Dr. Donnacha Daly Donnacha Daly - Head of Bachelor Program in Artificial Intelligence & Machine Learning | Member of Algorithmic Business (ABIZ) Research Team

PEER REVIEWED ARTICLES:

Daly, D.; Sornette, D. The Altes Family of Log-Periodic Chirplets and the Hyperbolic Chirplet Transform. Symmetry 2021, 13, 1922.

M. Lissandrin, D. Daly and D. Sornette, “Statistical testing of DeMark technical indicators on commodity futures”, Journal of Investment Strategies, Risk.net, Vol. 6, No. 3, pp. 53-91, Jun 2017

M. Hildmann, G. Andersson, G. Caro, D. Daly, S. Rossi, “What Makes a Good Hourly Price Forward Curve?” 10th International Conf. on the European Energy Market (EEM), pp. 1-7, May 2013

D. Daly, S. Rossi and F. Herzog, “Methodology for the Construction and Enhancement of Risk-Parity Portfolios”, 8th International Conference on Signal Image Technology and Internet Based Systems (SITIS), Sorento, Italy, pp. 416-419, Nov 2012

G. Caro, M. Hildmann and D. Daly, “A quantitative analysis of weather effects on traded volume in the Swiss energy spot market”, 9th International Conference on the European Energy Market (EEM), Florence, Italy, pp. 1-6, May 2012

G. Caro, J. Cornel, M. Hildmann, D. Daly and F. Herzog, “A Quantitative Analysis of the Electricity Market in Switzerland”, 8th International Conference on the European Energy Market (EEM), Zagreb, Croatia, pp. 923 - 928, May 2011

D. Daly, T. Melia and G. Baldwin, “Concrete embedded RFID for way-point positioning”, 2010 Intl. Conf. on Indoor Positioning and Indoor Navigation (IPIN), Zurich, Switzerland, pp.1-10, Sep 2010

D. Daly, C. Heneghan and A. D. Fagan, “Minimum Mean-Squared Error Impulse Response Shortening for Discrete Multitone Transceivers”, IEEE Transactions on Signal Processing, Vol. 52, pp. 301-306, Jan 2004

D. Daly, C. Heneghan and A. D. Fagan, “Power and Bitloading Algorithms for Multitone Systems”, Proceedings IEEE 3rd International Symposium on Image and Signal Processing and Analysis, Rome, Italy, Vol. 2, pp. 639-644, Sep 2003

D. Daly, C. Heneghan, A. D. Fagan and M. Vetterli, “Optimal Wavelet Packet Modulation under Finite Complexity Constraint”, Proceedings IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Orlando, USA, Vol 3, pp. 2789-2792, M

D. Daly, C. Heneghan and A. D. Fagan, “Optimal Wavelet Packet Modulation”, Proceedings IEEE Irish Signals and Systems Conference (ISSC), Cork, Ireland, Vol 1., p. 47, Jun 2002

D. Daly, C. Heneghan and A. D. Fagan, “A Minimum Mean-Squared Error Interpretation of Residual-ISI Channel Shortening for Discrete Multitone Transceivers”, IEEE Intl. Conf. on Acoustics, Speech and Signal Processing, Vol. 3, pp. 2065 - 2068, May 2001

D. Daly, S. Keating, C. Heneghan and A. D. Fagan, “Set Membership Filtering with Application to Multi-Channel Transmission in Subscriber Loop Systems”, Proceedings IEEE Irish Signals and Systems Conference (ISSC), Dublin, Ireland, Vol 1, Jun 2000

SUPERVISED MASTERS THESES:

X. Fang, “Valuation of Energy Flexibility Solutions in Different Power Market Regimes”, Master Thesis at ETH Zurich, Power Systems Laboratory. Supervised by, J. X. Chin, D. Daly, G. Hug, pp. 1-173, Apr 2018

K. Carron, “Calibration of Bubble Indicators for Foreign Exchange Markets”, Master Thesis in Banking and Finance at University of St. Gallen, Chair of Finance & Systemic Risk. Supervised by, D. Daly, D. Sornette and A. Ranaldo, pp. 1-103, Mar 2015

M. Guerrero, “MultiCorePricer: A Monte-Carlo Pricing Engine for Financial Derivatives”, Master Thesis at ETH Zurich, Supervised by H. Kroell, D. Daly, M. Hildmann, Lukas Bruderer, D. Sornette and Q. Huang, pp. 1-92, Jan 2015

M. Lissandrin, “Statistical Testing of DeMark Indicators in Commodity Futures Markets”, Master Thesis at ETH Zurich within Dept. of Management, Technology and Economics Management. Supervised by D. Daly, J.Isilay and D. Sornette, pp. 1-86, August 2014

M. Kull, “Portfolio Optimization for Constrained Shortfall Risk: Implementation and IT Architecture Considerations”. Master Thesis at ETH Zurich, D-MTEC. Supervised by D. Daly, Z. Forro and D. Sornette, pp. 1-81, July 2014

T. Butenko, “Portfolio Credit Risk Modeling. A Review of Two Approaches.” Master Thesis at ETH Zurich, Switzerland, in collaboration with Fintegral Consulting AG, Zurich. Supervised by D. Daly, P. Andres and D. Sornette, pp.1-63, Jul 2014

J. Boissard, “Applications and Uses of Digital Filters in Finance”, Masters Thesis at the Swiss Federal Institute of Technology Zurich (ETHZ). Supervised by D. Daly, P. Cauwels, and D. Sornette, pp. 1-100, Dec 2012

INTERNATIONAL PATENTS AND STANDARDS:

D. Daly and S. Horvath, “Contributions to Section 14 & Annex B on Bandpass Configuration of the Wavelet Physical Layer, 1901-2010 IEEE Standard for Broadband over Power Line Networks”, pp. 1196 - 1204, Dec 2010

D. Daly, A. Jamin and S. Horvath, “Method for the Robust Synchronization of a Multi-Carrier Receiver using Filter Banks and Corresponding Receiver and Transmitter”, WIPO Patent Number 2008113407, and European Patent No. EP20070727039

PH.D. THESIS:

D. Daly, "Efficient Multi-Carrier Communication on the Digital Subscriber Loop", Ph.D. Thesis at University College Dublin, National University of Ireland, Supervised by C. Heneghan and D. Fagan, 2003