Items where Author is "Markose, Sheri M"

Article

Markose, Sheri M and Soyyiğit, Semanur (2024) EU27 regional trade networks for medical products in fight against Covid-19 pandemic: Quantifying vulnerability and self sufficiency in critical inputs. PLoS One, 19 (2). e0297748-e0297748. DOI https://doi.org/10.1371/journal.pone.0297748

Markose, Sheri M (2022) Complexification of eukaryote phenotype: Adaptive immuno-cognitive systems as unique Gödelian blockchain distributed ledger. Biosystems, 220. p. 104718. DOI https://doi.org/10.1016/j.biosystems.2022.104718

Markose, Sheri M (2021) Genomic Intelligence as Über Bio-Cybersecurity: The Gödel Sentence in Immuno-Cognitive Systems. Entropy, 23 (4). p. 405. DOI https://doi.org/10.3390/e23040405

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. DOI https://doi.org/10.1057/jbr.2013.10

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 (2012) Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax. IMF Working Papers, 12 (282). p. 1. DOI https://doi.org/10.5089/9781475577501.001

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. DOI https://doi.org/10.1007/s11403-006-0015-6

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. DOI https://doi.org/10.1111/1468-0297.00124

Book Section

Markose, Sheri M and Oluwasegun, Bewaji and Giansante, Simone (2015) Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO). In: Banking, Finance, and Accounting. IGI Global, pp. 561-590. ISBN 9781466662681. Official URL: http://dx.doi.org/10.4018/978-1-4666-6268-1.ch030

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]]