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Researchers at UCD

David Edelman

Senior Lecturer

School Of Business
Graduate School of Business
Carysfort Avenue, Blackrock
Co. Dublin

Tel: +353 1 7168866
Email: david.edelman@ucd.ie

Publications

Books

Edelman, D.; (2001) The Compleat Horseplayer. : De Mare Consultants Press. [Details]

Book Chapters

Edelman, D.; (2005) 'Local cross-entrophy' In: Dunbar, N (eds). Derivatives Trading and Option Pricing. [Details]
Davy, P. & Edelman, D.; (2004) 'Adaptive Technical Analysis in the Financial Markets Using Machine Learning: A Statistical View ' In: Fulcher, J. & Jain, L.C (eds). Applied Intelligent Systems New Directions Series Studies in Fuzziness and Soft Computing. [Details]
Edelman, D.; (2002) 'A Competitive Ratings Algorithm for Horserace Handicapping' In: Vaughan-Williams, V (eds). The Economics of Gambling. [Details]
 

Peer Reviewed Journals

Edelman, D.; (2004) 'The Minimum Local Cross-Entropy Criterion in Options Pricing'. Risk, 7 (7). [Details]
Edelman, D. & Thomas, G.C.; (2000) 'Consent to have sex: Empirical Evidence about no'. University of Pittsburgh Law Review, 61 (3). [Details]
Edelman, D.; (2000) 'On the Financial Value of Information'. Annals of Operations Research, 100 :123-132. [Details]
Edelman, D. & Gillespie, T.; (2000) 'The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets'. Annals of Operations Research, 100 :133-164. [Details]
Edelman, D.; (1998) 'Can Negative Expected Value Gambling be Rational?'. Accounting and Finance Research Journal, . [Details]
Edelman, D. & Scott, F. et al; (1996) 'First Trimester Aneuploidy Screening Using Nuchal Translucency, Free-Beta Human Chorionic Gonadotrophin and Maternal Age'. Australian & New Zealand Journal of Obstetrics & Gynaec, 36 (4):381-384. [Details]
Edelman, D. & Scott, F.; (1996) ''New Formula for Estimating Fetal Weight Below 100g: Comparison With Existing Formulas'. Journla of Ultrasound Medicine, 15 :669-672. [Details]
Edelman, D.; (1995) 'On a Repeated Significance Test With Flexible Endpoint'. Biometrics, 30 (1). [Details]
Edelman, D.; (1995) 'A Natural Generalisation of Black-Scholes In the Presence of Skewness, Using Stable Processes '. Abacus, 30 (1). [Details]
Edelman, D.; (1994) 'A Confidence Interval for an Unknown Unimodal Density Function Based on a Sample of Size One'. Journal of Computation and Simulation, . [Details]
Anderson, S.c., Edelman, D., Murrell, W.G., O'Neill, C.C. & Rahilly, P.; (1993) 'An Epidemiological Survey of SIDS in the Sydney Metropolitan Area'. Journal of Paediatrics and Child Health, 29 :445-450. [Details]
Edelman, D.; (1991) ''On the Inadmissibility of the Usual Procedure for Two Independent Tests of Normal Means'. Amer. Jl of Mathematical and Management Sciences, 10 . [Details]
Edelman, D.; (1991) 'The Five Degree of Freedom Rule for Fixed-Width Confidence Intervals for the Mean of a Normal Distribution '. Biometrics, :733-739. [Details]
Edelman, D.; (1990) 'A note on Uniformly Most Powerful Two-Sided Tests'. The American Statistician, :219-220. [Details]
Edelman, D.; (1990) 'A Confidence Interval for the Center of an Unknown Unimodal Distribution Based on a Sample of size 1'. The American Statistician, :285-287. [Details]
Edelman, D.; (1990) 'An Inequality of Optimal Order for the Tail Probabilities of the T-Statistic Under the Hypothesis of Symmetry'. Journal of the American Statistical Association, :120-123. [Details]
Edelman, D.; (1989) 'A Candidate for Locally Most Powerful Sequential T-Test '. Biometrika 73, 1 :197-201. [Details]
Edelman, D.; (1988) '1623Estimation of the Mixing Distribution for a Normal Mean With Applications to the Compound Decision Problem'. Annals of Statistics, 16 (4):1609-1623. [Details]
Edelman, D. & Thomas, G.C.; (1988) 'An Evaluation of Conservative Crime Control Theology'. Notre Dame Law Review, 63 (2). [Details]
Cuzick, J., Edelman, D., Erskine, s. & Galton, D.; (1987) 'Comparison of the Incidence of Myelodysplastic Syndrome and Acute Myeloid Leukemia Following Melphalan and Cyclophosphamide Treatment for Myelomatosis'. British Journal of Cancer, 55 :523-529. [Details]
Edelman, D.; (1986) 'Bounds for a Nonparametric T-Table'. Biometrika 73, . [Details]
Edelman, D. & O' Brien, N.; (0) 'Arbitrage at the Racetrack'. European Journal of Finance, 10 (5):370-379. [Details]
 

Conference Publications

Edelman, D.; GARCH or Posterior Volatility? An Intuitive Approach to Volatility Smile Modeling 2nd International Conference on Stochastics and Finance ANU, [Details]
Edelman, D. & Gillespie, T.; Improved Volatility Prediction using Group Analysis (Empirical Bayes) 3rd International Conference on Stochastics and Finance ANU, , pp.345-353 [Details]
Chung, V., Davy, P. & Edelman, D.; Using Neural Networks to Arbitrage the All-Ordinaries Index IEE Conference on Neural Networks and Fuzzy Logic Adelaide, Australia, [Details]
Chung, V., Davy, P. & Edelman, D.; Using Neural Networks to Achieve Excess Returns on the Australian All-Ordinaries Index Queensland Conference on Quantitative Finance QUT, [Details]
Edelman, D.; The Minimum Local Cross-Entropy Criterion for Inferring Risk-Neutral Price Distributions from Traded Options Prices 11th International Quantitative Methods in Finance/Bernoulli Society 2000 (Joint conference) *, [Details]
Edelman, D.; Enforced-Denial Support Vector Machines for Noisy Data with Applications to Financial Time Series Forecasting 8th International Conference of the Forum for Interdisciplinary Mathematics (Finance section) University of Wollongong, [Details]
Ang, L., Davy, P., Edelman, D., Lawrence, E. & Reid, S.; A Comparative Study of Neural Network, Genetic Programming, and Support-Vector Machine Methods in Forecasting Financial Time Series 8th International Conference of the Forum for Interdisciplinary Mathematics (Finance section) University of Wollongong, [Details]
                                                                                         

Research

Research Interests

Current: Financial Mathematics, Finance, Mathematical/Statistical Modeling, Neural Network/Support Vector Machine Modeling, General Datamining, Information Theory, Quasi-Monte Carlo Methods, Biomathematical modeling, Signal Processing, Chaos Theory, Optimal Stopping, Decisionmaking under Uncertainty, Intelligent Systems Previous: Mathematical Statistical Theory (including Sequential Analysis, Nonparametric Statistical Testing, Empirical Bayes Methods), Statistics and the Law, Philosophy and Foundations of Inference