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Sarlin, Peter - 2014

Introduction -- Macroprudential Oversight -- Macroprudential Data -- Data and Dimension Reduction -- Data-Dimension Reductions: A Comparison -- Extending the SOM -- Self-Organizing Financial Stability Map (SOFSM) -- Exploiting the SOFSM -- Decomposing Financial Crises with SOTMs -- Conclusions,...

Persistent link: https://www.econbiz.de/10014020444

Impact of investor's varying risk aversion on the dynamics of asset price fluctuations

Yuan, Baosheng; Chen, Kan - In: Journal of economic interaction and coordination : JEIC 1 (2006) 2, pp. 189-214

Persistent link: https://www.econbiz.de/10003409937

Asset allocation and multivariate position based trading

Pape, Bernd - In: Journal of economic interaction and coordination : JEIC 2 (2007) 2, pp. 163-193

Persistent link: https://www.econbiz.de/10003580915

Artificial market experiments with the U-Mart system

Shiozawa, Yoshinori (ed.); Nakajima, Yoshihiro (ed.); … - 2008 - 1. Ed.

Persistent link: https://www.econbiz.de/10003557323

On the problem of calibrating an agent based model for financial markets

Fabretti, Annalisa - In: Journal of economic interaction and coordination : JEIC 8 (2013) 2, pp. 277-293

Persistent link: https://www.econbiz.de/10010195710

Advanced Simulation-Based Methods for Optimal Stopping and Control : With Applications in Finance

Belomestny, Denis; Schoenmakers, John - 2018

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its … classical simulation based algorithms before introducing some of the new, cutting edge approaches under development …

Persistent link: https://www.econbiz.de/10012398321

What does the financial market pricing do? : a simulation analysis with a view to systemic volatility, exuberance and vagary

Biondi, Yuri; Righi, Simone - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 175-203

Persistent link: https://www.econbiz.de/10011700962

Artificial stock markets with different maturity levels : simulation of information asymmetry and herd behavior using agent-based and network models

Krichene, Hazem; El-Aroui, Mhamed-Ali - In: Journal of economic interaction and coordination : JEIC 13 (2018) 3, pp. 511-535

Persistent link: https://www.econbiz.de/10012111487

Using an artificial financial market for studying a cryptocurrency market

Cocco, Luisanna; Concas, Giulio; Marchesi, Michele - In: Journal of economic interaction and coordination : JEIC 12 (2017) 2, pp. 345-365

Persistent link: https://www.econbiz.de/10011878670

Order book modeling and financial stability

Biondo, Alessio Emanuele - In: Journal of economic interaction and coordination : JEIC 14 (2019) 3, pp. 469-489

Persistent link: https://www.econbiz.de/10012167710