Author of the publication

Breeds of risk-adjusted fundamentalist strategies in an order-driven market

, and . Physica A: Statistical Mechanics and its Applications, (Jan 1, 2006)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Learning and equilibrium selection in a coordination game with heterogeneous agents, , and . Physica A: Statistical Mechanics and its Applications, (Jul 1, 2007)Asymmetric Information and Learning by Imitation in Agent-Based Financial Markets., , and . PAAMS (Workshops), volume 1047 of Communications in Computer and Information Science, page 164-175. Springer, (2019)Hierarchical Clustering by Means of Model Grouping., and . GfKl, page 246-253. Springer, (2005)Fuzzy weighted local approximation for financial time series modelling and forecasting., and . CIFEr, page 137-143. IEEE, (1997)Generating Unemployment Expectations of the "Man in the Street"., and . PAAMS, volume 10978 of Lecture Notes in Computer Science, page 305-308. Springer, (2018)Learning Whether to be Informed in an Agent-Based Evolutionary Market Model.. WIVACE, volume 1977 of Communications in Computer and Information Science, page 327-338. Springer, (2023)Breeds of risk-adjusted fundamentalist strategies in an order-driven market, and . Physica A: Statistical Mechanics and its Applications, (Jan 1, 2006)Utility based pricing of contingent claims in incomplete markets, and . Applied Mathematical Finance, 9 (4): 241--260 (2002)Optimal Policies in two-Step Binary Games under Social pressure and Limited Resources., , and . Adv. Complex Syst., 18 (5-6): 1550020:1-1550020:16 (2015)In Whose Best Interest? An Agent-Based Model of High Frequency Trading.. PAAMS (Special Sessions), volume 372 of Advances in Intelligent Systems and Computing, page 11-18. Springer, (2015)