Dr John Fry

Dr John Fry

Senior Lecturer in Applied Mathematics

Faculty and Department

  • Faculty of Science and Engineering
  • Department of Physics and Mathematics

Summary

John Fry is Senior Lecturer in Applied Mathematics having previously worked at a number of different business schools and mathematics departments in the UK.

John has a PhD in Mathematical Finance (Econophysics) from the University of Sheffield, an MSc in Statistics from the University of Sheffield and a BSc in Mathematics and Statistics from the University of Newcastle-upon-Tyne. John has research interests spanning econophysics, mathematical finance, operations research, statistics and sports modelling.

Some of John's past work modelling Bitcoin markets has been very highly cited. John jointly won the Tom Fetherstone prize in 2019 for the best paper published in International Review of Financial Analysis in 2016.

John is available to supervise PhD students across applied mathematical finance, finance, sports modelling or business applications of mathematics and statistics.

Recent outputs

View more outputs

Journal Article

Voting intentions on social media and political opinion polls

Pekar, V., Najafi, H., Binner, J., Swanson, R., Rickard, C., & Fry, J. (in press). Voting intentions on social media and political opinion polls. Government information quarterly, Article 101658. https://doi.org/10.1016/j.giq.2021.101658

Automated data processing of bank statements for cash balance forecasting

Griguta, V., Gerber, L., Slater-Petty, H., Crockett, K., & Fry, J. (2021). Automated data processing of bank statements for cash balance forecasting. Lecture Notes in Networks and Systems, 284, 49-64. https://doi.org/10.1007/978-3-030-80126-7_5

Managing performance expectations in association football

Fry, J., Serbera, J., & Wilson, R. (2021). Managing performance expectations in association football. Journal of business research, 135, 445-453. https://doi.org/10.1016/j.jbusres.2021.06.052

Modelling corporate bank accounts

Fry, J., Griguta, V., Gerber, L., Slater-Petty, H., & Crockett, K. (2021). Modelling corporate bank accounts. Economics letters, 205, https://doi.org/10.1016/j.econlet.2021.109924

An options pricing approach to election prediction

Fry, J., & Burke, M. (2020). An options pricing approach to election prediction. Quantitative finance, 20(10), 1583-1589. https://doi.org/10.1080/14697688.2020.1757136

Research interests

Econophysics; Mathematical Finance; Operations Research; Statistics

Awards and prizes

Tom Fetherstone Prize

2019 - 2019

Jointly awarded the 2019 Tom Fetherstone prize for the best paper published in International Review of Financial Analysis in 2016