Research Repository

Items where Author is "Markose, S"

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Number of items: 8.

Article

Markose, S and Giansante, S and Shaghaghi, AR (2012) ''Too interconnected to fail' financial network of US CDS market: Topological fragility and systemic risk.' Journal of Economic Behavior and Organization, 83 (3). 627 - 646. ISSN 0167-2681

Markose, S and Alentorn, A (2011) 'The generalized extreme value distribution, implied tail index, and option pricing.' Journal of Derivatives, 18 (3). 35 - 60. ISSN 1074-1240

Markose, S and Arifovic, J and Sunder, S (2007) 'Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics.' Journal of Economic Dynamics and Control, 31 (6). 1801 - 1807. ISSN 0165-1889

Kirman, A and Markose, S and Giansante, S and Pin, P (2007) 'Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks.' Journal of Economic Dynamics and Control, 31 (6). 2085 - 2107. ISSN 0165-1889

Markose, S and Alentorn, A and Koesrindartoto, D and Allen, P and Blythe, P and Grosso, S (2007) 'A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design.' Journal of Economic Dynamics and Control, 31 (6). 2001 - 2032. ISSN 0165-1889

Guariglia, A and Markose, S (2000) 'Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey.' Fiscal Studies, 21 (4). 469 - 488. ISSN 0143-5671

Book Section

Markose, S (2016) 'The gödelian foundations of self-reference, the liar and incompleteness: Arms race in complex strategic innovation.' In: Pinto, A and Accinelli Gamba, E and Yannacopoulos, A and Hervés-Beloso, , (eds.) Trends in Mathematical Economics: Dialogues Between Southern Europe and Latin America. Springer, 217 - 244. ISBN 9783319325439

Conference or Workshop Item

Doering, J and Fairbank, M and Markose, S (2017) Convolutional neural networks applied to high-frequency market microstructure forecasting. In: Computer Science and Electronic Engineering (CEEC), 2017, 2017-09-27 - 2017-09-29, University of Essex, Colchester.

This list was generated on Thu Nov 14 15:16:24 2019 GMT.