Dr John Fry

Dr John Fry

Senior Lecturer in Applied Mathematics

Faculty and Department

  • Faculty of Science and Engineering
  • School of Natural Sciences

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

Book

Quantitative Methods in Finance using R

Fry, J., & Burke, M. (2022). Quantitative Methods in Finance using R. Maidenhead: Open University Press

Journal Article

An options-pricing approach to forecasting the French presidential election

Fry, J., Hastings, T., & Binner, J. (in press). An options-pricing approach to forecasting the French presidential election. Journal of the Operational Research Society, https://doi.org/10.1080/01605682.2024.2334339

Faster identification of faster Formula 1 drivers via time-rank duality

Fry, J., Brighton, T., & Fanzon, S. (2024). Faster identification of faster Formula 1 drivers via time-rank duality. Economics letters, 237, Article 111671. https://doi.org/10.1016/j.econlet.2024.111671

Towards a taxonomy for crypto assets

Fry, J., & Ibiloye, O. (2023). Towards a taxonomy for crypto assets. Cogent Economics and Finance, 11(1), Article 2207266. https://doi.org/10.1080/23322039.2023.2207266

Revisiting Student Evaluation of Teaching during the pandemic

Fry, J. (2023). Revisiting Student Evaluation of Teaching during the pandemic. Applied Economics Letters, https://doi.org/10.1080/13504851.2023.2178623

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

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