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Mr. Finbarr Murphy

Biography

Prof. Finbarr MURPHY is Head of Department, Accounting and Finance, and Associate Professor in Quantitative Finance and Emerging Risk at the University of Limerick. A computer engineering graduate, Finbarr worked for over 10 years in investment banking before returning to academia and completing his PhD in 2010. Finbarr has authored or co-authored over 70 refereed journal papers, edited books and book chapters. His research has been published in leading research journals in his discipline such as Nature Nanotechnology, Small, Transportation Research A-F and the Review of Derivatives Research. A former Fulbright Scholar and Erasmus Mundus Exchange Scholar, Finbarr has delivered numerous guest lectures in America, mainland Europe, Israel, Russia, China and Vietnam. His research interests include quantitative finance and more recently, emerging technological risk. He is currently engaged in several EU H2020 projects and Irish Science Foundation Ireland (SFI) projects.

Research Interests

Prof. Finbarr MURPHY is Head of Department, Accounting and Finance, and Associate Professor in Quantitative Finance and Emerging Risk at the University of Limerick. A computer engineering graduate, Finbarr worked for over 10 years in investment banking before returning to academia and completing his PhD in 2010. Finbarr has authored or co-authored over 70 refereed journal papers, edited books and book chapters. His research has been published in leading research journals in his discipline such as Nature Nanotechnology, Small, Transportation Research A-F and the Review of Derivatives Research. A Fulbright Scholar and Erasmus Mundus Exchange Scholar. His research interests include quantitative finance and more recently, emerging technological risk. He is currently engaged in several EU H2020 projects, Horizon Europe submissions and Irish Science Foundation Ireland (SFI) projects. He is a regular advisor to industry and has presented his research findings to the EU commission.

Professional Activities

Award

  • 2014 - Scholarship within the Erasmus Mundus Action 2 (EMA2) Lotus Unlimited project
  • 2014 - Postgraduate Course of the Year - Business - Short Listed
  • 2012 - Fulbright Scholar
  • 2012 - Postgraduate Course of the Year - Business - Short Listed
  • 2011 - Postgraduate Course of the Year - Business - Winner

Education

  • 2004 University of Limerick - Master of Arts
  • 1992 University of Limerick - Bachelor of Engineering

Employment

  • 2001 UBS Warburg - Fixed Income Quantitative Product Specialist
  • 1999 Alatto Technologies Ltd - CEO
  • 1995 Merrill Lynch (London) - Vice President and Senior Convertible Bond Arbitrage trader
  • 1994 Merrill Lynch (Japan). - Lead Systems Developer
  • 1993 Credit Suisse First Boston (CSFB) Japan - Back Office IT Developer

Association

  • 2000 Member, Institute of Engineers of Ireland (IEI)
  • 1997 Member, National Association of Securities Dealers (NASD)
  • 1997 Member, Securities & Investment Institute (UK)

Language

  • English
  • Japanese
  • German

Publications

Book Chapters

2016

Insurance market perception of nanotechnology and nanomaterials risks
Baublyte L.;Mullins M.;Murphy F.;Tofail S.
(2016) Insurance market perception of nanotechnology and nanomaterials risks
In Handbook of Clinical Nanomedicine: Law, Business, Regulation, Safety, and Risk; pp. 323-335
DOI: 10.4032/9789814669238

Edited Books

2016

Managing Risk in Nanotechnology
(2016) Managing Risk in Nanotechnology
Murphy F., McAlea, E.M. and Mullins, M.(Ed.) New York : Springer
DOI: 10.1007/978-3-319-32392-3

2012

Topics in numerical methods for finance
(2012) Topics in numerical methods for finance
Cummins, M; Murphy, F.; Miller, J. H.(Ed.) New York : Springer

Peer Reviewed Journals

2020

Nanotoxicology data for in silico tools: a literature review
Furxhi I.;Murphy F.;Mullins M.;Arvanitis A.;Poland C.A.
(2020) Nanotoxicology data for in silico tools: a literature review
In Nanotoxicology;
DOI: 10.1080/17435390.2020.1729439

