Skip to main content

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

I am involved in a number of research areas, approximately divided into two main areas;

Quantitative Finance: I worked for ten years as an analyst and derivative trader in investment banking. As such I have a lot of professional experience and this supports an natural interest in quantitative finance. I have published in the areas of econometric finance, empirical and quantitative finance. I am collaborating with a number of colleagues from the University of Texas at Austin in the area of commodity finance models. I also have two PhD students working on a range of areas from fixed income empirics to commodity jump diffusions.

Emerging Risk Analysis: Since 2012 I have collaborated on a number of EU Framework 7 projects in the area of emerging risk analysis. I am involved in two++ active projects and have completed two H2020 submissions with another two in the process of submission. These projects have resulted in a number of high impact journal publications, notably in Nature Nanotechnology and Nanomedicine & Nanobiotechnology. This research area between emerging technology and the insurance industry is of particular interest to a number of stakeholders and requires a good deal of cross disciplinary research activity.

++ SUN (Sustainable Nanotechnologies) - European Commission Framework Programme 7 (FP7) project. Project number 604305, Call (part) identifier FP7-NMP-2013-LARGE-7. Estimated project cost is €13,520,634.40

++ SANOWORK (Safe Nano Worker Exposure Scenarios) - European Commission Framework Programme 7 (FP7) project. Project number 280716, Call (part) identifier FP7-NMP-2011-SMALL-5. Estimated project cost is €4,787,694.70

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 Chapter

2016

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

2016

A Bayesian Regression Methodology for Correlating Noisy Hazard and Structural Alert Parameters of Nano-Materials
McAlea, E., Murphy, F and Mullins, M.
Managing Risk in Nanotechnology - Topics in Governance, Assurance and Transfe

2016

Nanomaterials and Nanotechnology Firms: A typology
Carroll, A., Mullins, M., Murphy, F., McAlea, E. and Hester, K.
Managing Risk in Nanotechnology - Topics in Governance, Assurance and Transfer

2015

Insurance market perception of nanotechnology and nanomaterials risks
Baublyte, L.; Mullins, M.; Murphy, F.; Tofail, S. A. M
Handbook of Clinical Nanomedicine: Law, Business, Regulation, Safety and Risk

Conference Contribution

2010

Philosophy of Management Conference
Mullins, M; Murphy, F

Conference Publication

2019

Proceedings of the IEEE Conference on Nanotechnology
Furxhi I.;Murphy F.;Sheehan B.;Mullins M.;Mantecca P.
DOI: 10.1109/NANO.2018.8626300

2016

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

2015
2014

12th IFINITI Conference on International Finance
Kearney, F; Cummins, M; Murphy, F

2014

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

2013

11th INFINITI Conference on International Finance
Kearney, F; Cummins, M; Murphy, F

2013

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

2011

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

2011
2011

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

2011

Energy & Finance Conference
Murphy F; Na, L; Murphy, B; Moloney, G; Cummins, M

2009
2009

Edited Book

Other Journal

2010

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

Other Publication

2016

Managing Risk in Nanotechnology Topics in Governance, Assurance and Transfer Introduction
Murphy, F,Mullins, M,Murphy, F,McAlea, EM,Mullins, M
Creativity, Innovation, And Entrepreneurship Across Cultures: Theory And Practices DOI: 10.1007/978-3-319-32392-3_1

Peer Reviewed Journal

2020
2020

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

2020

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

2020

Spatial risk modelling of behavioural hotspots: Risk-aware path planning for autonomous vehicles
Ryan C.;Murphy F.;Mullins M.
Transportation Research Part A-Policy And Practice DOI: 10.1016/j.tra.2020.01.024

2020

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

2019

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

2019

Connected and autonomous vehicles: A cyber-risk classification framework
Sheehan B.;Murphy F.;Mullins M.;Ryan C.
Transportation Research Part A-Policy And Practice DOI: 10.1016/j.tra.2018.06.033

2019
2019

From semi to fully autonomous vehicles: New emerging risks and ethico-legal challenges for human-machine interactions
Bellet T.;Cunneen M.;Mullins M.;Murphy F.;Pütz F.;Spickermann F.;Braendle C.;Baumann M.
Transportation Research Part F: Traffic Psychology And Behaviour DOI: 10.1016/j.trf.2019.04.004

2018

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

2018

Hazard Screening Methods for Nanomaterials: A Comparative Study.
Sheehan, B.; Murphy, F.; Mullins, M.; Furxhi, I.; Costa, A.L.; Simeone, F.C.; Mantecca, P.
International Journal Of Molecular Sciences DOI: 10.3390/ijms19030649

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
Risk Analysis DOI: 10.1111/risa.12954

2017

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

2017

Application of Bayesian Networks for the Human Hazard Prediction and Safety Assessment of Nanomaterials
Hans J. P. Marvin, H.J.P., Bouzembrak, Y., Janssen, W.M., van der Zande, M., Murphy, F., Sheehan, B., Mullins, M., Stone, V., Bouwmeester, H.
Nanotoxicology

2017

Insuring nanotech requires effective risk communication
Murphy, F,Mullins, M,Hester, K,Gelwick, A,Scott-Fordsmand, JJ,Maynard, T
Nature nanotechnology

2017

Semi-autonomous vehicle motor insurance: A Bayesian Network risk transfer approach
Sheehan, B,Murphy, F,Ryan, C,Mullins, M,Liu, HY
Transportation Research Part C-Emerging Technologies DOI: 10.1016/j.trc.2017.06.015

2017

Insuring nanotech requires effective risk communication
Murphy, F.; Mullins, M.; Hester, K.;Gelwick, A.;Scott-Fordsmand, J.J.; Maynard, T.
Nature nanotechnology

