Staff
Mr Martin Sewell
Position(s):
- Senior Research Associate, Cambridge Centre for Climate Change Mitigation Research (4CMR)
Contact information:
Telephone: +44 (0)1223 (7)65224
Email: mvs25
Current research projects:
Three Guineas Trust research project.
Publications:
HAYNES, Paul, Sören LINDER, and Martin SEWELL, 2011. Modelling energy-environment-economy interdependencies: A comparative analysis of ten E3 models, 12 May 2011. Available at SSRN: http://ssrn.com/abstract=1839649.
SEWELL, Martin, 2011. Model selection and uncertainty in climate change mitigation research. All models are wrong...: Model uncertainty & selection in complex models, Groningen, 14–16 March 2011.
SEWELL, Martin, 2011. Human behaviour under risk and uncertainty: Are we really just conservative?, envecon 2011: Applied Environmental Economics Conference, London, 4 March 2011. Presentation
SEWELL, Martin, 2011. Psychology of successful investing, behaviouralfinance.net, 12 February 2011.
SEWELL, Martin, 2011. Characterization of financial time series. Research Note RN/11/01, University College London, London.
SEWELL, Martin, 2011. Ensemble learning. Research Note RN/11/02, University College London, London.
SEWELL, Martin, 2011. Fund performance. Research Note RN/11/03, University College London, London.
SEWELL, Martin, 2011. History of the efficient market hypothesis. Research Note RN/11/04, University College London, London.
SEWELL, Martin, 2011. Money management. Research Note RN/11/05, University College London, London.
SEWELL, Martin, 2011. The Fisher kernel: A brief review. Research Note RN/11/06, University College London, London.
SEWELL, Martin, 2011. Being certain about climate change uncertainty, Mitigating Apathy, 17 January 2011.
SEWELL, Martin, 2011. Policy via science. Discussion Paper 2011-01, E3 Foundation, Cambridge.
SEWELL, Martin, 2011. The evolution of entrepreneurs and venture capitalists. In: Rassoul YAZDIPOUR, ed. Advances in Entrepreneurial Finance: With Applications from Behavioral Finance and Economics. New York: Springer, Chapter 11, pp. 205–217.
SEWELL, Martin, 2010. Speaker on Algo panel: Innovation trading and technological developments in FX algo trading, FX Week Europe, London, 16 November 2010.
SEWELL, Martin, 2010. Emotions help solve the prisoner’s dilemma. Behavioural Finance Working Group Conference: Fairness, Trust and Emotions in Finance, London, 1–2 July 2010. slides
SEWELL, Martin, 2010. Discussion of ‘Portfolio optimisation for the anxious’ presented by Greg Davies. Behavioural Finance Working Group Conference: Fairness, Trust and Emotions in Finance, London, 1–2 July 2010.
SEWELL, Martin, 2010. The social discount rate: An evolutionary approach. Credexea meeting, Amsterdam, 20–21 June 2010. abstract (.pdf), PowerPoint
SEWELL, Martin, et al., 2010. Quant Capital’s M&A strategy. Written in conjunction with the Consulting Agreement between Cambridge University Technical Services Limited (CUTS) and Quant Capital as per 23 December 2009.
SEWELL, Martin, 2010. Introduction to behavioural finance, behaviouralfinance.net, 14 April 2010.
SEWELL, Martin, 2010. COP 15. 4CMR Seminar Series, Lent 2010, Cambridge, 23 February 2010.
SEWELL, Martin, 2010. Spoke at Copenhagen Storytelling. Cambridge, 26 January 2010.
SEWELL, Martin, 2009. The benefits of cooperation vis-à-vis climate change mitigation. The South-North Journal, 32–33. Published at Copenhagen Summit, 11 December 2009.
BARKER, Terry, et al., 2009. The economic benefits of international cooperation in mitigating climate change. Briefing Note 42, Tyndall Centre for Climate Change Research, Norwich.
SEWELL, Martin, 2009. Benefits of cooperation vis-à-vis mitigating climate change. Global video-conference on Copenhagen treaty, Common Future, 27–28 November 2009.
STRETTON, Stephen and Martin SEWELL, 2009. The macroeconomic costs and benefits of stronger action to mitigate climate change at the EU level. Report for E3G, London, 11 November 2009.
SEWELL, Martin, 2009. Presentation on Analysis of the economic implications of a strong global climate deal at the United Nations Climate Change Conference in Copenhagen. Business in the Community Ireland, CEO Forum on Climate Change, Dublin, 15 October 2009. video: Part 1 Part 2 Part 3
BARKER, Terry, et al., 2009. Breaking the climate deadlock. Cutting the cost: The economic benefits of collaborative climate action. Presented by Tony Blair to UN Secretary General Ban Ki-moon at the opening ceremony of Climate Week NYC in September 2009.
SEWELL, Martin, 2009. Decision making under risk: A prescriptive approach. Proceedings of the 2009 Symposium; Academy of Behavioral Finance and Economics, September 23-25, 2009, Chicago, Illinois. Montrose, CA: Academy of Behavioral Finance and Economics, p. 9. slides
SEWELL, Martin, 2009. Algorithm bias: A statistical review. Futures, September 2009, 38–40.
BARKER, Terry, et al., 2009. The economic benefits of international cooperation in mitigating climate change. An analysis using the E3MG model (version 2.4), carried out for The Climate Group. 3 August 2009.
SEWELL, Martin, 2008. Optimization and methods to avoid overfitting. Talk presented at the Automated Trading 2008 conference, London, 15 October 2008.
THOMAS, Ray and Martin SEWELL, 2008. The qualities of statistics as facts about society. DataCritica: International Journal of Critical Statistics, 1(2), 17–24.
YAN, Wei, Martin V. SEWELL, and Christopher D. CLACK, 2008. Learning to optimize profits beats predicting returns – Comparing techniques for financial portfolio optimisation. In: Maarten KEIJZER, ed. Proceedings of the 10th Annual Conference on Genetic and Evolutionary Computation. New York: ACM, pp. 1681–1688.
SEWELL, Martin V., and Wei YAN, 2008. Ultra high frequency financial data. In: Maarten KEIJZER, ed. Proceedings of the 2008 GECCO Conference Companion on Genetic and Evolutionary Computation. New York: ACM, pp. 1847–1850.
SEWELL, Martin, 2008. Gender (sic) equality (sic). Opticon1826, 4.
MCINTOSH, B. S., et al., 2006. Taking account of water supply infrastructure in land-use planning: An integrated supply-demand approach. In: Alexey VOINOV, Anthony J. JAKEMAN, and Andrea E. RIZZOLI, eds. Proceedings of the iEMSs Third Biennial Meeting, “Summit on Environmental Modelling and Software”. Burlington, VT: International Environmental Modelling and Software Society.
SEWELL, Martin V., 1994. Fractal image compression. Master’s thesis, Birkbeck College, University of London, London.
Software:
- SVMdark in C for Win32
- winSVM in C++ for Win32
- formatlibsvm in C++
- Fisher kernel in C++
- Order book reconstruction in C#
- Rescaled range analysis in C++
- Fractal image compression in C
Excel/VBA
- Rescaled range analysis
- Monte Carlo portfolio optimization
- Portfolio performance measurement
- Kelly criterion
- Cumulative prospect theory calculator
- Performance metric analysis
- Runs test