2020

Risk-adequate motor underwriting of automated vehicles: a qualitative evaluation using German focus groups
David-Spickermann F.;Mullins M.;Murphy F.
(2020) Risk-adequate motor underwriting of automated vehicles: a qualitative evaluation using German focus groups
In Environment Systems And Decisions;
DOI: 10.1007/s10669-020-09771-2

2020

Reduction of health care-associated infections (Hais) with antimicrobial inorganic nanoparticles incorporated in medical textiles: An economic assessment
Murphy F.;Tchetchik A.;Furxhi I.
(2020) Reduction of health care-associated infections (Hais) with antimicrobial inorganic nanoparticles incorporated in medical textiles: An economic assessment
In Journal Of Nanomaterials;
DOI: 10.3390/nano10050999

2020

Practices and trends of machine learning application in nanotoxicology
Furxhi I.;Murphy F.;Mullins M.;Arvanitis A.;Poland C.
(2020) Practices and trends of machine learning application in nanotoxicology
In Journal Of Nanomaterials;
DOI: 10.3390/nano10010116

2020

A new version of the Behaviour of Young Novice Drivers Scale (BYNDS). Insights from a randomised sample of 700 German young novice drivers.
Jannusch T.;Völler M.;Murphy F.;Mullins M.
(2020) A new version of the Behaviour of Young Novice Drivers Scale (BYNDS). Insights from a randomised sample of 700 German young novice drivers.
In Accident Analysis And Prevention;
DOI: 10.1016/j.aap.2020.105622

2020

Spatial risk modelling of behavioural hotspots: Risk-aware path planning for autonomous vehicles
Ryan C.;Murphy F.;Mullins M.
(2020) Spatial risk modelling of behavioural hotspots: Risk-aware path planning for autonomous vehicles
In Transportation Research Part A-Policy And Practice; pp. 152-163
DOI: 10.1016/j.tra.2020.01.024
[ULIR]

2020

Exploring the role of delta-V in influencing occupant injury severities - A mediation analysis approach to motor vehicle collisions
Shannon D.;Murphy F.;Mullins M.;Rizzi L.
(2020) Exploring the role of delta-V in influencing occupant injury severities - A mediation analysis approach to motor vehicle collisions
In Accident Analysis And Prevention;
DOI: 10.1016/j.aap.2020.105577
[ULIR]

2020

Exploring the price of motor vehicle collisions - A compensation cost approach
Shannon D.;Rizzi L.;Murphy F.;Mullins M.
(2020) Exploring the price of motor vehicle collisions - A compensation cost approach
In Transportation Research Interdisciplinary Perspectives;
DOI: 10.1016/j.trip.2020.100097
[ULIR]

2019

Application of Bayesian networks in determining nanoparticle-induced cellular outcomes using transcriptomics
Furxhi I.;Murphy F.;Poland C.;Sheehan B.;Mullins M.;Mantecca P.
(2019) Application of Bayesian networks in determining nanoparticle-induced cellular outcomes using transcriptomics
In Nanotoxicology;
DOI: 10.1080/17435390.2019.1595206

2019

Using extracted forward rate term structure information to forecast foreign exchange rates
Kearney F.;Cummins M.;Murphy F.
(2019) Using extracted forward rate term structure information to forecast foreign exchange rates
In Journal Of Empirical Finance; pp. 1-14
DOI: 10.1016/j.jempfin.2019.05.002

2019

Machine learning prediction of nanoparticle in vitro toxicity: A comparative study of classifiers and ensemble-classifiers using the Copeland Index
Furxhi I.;Murphy F.;Mullins M.;Poland C.
(2019) Machine learning prediction of nanoparticle in vitro toxicity: A comparative study of classifiers and ensemble-classifiers using the Copeland Index
In Toxicology Letters; pp. 157-166
DOI: 10.1016/j.toxlet.2019.05.016

