dierent LLMs across Ireland, and that these LLMs characterise the commuting patterns of population sub-groups. By incorporating these LLMs into models of commuting, this thesis shows that in addition to distance and working population size, the spatial structure of origins and destinations and a number of non-spatial attributes such as unemployment, housing density, and education, all signi- cantly aect commuting ows. Furthermore, the distance decay component of these models appears to be capturing a combination of geographical distance and regional dierentiation due to LLM boundaries, leading to `functional' distance decay. This concept of functional distance decay is a key nding of this thesis, and indicates that in addition to the conguration of origins and destinations, distance decay is also dependent on the spatial structure of LLMs, or more generally, the totality of surrounding conditions within which spatial interaction takes place.

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Maynooth University ...arrow_drop_down
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  • Authors: Thomas Conlon; John Cotter; Ramazan Gençay;

    Prevailing wisdom in finance suggests long-run investors have a competitive advantage, since they can ride out short-run fluctuations and mispricing, and pursue illiquid investments. This paper investigates if this advantage holds in a portfolio context, examining benefits of international diversification across short- and longrun horizons. Employing a multi-horizon non-parametric filter, increased long-run correlations between international equity markets are detailed, even for synchronized markets. A model replicating the temporal aggregation properties of intermarket correlation is developed, indicating that short-run correlations are downward biased by frictions. Finally, the impact on portfolio allocation is investigated, demonstrating decreased risk reduction benefits in the long-run.

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  • image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
    Authors: Thomas Conlon; John Cotter; Ramazan Gençay;

    Abstract The asset allocation decision often relies upon correlation estimates arising from short-run data. Short-run correlation estimates may, however, be distorted by frictions. In this paper, we introduce a long-run wavelet-based correlation estimator, distinguishing between long-run common behavior and short-run singular events. Using generated data, we demonstrate a reduction in bias and error of up to 84.2% and 38.9%, respectively, relative to a traditional subsampled approach. Exploiting the wavelet decomposition into short- and long-run components, we develop a model to help understand the sources of any heterogeneity in correlation. The implication is that short-run correlation may be downward biased by frictions, the latter manifesting as serial- and cross-serial correlation in the raw time series. In an empirical application to G7 international equity markets, we present evidence of increasing correlations at longer-run horizons. The significance for the asset allocation decision are examined using a minimum-variance framework, highlighting distinct optimal allocation weights at short- and long-run horizons.

    image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao European Journal of ...arrow_drop_down
    image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
    European Journal of Operational Research
    Article . 2018
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      image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao European Journal of ...arrow_drop_down
      image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
      European Journal of Operational Research
      Article . 2018
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    Authors: Thomas Conlon; John Cotter; Ramazan Gençay;

    Prevailing wisdom in nance suggests long-run investors have a competitive advantage, since they can ride out short-run uctuations and mispricing, and pursue illiquid investments. This paper investigates if this advantage holds in a portfolio context, examining benets of international diversication across short- and longrun horizons. Employing a multi-horizon non-parametric lter, increased long-run correlations between international equity markets are detailed, even for synchronized markets. A model replicating the temporal aggregation properties of intermarket correlation is developed, indicating that short-run correlations are downward biased by frictions. Finally, the impact on portfolio allocation is investigated, demonstrating decreased risk reduction benets in the long-run.

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ SSRN Electronic Jour...arrow_drop_down
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    SSRN Electronic Journal
    Article . 2015
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      SSRN Electronic Journal
      Article . 2015
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    Authors: Bapteste, Eric; Lopez, Philippe; Bouchard, Frederic; Baquero, Fernando; +2 Authors

    International audience; All evolutionary biologists are familiar with evolutionary units that evolve by vertical descent in a tree-like fashion in single lineages. However, many other kinds of processes contribute to evolutionary diversity. In vertical descent, the genetic material of a particular evolutionary unit is propagated by replication inside its own lineage. In what we call introgressive descent, the genetic material of a particular evolutionary unit propagates into different host structures and is replicated within these host structures. Thus, introgressive descent generates a variety of evolutionary units and leaves recognizable patterns in resemblance networks. We characterize six kinds of evolutionary units, of which five involve mosaic lineages generated by introgressive descent. To facilitate detection of these units in resemblance networks, we introduce terminology based on two notions, P3s (subgraphs of three nodes: A, B, and C) and mosaic P3s, and suggest an apparatus for systematic detection of introgressive descent. Mosaic P3s correspond to a distinct type of evolutionary bond that is orthogonal to the bonds of kinship and genealogy usually examined by evolutionary biologists. We argue that recognition of these evolutionary bonds stimulates radical rethinking of key questions in evolutionary biology (e.g., the relations among evolutionary players in very early phases of evolutionary history, the origin and emergence of novelties, and the production of new lineages). This line of research will expand the study of biological complexity beyond the usual genealogical bonds, revealing additional sources of biodiversity. It provides an important step to a more realistic pluralist treatment of evolutionary complexity.

