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Artificial markets modeling : methods and applications
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New equity-linked products find their way in Europe : overview of recent innovative structures and description of general principles applicable under Belgian law
Mathieu, Philippe
- In:
Revue bancaire et financière
67
(
2003
)
8
,
pp. 449-458
Persistent link: https://www.econbiz.de/10002100469
Saved in:
2
Testing double auction as a component within a generic market model architecture
Derveeuw, Julien
;
Beaufils, Bruno
;
Mathieu, Philippe
; …
- In:
Artificial markets modeling : methods and applications
,
(pp. 47-61)
.
2007
Persistent link: https://www.econbiz.de/10003854744
Saved in:
3
A conceptual framework for the evaluation of agent-based trading and technical analysis
Brandouy, Olivier
;
Mathieu, Philippe
- In:
Artificial markets modeling : methods and applications
,
(pp. 63-79)
.
2007
Persistent link: https://www.econbiz.de/10003854746
Saved in:
4
Computation of the ex-post optimal strategy for the trading of a single financial asset
Brandouy, Olivier
;
Mathieu, Philippe
;
Veryzhenko, Iryna
- In:
Artificial economics : the generative method in …
,
(pp. 171-184)
.
2009
Persistent link: https://www.econbiz.de/10003889478
Saved in:
5
A broad-spectrum computational approach for market efficiency
Brandoy, Olivier
;
Mathieu, Philippe
- In:
Advances in artificial economics : the economy as a …
,
(pp. 47-61)
.
2006
Persistent link: https://www.econbiz.de/10003480697
Saved in:
6
Agent's minimal intelligence calibration for realistic market dynamics
Veryzhenko, Iryna
;
Brandouy, Olivier
;
Mathieu, Philippe
- In:
Progress in artificial economics : computational and …
,
(pp. 3-14)
.
2010
Persistent link: https://www.econbiz.de/10008698384
Saved in:
7
Risk aversion impact on investment strategy performance : a multi agent-based analysis
Brandouy, Olivier
;
Mathieu, Philippe
;
Veryzhenko, Iryna
- In:
Managing market complexity : the approach of artificial …
,
(pp. 91-102)
.
2012
Persistent link: https://www.econbiz.de/10009580029
Saved in:
8
An agent-based investigation of the probability of informed trading
Brandouy, Olivier
;
Mathieu, Philippe
- In:
Artificial economics and self organization : …
,
(pp. 121-132)
.
2014
Persistent link: https://www.econbiz.de/10009792423
Saved in:
9
Agent-based reallocation problem on social networks
Nongaillard, Antoine
;
Mathieu, Philippe
- In:
Group decision and negotiation
23
(
2014
)
5
,
pp. 1067-1083
Persistent link: https://www.econbiz.de/10010406675
Saved in:
10
Artificial economics : agent-based methods in finance, game theory and their applications
Mathieu, Philippe
(
ed.
)
-
2006
Persistent link: https://www.econbiz.de/10003028174
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