2019

Connected and autonomous vehicles: A cyber-risk classification framework
Sheehan B.;Murphy F.;Mullins M.;Ryan C.
(2019) Connected and autonomous vehicles: A cyber-risk classification framework
In Transportation Research Part A-Policy And Practice; pp. 523-536
DOI: 10.1016/j.tra.2018.06.033
[ULIR]

2019

Driving to a future without accidents? Connected automated vehicles’ impact on accident frequency and motor insurance risk
Pütz F.;Murphy F.;Mullins M.
(2019) Driving to a future without accidents? Connected automated vehicles’ impact on accident frequency and motor insurance risk
In Environment Systems And Decisions;
DOI: 10.1007/s10669-019-09739-x

2019

Connected automated vehicles and insurance: Analysing future market-structure from a business ecosystem perspective
(2019) Connected automated vehicles and insurance: Analysing future market-structure from a business ecosystem perspective
In Technology In Society;
DOI: 10.1016/j.techsoc.2019.101182

2019

The impact of autonomous vehicle technologies on product recall risk
Murphy F.;Pütz F.;Mullins M.;Rohlfs T.;Wrana D.;Biermann M.
(2019) The impact of autonomous vehicle technologies on product recall risk
In International Journal Of Production Research;
DOI: 10.1080/00207543.2019.1566651

2018

Applying crash data to injury claims - an investigation of determinant factors in severe motor vehicle accidents.
Shannon D;Murphy F;Mullins M;Eggert J;
(2018) Applying crash data to injury claims - an investigation of determinant factors in severe motor vehicle accidents.
In Accident Analysis And Prevention;
DOI: 10.1016/j.aap.2018.01.037

2018

Reasonable, Adequate and Efficient Allocation of Liability Costs for Automated Vehicles: A Case Study of the German Liability and Insurance Framework
Putz, F;Murphy, F;Mullins, M;Maier, K;Friel, R;Rohlfs, T
(2018) Reasonable, Adequate and Efficient Allocation of Liability Costs for Automated Vehicles: A Case Study of the German Liability and Insurance Framework
In European Journal Of Risk Regulation; CAMBRIDGE : CAMBRIDGE UNIV PRESS pp. 548-563
DOI: 10.1017/err.2018.35

2018

Semiautonomous Vehicle Risk Analysis: A Telematics-Based Anomaly Detection Approach
Ryan C.;Murphy F.;Mullins M.
(2018) Semiautonomous Vehicle Risk Analysis: A Telematics-Based Anomaly Detection Approach
In Risk Analysis;
DOI: 10.1111/risa.13217

2018

Applying crash data to injury claims - an investigation of determinant factors in severe motor vehicle accidents
Shannon, D;Murphy, F;Mullins, M;Eggert, J
(2018) Applying crash data to injury claims - an investigation of determinant factors in severe motor vehicle accidents
In Accident Analysis And Prevention; OXFORD : PERGAMON-ELSEVIER SCIENCE LTD pp. 244-256
DOI: 10.1016/j.aap.2018.01.037
[ULIR]

2018

The Essential Elements of a Risk Governance Framework for Current and Future Nanotechnologies
Stone, V;Fuhr, M;Feindt, PH;Bouwmeester, H;Linkov, I;Sabella, S;Murphy, F;Bizer, K;Tran, L;Agerstrand, M;Fito, C;Andersen, T;Anderson, D;Bergamaschi, E;Cherrie, JW;Cowan, S;Dalemcourt, JF;Faure, M;Gabbert, S;Gajewicz, A;Fernandes, TF;Hristozov, D;Johnston, HJ;Lansdown, TC;Linder, S;Marvin, HJP;Mullins, M;Purnhagen, K;Puzyn, T;Jimenez, AS;Scott-Fordsmand, JJ;Streftaris, G;van Tongeren, M;Voelcker, NH;Voyiatzis, G;Yannopoulos, SN;Poortvliet, PM
(2018) The Essential Elements of a Risk Governance Framework for Current and Future Nanotechnologies
In Risk Analysis; HOBOKEN : WILEY pp. 1321-1331
DOI: 10.1111/risa.12954