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Maynooth University ...arrow_drop_down
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    Europe PubMed Central
    Other literature type . 2012
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    image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
    Hal-Diderot
    Article . 2012
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      Europe PubMed Central
      Other literature type . 2012
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      image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
      Hal-Diderot
      Article . 2012
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  • image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    Authors: Farmer, Carson J. Q.;

    One of the most promising approaches to mitigating land-use and transportation problems is continued research on urban commuting. Commuting is essential to many individuals, allowing them to participate in the labour market and earn a living to meet their essential needs. As such, a better understanding of the determinants of commuting will ultimately lead to a better understanding of the complexities of employment, housing, and the many spatial processes underlying commuting. However, in order to understand the commuting process, it is important to examine the milieu within which commuting takes place: the local labour market (LLM). In this thesis, the interplay between commuting and LLMs is explored through the use of regionalisation techniques and spatial interaction models. It is shown that LLM characteristics play a significant role in intra-regional commuting patterns and that a failure to account for LLM conditions may seriously hinder the applicability of models of commuting. Specically, it is found that there are many dierent LLMs across Ireland, and that these LLMs characterise the commuting patterns of population sub-groups. By incorporating these LLMs into models of commuting, this thesis shows that in addition to distance and working population size, the spatial structure of origins and destinations and a number of non-spatial attributes such as unemployment, housing density, and education, all signi- cantly aect commuting ows. Furthermore, the distance decay component of these models appears to be capturing a combination of geographical distance and regional dierentiation due to LLM boundaries, leading to `functional' distance decay. This concept of functional distance decay is a key nding of this thesis, and indicates that in addition to the conguration of origins and destinations, distance decay is also dependent on the spatial structure of LLMs, or more generally, the totality of surrounding conditions within which spatial interaction takes place.

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Maynooth University ...arrow_drop_down
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  • Authors: Thomas Conlon; John Cotter; Ramazan Gençay;

    Prevailing wisdom in finance suggests long-run investors have a competitive advantage, since they can ride out short-run fluctuations and mispricing, and pursue illiquid investments. This paper investigates if this advantage holds in a portfolio context, examining benefits of international diversification across short- and longrun horizons. Employing a multi-horizon non-parametric filter, increased long-run correlations between international equity markets are detailed, even for synchronized markets. A model replicating the temporal aggregation properties of intermarket correlation is developed, indicating that short-run correlations are downward biased by frictions. Finally, the impact on portfolio allocation is investigated, demonstrating decreased risk reduction benefits in the long-run.

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  • image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
    Authors: Thomas Conlon; John Cotter; Ramazan Gençay;

    Abstract The asset allocation decision often relies upon correlation estimates arising from short-run data. Short-run correlation estimates may, however, be distorted by frictions. In this paper, we introduce a long-run wavelet-based correlation estimator, distinguishing between long-run common behavior and short-run singular events. Using generated data, we demonstrate a reduction in bias and error of up to 84.2% and 38.9%, respectively, relative to a traditional subsampled approach. Exploiting the wavelet decomposition into short- and long-run components, we develop a model to help understand the sources of any heterogeneity in correlation. The implication is that short-run correlation may be downward biased by frictions, the latter manifesting as serial- and cross-serial correlation in the raw time series. In an empirical application to G7 international equity markets, we present evidence of increasing correlations at longer-run horizons. The significance for the asset allocation decision are examined using a minimum-variance framework, highlighting distinct optimal allocation weights at short- and long-run horizons.

    image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao European Journal of ...arrow_drop_down
    image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
    European Journal of Operational Research
    Article . 2018
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      image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao European Journal of ...arrow_drop_down
      image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
      European Journal of Operational Research
      Article . 2018
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    Authors: Thomas Conlon; John Cotter; Ramazan Gençay;

    Prevailing wisdom in nance suggests long-run investors have a competitive advantage, since they can ride out short-run uctuations and mispricing, and pursue illiquid investments. This paper investigates if this advantage holds in a portfolio context, examining benets of international diversication across short- and longrun horizons. Employing a multi-horizon non-parametric lter, increased long-run correlations between international equity markets are detailed, even for synchronized markets. A model replicating the temporal aggregation properties of intermarket correlation is developed, indicating that short-run correlations are downward biased by frictions. Finally, the impact on portfolio allocation is investigated, demonstrating decreased risk reduction benets in the long-run.

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ SSRN Electronic Jour...arrow_drop_down
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    SSRN Electronic Journal
    Article . 2015
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    Authors: Bapteste, Eric; Lopez, Philippe; Bouchard, Frederic; Baquero, Fernando; +2 Authors

    International audience; All evolutionary biologists are familiar with evolutionary units that evolve by vertical descent in a tree-like fashion in single lineages. However, many other kinds of processes contribute to evolutionary diversity. In vertical descent, the genetic material of a particular evolutionary unit is propagated by replication inside its own lineage. In what we call introgressive descent, the genetic material of a particular evolutionary unit propagates into different host structures and is replicated within these host structures. Thus, introgressive descent generates a variety of evolutionary units and leaves recognizable patterns in resemblance networks. We characterize six kinds of evolutionary units, of which five involve mosaic lineages generated by introgressive descent. To facilitate detection of these units in resemblance networks, we introduce terminology based on two notions, P3s (subgraphs of three nodes: A, B, and C) and mosaic P3s, and suggest an apparatus for systematic detection of introgressive descent. Mosaic P3s correspond to a distinct type of evolutionary bond that is orthogonal to the bonds of kinship and genealogy usually examined by evolutionary biologists. We argue that recognition of these evolutionary bonds stimulates radical rethinking of key questions in evolutionary biology (e.g., the relations among evolutionary players in very early phases of evolutionary history, the origin and emergence of novelties, and the production of new lineages). This line of research will expand the study of biological complexity beyond the usual genealogical bonds, revealing additional sources of biodiversity. It provides an important step to a more realistic pluralist treatment of evolutionary complexity.

    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Maynooth University ...arrow_drop_down
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    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    Europe PubMed Central
    Other literature type . 2012
    Data sources: PubMed Central
    image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
    image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
    Hal-Diderot
    Article . 2012
    Data sources: Hal-Diderot
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      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Maynooth University ...arrow_drop_down
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      Europe PubMed Central
      Other literature type . 2012
      Data sources: PubMed Central
      image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
      image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
      Hal-Diderot
      Article . 2012
      Data sources: Hal-Diderot
      addClaim

      This Research product is the result of merged Research products in OpenAIRE.

      You have already added works in your ORCID record related to the merged Research product.
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