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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Article
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. DOI https://doi.org/10.1007/s10436-011-0181-y
Phelps, Steve (2012) Emergence of social networks via direct and indirect reciprocity. Autonomous Agents and Multi-Agent Systems. DOI https://doi.org/10.1007/s10458-012-9207-8
Book Section
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: 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: Proceedings of the 13th International Conference on Electronic Commerce - ICEC '11. Association for Computing Machinery (ACM), New York, pp. 1-10. ISBN 9781450314282. Official URL: http://dx.doi.org/10.1145/2378104.2378134
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.