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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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.
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.
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