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 2011
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Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2011) Enhancing credit default swap valuation with meshfree methods. European Journal of Operational Research, 214 (3). pp. 805-813. DOI https://doi.org/10.1016/j.ejor.2011.05.046
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: https://doi.org/10.1145/2378104.2378134
Velasco–Fuentes, Rafael and Ng, Wing Lon (2011) Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets. Quantitative Finance, 11 (6). pp. 863-881. DOI https://doi.org/10.1080/14697680903555314
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, ? - ?.