Research Repository

Items where Division is "Faculty of Science and Health > Computer Science and Electronic Engineering, School of > Centre for Computational Finance and Economic Agents" and Year is 2012

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Number of items: 6.

D

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.

K

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.

P

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

Peng, Yue and Ng, Wing Lon (2012) 'Analysing financial contagion and asymmetric market dependence with volatility indices via copulas.' Annals of Finance, 8 (1). pp. 49-74. ISSN 1614-2446

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

R

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

This list was generated on Wed Nov 22 11:13:56 2017 GMT.