Dr Cormac Lucas
Tower A 029
- Email: email@example.com
- Tel: +44 (0)1895 265616
SummaryCormac 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
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
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. ISSN: 1687-952X Open Access Link
Koberstein, A., Lucas, CA., Wolf, C. and Konig, D. (2011) 'Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies'. The Journal of Energy Markets, 4 (3). pp. 47 - 68.
Schwaiger, K., Lucas, C. and Mitra, G. (2010) 'Alternative decision models for liability-driven investment'. Journal of Asset Management, 11 (2-3). pp. 178 - 193. ISSN: 1470-8272