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
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
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
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
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
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]
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
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
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
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
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]
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]
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
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
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
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
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
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
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]
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]
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
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
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
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
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
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]
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
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
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
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
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
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
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
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
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;
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
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;
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
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
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]
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
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
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
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
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
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
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
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
Other Journals
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;
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
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
Intelligent Transport Systems (ITS) Ireland
Sheehan, B., Ryan, C. and Murphy, F.
(2016)
Intelligent Transport Systems (ITS) Ireland
12th IFINITI Conference on International Finance
Kearney, F; Cummins, M; Murphy, F
(2014)
12th IFINITI Conference on International Finance
Prato, Italy
Global Business and Finance Research Conference
Shaw, F; O'Brien, F; Murphy, F
(2014)
Global Business and Finance Research Conference
The 26th Irish Accounting and Finance Association
Shaw, F; Murphy, F; O'Brien, F;
(2013)
The 26th Irish Accounting and Finance Association
11th INFINITI Conference on International Finance
Kearney, F; Cummins, M; Murphy, F
(2013)
11th INFINITI Conference on International Finance
Aix-en-Provence, France
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
Research in International Business and Finance Symposium
Shaw, F; Murphy, F; O'Brien, F
(2011)
Research in International Business and Finance Symposium
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
The 24th Irish Accounting and Finance Association
Shaw, F; O'Brien, F; Murphy, F
(2011)
The 24th Irish Accounting and Finance Association
3rd International Conference on Numerical Methods for Finance
Carey, M; Murphy, F
(2011)
3rd International Conference on Numerical Methods for Finance
Limerick
Energy & Finance Conference
Murphy F; Na, L; Murphy, B; Moloney, G; Cummins, M
(2011)
Energy & Finance Conference
Rotterdam
12th International Business Research Conference
Murphy, F; Murphy B
(2010)
12th International Business Research Conference
Dubai
12th International Business Research Conference
Murphy, F; Murphy, B
(2010)
12th International Business Research Conference
Dubai
The 23rd Irish Accounting and Finance Annual Conference
Murphy, F; Twomey C
(2010)
The 23rd Irish Accounting and Finance Annual Conference
Belfast
Irish Economics Association Conference
Murphy.B; Murphy.F
(2009)
Irish Economics Association Conference
The 23rd Annual Conference of the Irish Economic Association
Murphy, F; Murphy, B
(2009)
The 23rd Annual Conference of the Irish Economic Association
Cork
INFINITI Conference on International Finance
Murphy.B; Murphy.F
(2009)
INFINITI Conference on International Finance
The 21st Irish Accounting and Finance Annual Conference
Murphy, F; O'Regan, P
(2008)
The 21st Irish Accounting and Finance Annual Conference
Athlone
The 19th Irish Accounting and Finance Annual Conference
Murphy, F
(2006)
The 19th Irish Accounting and Finance Annual Conference
Dublin
Conference Contributions
Philosophy of Management Conference
Mullins, M; Murphy, F
(2010)
Philosophy of Management Conference
Oxford