2018

Forecasting implied volatility in foreign exchange markets: a functional time series approach
Kearney, F,Cummins, M,Murphy, F
(2018) Forecasting implied volatility in foreign exchange markets: a functional time series approach
In European Journal Of Finance; pp. 1-18
DOI: 10.1080/1351847X.2016.1271441

2018

The Toxic Truth About Carbon Nanotubes in Water Purification: a Perspective View
Das, R;Leo, BF;Murphy, F
(2018) The Toxic Truth About Carbon Nanotubes in Water Purification: a Perspective View
In Nanoscale Research Letters; NEW YORK : SPRINGER
DOI: 10.1186/s11671-018-2589-z

2018

Forecasting implied volatility in foreign exchange markets: a functional time series approach
Kearney, F,Cummins, M,Murphy, F
(2018) Forecasting implied volatility in foreign exchange markets: a functional time series approach
In European Journal Of Finance; pp. 1-18
DOI: 10.1080/1351847X.2016.1271441
[ULIR]

2018

Editorial for the special issue ¿ Liability and insurance for semi-autonomous vehicles
Murphy F.;Mullins M.
(2018) Editorial for the special issue ¿ Liability and insurance for semi-autonomous vehicles
In Transportation Research Part A-Policy And Practice;
DOI: 10.1016/j.tra.2018.07.014

2017

Insuring nanotech requires effective risk communication
Murphy F.;Mullins M.;Hester K.;Gelwick A.;Scott-Fordsmand J.;Maynard T.
(2017) Insuring nanotech requires effective risk communication
In Nature nanotechnology; pp. 717-719
DOI: 10.1038/nnano.2017.162

2017

Insuring nanotech requires effective risk communication
Murphy, F,Mullins, M,Hester, K,Gelwick, A,Scott-Fordsmand, JJ,Maynard, T
(2017) Insuring nanotech requires effective risk communication
In Nature nanotechnology; pp. 717-719

2017

Comparing mental models of prospective users of the sustainable nanotechnology decision support system
Malsch I.;Subramanian V.;Semenzin E.;Zabeo A.;Hristozov D.;Mullins M.;Murphy F.;Linkov I.;Marcomini A.
(2017) Comparing mental models of prospective users of the sustainable nanotechnology decision support system
In Environment Systems And Decisions; pp. 465-483
DOI: 10.1007/s10669-017-9648-3

2016

Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw F.;Murphy F.;O’Brien F.
(2016) Interest rate dynamics and volatility transmission in the European short term interest rate market
In Journal Of Economics And Finance; pp. 754-772
DOI: 10.1007/s12197-015-9327-5

2016

Jumps in Euribor and the effect of ECB monetary policy announcements
Shaw F.;Murphy F.;O’Brien F.
(2016) Jumps in Euribor and the effect of ECB monetary policy announcements
In Environment Systems And Decisions; pp. 142-157
DOI: 10.1007/s10669-016-9600-y

2015

An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets
Kearney, F,Murphy, F,Cummins, M
(2015) An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets
In North American Journal of Economics and Finance; pp. 199-216
DOI: 10.1016/j.najef.2015.04.006

2015

The role of market participants in agricultural futures markets
Wu, J; Murphy, F; Garvey, J; Ma, W
(2015) The role of market participants in agricultural futures markets
In Outlook On Agriculture;

2015

Interest Rate Dynamics and Volatility Transmission in the European Short Term Interest Rate Market
Shaw, F; Murphy, F; O'Brien, F
(2015) Interest Rate Dynamics and Volatility Transmission in the European Short Term Interest Rate Market
In Journal Of Economics And Finance;

2015

The valuation and information content of options on crude-oil futures contracts
Murphy, F,Ronn, EI
(2015) The valuation and information content of options on crude-oil futures contracts
In Review of Derivatives Research; pp. 95-106
DOI: 10.1007/s11147-014-9107-y

