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Items where Author is "Markose, Sheri M"

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Number of items: 22.

Article

Markose, Sheri M (2021) 'Genomic Intelligence as Über Bio-Cybersecurity: The Gödel Sentence in Immuno-Cognitive Systems.' Entropy, 23 (4). p. 405. ISSN 1099-4300

Markose, Sheri M (2013) 'Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach.' Journal of Banking Regulation, 14 (3-4). pp. 285-305. ISSN 1745-6452

Markose, Sheri M (2012) 'Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax.' IMF Working Paper (12).

Markose, Sheri M and Peng, Yue and Alentorn, Amadeo (2012) 'Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices.'

Markose, Sheri M (2006) 'Developments in experimental and agent-based computational economics (ACE): overview.' Journal of Economic Interaction and Coordination, 1 (2). pp. 119-127. ISSN 1860-711X

Markose, Sheri M and Loke, Yiing Jia (2003) 'Network Effects On Cash‐Card Substitution in Transactions and Low Interest Rate Regimes.' The Economic Journal, 113 (487). pp. 456-476. ISSN 0013-0133

Monograph

Markose, Sheri M and Alentorn, Amadeo (2005) The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing. Working Paper. University of Essex Department of Economics Discussion Papers.

Markose, Sheri M (2004) Novelty And Surprises In Complex Adaptive System (CAS) Dynamics: A Computational Theory of Actor Innovation. UNSPECIFIED. UNSPECIFIED.

Markose, Sheri M and Loke, Yiing Jia (2000) Network effects on Cash-Card Substitution in Transactions and Low Interest Rate Regimes. UNSPECIFIED. UNSPECIFIED.

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Markose, Sheri M and Alentorn, Amadeo and Millard, Stephen and Yang, Jing (2011) Designing large value payment systems: An agent-based approach. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M and Giansante, Simone and Gatkowski, Mateusz and Shaghaghi, Ali Rais (2010) Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks. [["eprint_typename_scholarly-edition" not defined]]

Kirman, Alan and Markose, Sheri M and Giasante, Simone and Pin, Paolo (2007) Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M and Alentorn, Amadeo and Koesrindartoto, Deddy and Allen, Peter and Blythe, Phil and Grosso, Sergio (2007) A smart market for passenger road transport (SMPRT) congestion: an application of computational mechanism design. [["eprint_typename_scholarly-edition" not defined]]

Alentorn, Amadeo and Markose, Sheri M (2006) Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M (2004) Computability and Evolutionary Complexity: Markets As Complex Adaptive Systems (CAS). [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M and Alentorn, Amadeo and Krause, Andreas (2004) Dynamic Learning, Herding and Guru Effects in Networks. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M and Loke, Yiing Jia (2002) Can cash hold its own? International comparisons: Theory and evidence. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M (2001) The New Evolutionary Computational Paradigm of Complex Adaptive Systems: Challenges and Prospects for Economics and Finance. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M and Er, Hakan (2000) The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M and Loke, Yiing Jia (2000) Changing trends in payment systems for selected G10 and EU countries 1990-1998. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M (1999) The liar strategy and surprises: Computability and indeterminacy in Nash equilibria games. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M (1998) Game Theory for central bankers: have they got it right? [["eprint_typename_scholarly-edition" not defined]]

This list was generated on Tue Aug 16 11:41:08 2022 BST.