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Dr Cormac Lucas

Dr Cormac Lucas
Senior Lecturer

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

Amaldass, N., 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

Journal article

Date, P., Grishina, N. and Lucas, C. (2016) 'Prospect Theory Based Portfolio Optimisation: an Empirical Study and Analysis Using Intelligent Algorithms'. Quantitative Finance, 17 (3). pp. 353 - 367. ISSN: 1469-7696 Open Access Link

Journal article

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

Journal article

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

Journal article

Khalaf, RF., Madan, KC. and Lucas, CA. (2011) 'On a batch arrival queuing system equipped with a stand-by server during vacation periods or the repairs times of the main server'. Journal of Probability and Statistics, 2011. pp. 1 - 11. ISSN: 1687-952X Open Access Link

Journal article
More publications(25)