2017

The ELD: Applicability to Nanotechnology Risk and the Liability Implications of Environmental Damage
Hester, K,Mullins, M,Ford, R,Murphy, F
European Journal Of Risk Regulation DOI: 10.1017/err.2016.22

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.
Environment Systems And Decisions DOI: 10.1007/s10669-017-9648-3

2017

Semi-autonomous vehicle motor insurance: A Bayesian Network risk transfer approach
Sheehan, B., Murphy, F., Ryan, C., Mullins, M. and Liu, H.Y
Transportation Research Part C-Emerging Technologies

2017

Application of Bayesian networks for hazard ranking of nanomaterials to support human health risk assessment
Marvin, HJP,Bouzembrak, Y,Janssen, EM,van der Zande, M,Murphy, F,Sheehan, B,Mullins, M,Bouwmeester, H
Nanotoxicology DOI: 10.1080/17435390.2016.1278481

2016

A Bayesian Regression Methodology for Correlating Noisy Hazard and Structural Alert Parameters of Nanomaterials
Murphy, F,Mullins, M,Murphy, F,McAlea, EM,Mullins, M
Creativity, Innovation, And Entrepreneurship Across Cultures: Theory And Practices DOI: 10.1007/978-3-319-32392-3_11

2016

Engineered nanomaterials: risk perception, regulation and insurance
McAlea, EM,Mullins, M,Murphy, F,Tofail, SAM,Carroll, AG
Journal Of Risk Research DOI: 10.1080/13669877.2014.988168

2016

A Tractable Measure of Nanomaterial Risk using Bayesian Networks
Murphy, F., Sheehan, B., Mullins, M., Bouwmeester, H., Marvin, H., Bouzembrak, Y., Costa, A.L., Das, R., Stone, V., Tofail, S.A.M.
Nanoscale Research Letters

2016

A Tractable Method for Measuring Nanomaterial Risk Using Bayesian Networks
Murphy, F,Sheehan, B,Mullins, M,Bouwmeester, H,Marvin, HJP,Bouzembrak, Y,Costa, AL,Das, R,Stone, V,Tofail, SAM
Nanoscale Research Letters DOI: 10.1186/s11671-016-1724-y

2016

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

2016

Nanomaterial and Nanotechnology Firms: A Typology
Carroll, A,Mullins, M,Murphy, F,McAlea, EM,Hester, K,Murphy, F,McAlea, EM,Mullins, M
Creativity, Innovation, And Entrepreneurship Across Cultures: Theory And Practices DOI: 10.1007/978-3-319-32392-3_2

2016

Sustainable nanotechnology decision support system: bridging risk management, sustainable innovation and risk governance
Subramanian, V,Semenzin, E,Hristozov, D,Zabeo, A,Malsch, I,McAlea, E,Murphy, F,Mullins, M,van Harmelen, T,Ligthart, T,Linkov, I,Marcomini, A
Journal Of Nanoparticle Research DOI: 10.1007/s11051-016-3375-4

2016

Nanotort Liability at Common Law
Hester, K,Murphy, F,McAlea, EM,Mullins, M
Creativity, Innovation, And Entrepreneurship Across Cultures: Theory And Practices DOI: 10.1007/978-3-319-32392-3_7

2015

Empowering citizens in international governance of nanotechnologies
Malsch, I,Subramanian, V,Semenzin, E,Hristozov, D,Marcomini, A,Mullins, M,Hester, K,McAlea, E,Murphy, F,Tofail, SAM
Journal Of Nanoparticle Research DOI: 10.1007/s11051-015-3019-0

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, A; McAlea, E; Tran, L; Tofail, SAM;
Wiley interdisciplinary reviews. Nanomedicine and nanobiotechnology DOI: 10.1002/wnan.1340

2015

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

2015

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

2015
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
Wiley Interdisciplinary Reviews-Nanomedicine And Nanobiotechnology 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.
Nanotechnology Perceptions

2014

Engineered Nano materials: Risk Perception, Regulation and Insurance
McAlea, EM; Mullins, M; Murphy, F; Carroll, A; Tofail, SAM
Journal Of Risk Research DOI: 10.1080/13669877.2014.988168

2014

Common Law and Nanotechnology: The issue of toxicity in tort litigation
Hester, K; Mullins, M; Murphy, F; Tofail S. A. M.
Nanotechnology Perceptions

2013

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

2013

The Insurability of Nanomaterial Production Risk
Mullins, M.; Murphy, F.; Baublyte, L.; McAlea, E.M.; Tofail, S.A.M
Nature Nanotechnology DOI: 10.1038/nnano.2013.53

2013

The link between jet fuel prices, carbon credits and airline firm value
Murphy, F., Li, N., Murphy, B. M., and Cummins, M.
Journal of Energy Markets

2012

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

2012
2011

Financial Integration in the Americas, Changing Geopolitics and Brazilian Foreign Policy
Mullins, M.; Murphy, F.
Journal of Globalization, Competitiveness and Governability DOI: 10.3232/GCG.2011.V5.N3

2010

Implied Risks from the Credit Curve – Evidence from European Credit Derivatives
Murphy, F; Murphy, B
Journal of Business & Policy Research

2010

The Drivers of European Credit Spread Changes
Murphy, F; Murphy, B
International Review of Business Research Papers

2008

Do Credit Derivatives Dampen Political Risk: The Case of Brazil Post 1998
Mullins, M; Murphy, F; Garvey JF
Journal of Globalization, Competitiveness and Governability DOI: 10.3232/GCG.2008.V2.N2.02