Items where Author is "Phelps, Steve"

Nguyen, Minh Khoa and Phelps, Steve and Ng, Wing Lon (2015) Simulation based calibration using extended balanced augmented empirical likelihood. Statistics and Computing, 25 (6). pp. 1093-1112. DOI https://doi.org/10.1007/s11222-014-9506-9

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. DOI https://doi.org/10.1002/isaf.1346

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. DOI https://doi.org/10.3233/aic-140608

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. DOI https://doi.org/10.1007/s10539-013-9372-4

Phelps, Steve and Wooldridge, Michael (2013) Game Theory and Evolution. IEEE Intelligent Systems, 28 (4). pp. 76-81. DOI https://doi.org/10.1109/mis.2013.110

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2013) Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts. In: Lecture Notes in Business Information Processing. Lecture Notes in Business Information Processsing (119). Springer Berlin Heidelberg, Berlin, pp. 44-56. ISBN 9783642348884. Official URL: http://dx.doi.org/10.1007/978-3-642-34889-1_4

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

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.

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.

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2011) Learning is neither sufficient nor necessary. In: Proceedings of the 13th International Conference on Electronic Commerce - ICEC '11. ACM, New York, pp. 1-10. ISBN 9781450314282. Official URL: http://dx.doi.org/10.1145/2378104.2378134

de Faria, Luís Gonçalves and Phelps, Steve (2011) An investigation of the consequences of Basel III using an agent-based model. In: ICEC '11: 13th International Conference on Electronic Commerce, ? - ?.

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. DOI https://doi.org/10.1109/tsmcb.2009.2034731