Dr Cormac Lucas
Senior Lecturer
Tower A 029
- Email: cormac.lucas@brunel.ac.uk
- Tel: +44 (0)1895 265616
Summary
Cormac has extensive knowledge of Mathematical Optimisation and Software Tools for (algebraic) Optimisation Modelling. He is also a subject expert in the domains of Stochastic Optimisation, Asset and Liability Management (ALM) and Risk Analytics. He has executed many industrial projects; these include US Coast Guard Cutter Scheduling, an ALM project for Insight Investment, Natural Oil Buying (trading) policy for Unilever amongst others. He has many journal publications and has held an academic position at CARISMA, Brunel University, London.Newest selected publications
Lawrance Amaldass, N., Lucas, C. and Mladenovic, N. (2019) 'Variable neighbourhood search for financial derivative problem'. Yugoslav Journal of Operations Research, 29 (3). pp. 359 - 373. ISSN: 0354-0243 Open Access Link
Amaldass, NI., Lucas, C. and Mladenovic, N. (2016) 'A heuristic hybrid framework for vector job scheduling'. Yugoslav Journal of Operations Research, 27 (1). pp. 31 - 45. ISSN: 0354-0243 Open Access Link
Grishina, N., Lucas, CA. and Date, P. (2016) 'Prospect theory-based portfolio optimization: an empirical study and analysis using intelligent algorithms'. Quantitative Finance, 17 (3). pp. 353 - 367. ISSN: 1469-7688 Open Access Link
Woodside-Oriakhi, M., Lucas, C. and Beasley, JE. (2013) 'Portfolio rebalancing with an investment horizon and transaction costs'. Omega (United Kingdom), 41 (2). pp. 406 - 420. ISSN: 0305-0483
Woodside-Oriakhi, M., Lucas, C. and Beasley, JE. (2011) 'Heuristic algorithms for the cardinality constrained efficient frontier'. European Journal of Operational Research, 213 (3). pp. 538 - 550. ISSN: 0377-2217