Mark McDonald - Concepedia

Author

Mark McDonald

Also Known As

Mark McDonald, McDonald, Mark

Publications

689

Citations

H-Index

Concepts

All Affiliations

Mark McDonald is an author at University of Oxford specializing in business, network analysis, and engineering.

#	Concept	H-Index	Publications	Citations
1	Business	3	3	232
2	Engineering	2	2	119
3	Data Science	2	2	119
4	Management	1	1	113
5	Computer Science	1	1	16

Mark McDonald

Publications

660

Citations

H-Index

Page 1

	Year	Citations
Limit order books Martin Gould, Mason A. Porter, Stacy Williams, Quantitative Finance	2013	292
Temporal evolution of financial-market correlations Daniel J. Fenn, Mason A. Porter, Stacy Williams, Physical Review E Empirical FinanceEconomicsFinancial EconomicsAsset PricingMarket Trend	2011	113
Detecting a currency’s dominance or dependence using foreign exchange network trees Mark McDonald, Omer Suleman, Stacy Williams, Physical Review E EngineeringCurrency ’TradeExchange RateNetwork Analysis	2005	103
Dynamical clustering of exchange rates Daniel J. Fenn, Mason A. Porter, Peter J. Mucha, Quantitative Finance	2012	66
Impact of unexpected events, shocking news, and rumors on foreign exchange market dynamics Mark McDonald, Omer Suleman, Stacy Williams, Physical Review E	2008	31
Limit Order Books Martin Gould, Mason A. Porter, Stacy Williams, SSRN Electronic Journal	2012	23
Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks Marya Bazzi, Mason A. Porter, Stacy Williams, Multiscale Modeling and Simulation Temporal Multilayer NetworksEngineeringInteraction NetworkMultilayer NetworksNetwork Analysis	2016	16
Relative Robust Portfolio Optimization with benchmark regret Gonçalo Simões, Mark McDonald, Stacy Williams, Quantitative Finance	2018	16

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