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Items where Author is "Phelps, Steve"

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Number of items: 12.

Article

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2014) 'Learning is neither sufficient nor necessary: An agent-based model of long memory in financial markets.' AI Communications, 27 (4). pp. 437-452. ISSN 0921-7126

Nguyen, Minh Khoa and Phelps, Steve and Ng, Wing Lon (2014) 'Simulation based calibration using extended balanced augmented empirical likelihood.' Statistics and Computing, 25 (6). pp. 1093-1112. ISSN 0960-3174

Phelps, Steve and Ng, Wing Lon (2014) 'A simulation analysis of herding and unifractal scaling behaviour.' Intelligent Systems in Accounting, Finance and Management, 21 (1). pp. 39-58. ISSN 1055-615X

Phelps, Steve and Wooldridge, Michael (2013) 'Game Theory and Evolution.' IEEE Intelligent Systems, 28 (4). pp. 76-81. ISSN 1541-1672

Russell, Yvan I and Phelps, Steve (2013) 'How do you measure pleasure? A discussion about intrinsic costs and benefits in primate allogrooming.' Biology & Philosophy, 28 (6). pp. 1005-1020. ISSN 0169-3867

Phelps, Steve (2012) 'Emergence of social networks via direct and indirect reciprocity.' Autonomous Agents and Multi-Agent Systems. ISSN 1387-2532

Phelps, Steve and McBurney, Peter and Parsons, Simon (2010) 'A Novel Method for Strategy Acquisition and Its Application to a Double-Auction Market Game.' IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics), 40 (3). pp. 668-674. ISSN 1083-4419

Book Section

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2013) 'Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts.' In: Esther, David and Valentin, Robu and Onn, Shehory and Sabastian, Stein and Andreas, Symeonidis, (eds.) Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets. Lecture Notes in Business Information Processsing (119). Springer, Berlin, pp. 44-56. ISBN 9783642348884

Palit, Imon and Phelps, Steve and Ng, Wing Lon (2012) 'Can a zero-intelligence plus model explain the stylized facts of financial time series data?' In: UNSPECIFIED, (ed.) AAMAS '12 Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems - Volume 2. International Foundation for Autonomous Agents and Multiagent Systems, pp. 653-660. ISBN 9780981738123

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2012) 'Learning is neither sufficient nor necessary.' In: UNSPECIFIED, (ed.) Proceedings of the 13th International Conference on Electronic Commerce - ICEC '11. Association for Computing Machinery (ACM), New York, pp. 1-10. ISBN 9781450314282

Monograph

Khuman, Anil and Phelps, Steve and Constantinou, Nick (2012) Constant Proportion Portfolio Insurance Strategies under Cumulative Prospect Theory with Reference Point Adaptation. Working Paper. EBS Working Papers, Colchester.

Conference or Workshop Item

de Faria, Luís Gonçalves and Phelps, Steve (2012) An investigation of the consequences of Basel III using an agent-based model. In: Proceedings of the 13th International Conference on Electronic Commerce.

This list was generated on Wed Mar 20 23:10:31 2019 GMT.