2015

Impact and effectiveness of risk mitigation strategies on the insurability of nanomaterial production: evidences from industrial case studies
Bergamaschi, E,Murphy, F,Poland, CA,Mullins, M,Costa, AL,McAlea, E,Tran, L,Tofail, SAM
(2015) Impact and effectiveness of risk mitigation strategies on the insurability of nanomaterial production: evidences from industrial case studies
In Wiley Interdisciplinary Reviews-Nanomedicine And Nanobiotechnology; pp. 839-855
DOI: 10.1002/wnan.1340

2014

Common law and nanotechnology: The issue of toxicity in tort litigation
Hester K.;Mullins M.;Murphy F.;Tofail S.
(2014) Common law and nanotechnology: The issue of toxicity in tort litigation
In Nanotechnology Perceptions; pp. 7-23

2014

Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
Kearney, F,Cummins, M,Murphy, F
(2014) Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
In Journal Of Financial Markets; pp. 86-109
DOI: 10.1016/j.finmar.2013.08.003
[ULIR]

2014

The Value and Information Content Of Options on Crude-Oil Futures Contracts
Murphy, F.; Ronn, EI
(2014) The Value and Information Content Of Options on Crude-Oil Futures Contracts
In Review of Derivatives Research; New York :
DOI: 10.1007/s11147-014-9107-y

2013

The link between jet fuel prices, carbon credits and airline firm value
Murphy, F., Li, N., Murphy, B. M., and Cummins, M.
(2013) The link between jet fuel prices, carbon credits and airline firm value
In Journal of Energy Markets; London : pp. 83-97

2013

The link between jet fuel prices, carbon credits and airline firm value
Murphy F.;Li N.;Murphy B.;Cummins M.
(2013) The link between jet fuel prices, carbon credits and airline firm value
In Journal of Energy Markets; pp. 83-97
DOI: 10.21314/JEM.2013.090

2012

The Forecasting Efficiency of the Dynamic Nelson Siegel Model on Credit Default Swaps
Shaw, F; Murphy F; O'Brien, F
(2012) The Forecasting Efficiency of the Dynamic Nelson Siegel Model on Credit Default Swaps
In Research in International Business and Finance;
DOI: 10.1016/j.ribaf.2012.08.007

2012

CDOs — The Zenith of Monetarisation: Some Ideas from Simmel’s Philosophy of Money
Mullins M.;Murphy F.
(2012) CDOs — The Zenith of Monetarisation: Some Ideas from Simmel’s Philosophy of Money
In Philosophy of Management; pp. 39-49
DOI: 10.5840/pom201211110

2010

Implied Risks from the Credit Curve – Evidence from European Credit Derivatives
Murphy, F; Murphy, B
(2010) Implied Risks from the Credit Curve – Evidence from European Credit Derivatives
In Journal of Business & Policy Research; pp. 69-79

2010

The Drivers of European Credit Spread Changes
Murphy, F; Murphy, B
(2010) The Drivers of European Credit Spread Changes
In International Review of Business Research Papers; pp. 83-93

2010

A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets
Murphy F., Murphy B.
(2010) A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets
In Journal Of Economics And Finance; pp. 1-20
DOI: 10.1007/s12197-010-9122-2

Other Journals

2010

Implied Risks from the Credit Curve - Evidence from European Credit Derivatives
Murphy, F., Murphy, B.
(2010) Implied Risks from the Credit Curve - Evidence from European Credit Derivatives
In Journal of Business & Policy Research;

2005

Convertible Bonds: Valuation Principles and Arbitrage Trading Strategies
Murphy, B; Murphy, F
(2005) Convertible Bonds: Valuation Principles and Arbitrage Trading Strategies
In Finance Magazine; pp. 7-7

Conference Publications

2019

Proceedings of the IEEE Conference on Nanotechnology
Furxhi I.;Murphy F.;Sheehan B.;Mullins M.;Mantecca P.
(2019) Proceedings of the IEEE Conference on Nanotechnology

DOI: 10.1109/NANO.2018.8626300

2016

30th World Congress of the International Association of Logpedists and Phoniatrists
McCurtin A, Brady R, Coffey K, Ryan J, Murphy F, Clifford A, Walsh C
(2016) 30th World Congress of the International Association of Logpedists and Phoniatrists

2016

Intelligent Transport Systems (ITS) Ireland
Sheehan, B., Ryan, C. and Murphy, F.
(2016) Intelligent Transport Systems (ITS) Ireland

2016

Evidence Live
McCurtin, A Ryan J, Clifford A, Murphy F, Walsh C
(2016) Evidence Live

2016

Evidence Live
Ryan J, McCurtin A, Clifford A, Murphy F, Walsh C.
(2016) Evidence Live

2014

Global Business and Finance Research Conference
Shaw, F; O'Brien, F; Murphy, F
(2014) Global Business and Finance Research Conference

2014

12th IFINITI Conference on International Finance
Kearney, F; Cummins, M; Murphy, F
(2014) 12th IFINITI Conference on International Finance
Prato, Italy

2013

The 26th Irish Accounting and Finance Association
Shaw, F; Murphy, F; O'Brien, F;
(2013) The 26th Irish Accounting and Finance Association

2013

11th INFINITI Conference on International Finance
Kearney, F; Cummins, M; Murphy, F
(2013) 11th INFINITI Conference on International Finance
Aix-en-Provence, France

2012

Springer Proceedings in Mathematics and Statistics
Cummins M.;Murphy F.;Miller J.
(2012) Springer Proceedings in Mathematics and Statistics

DOI: 10.1007/978-1-4614-3433-7

2011

The 24th Irish Accounting and Finance Association
Shaw, F; O'Brien, F; Murphy, F
(2011) The 24th Irish Accounting and Finance Association

2011

3rd International Conference on Numerical Methods for Finance
Carey, M; Murphy, F
(2011) 3rd International Conference on Numerical Methods for Finance
Limerick

2011

Energy & Finance Conference
Murphy F; Na, L; Murphy, B; Moloney, G; Cummins, M
(2011) Energy & Finance Conference
Rotterdam

2011

3rd International Conference on Numerical Methods for Finance
Garvey, J; O'Brien, F; Gallagher, L; Murphy, F
(2011) 3rd International Conference on Numerical Methods for Finance
Limerick

2011

Research in International Business and Finance Symposium
Shaw, F; Murphy, F; O'Brien, F
(2011) Research in International Business and Finance Symposium

2010

12th International Business Research Conference
Murphy, F; Murphy B
(2010) 12th International Business Research Conference
Dubai

2010

The 23rd Irish Accounting and Finance Annual Conference
Murphy, F; Twomey C
(2010) The 23rd Irish Accounting and Finance Annual Conference
Belfast

2010

12th International Business Research Conference
Murphy, F; Murphy, B
(2010) 12th International Business Research Conference
Dubai

2009

Irish Economics Association Conference
Murphy.B; Murphy.F
(2009) Irish Economics Association Conference

2009

INFINITI Conference on International Finance
Murphy.B; Murphy.F
(2009) INFINITI Conference on International Finance

2009

The 23rd Annual Conference of the Irish Economic Association
Murphy, F; Murphy, B
(2009) The 23rd Annual Conference of the Irish Economic Association
Cork

2008

The 21st Irish Accounting and Finance Annual Conference
Murphy, F; O'Regan, P
(2008) The 21st Irish Accounting and Finance Annual Conference
Athlone

2006

The 19th Irish Accounting and Finance Annual Conference
Murphy, F
(2006) The 19th Irish Accounting and Finance Annual Conference
Dublin

Conference Contributions

2010

Philosophy of Management Conference
Mullins, M; Murphy, F
(2010) Philosophy of Management Conference
Oxford