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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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Number of items: 6.


de Faria, Luís Gonçalves and Phelps, Steve (2012) An investigation of the consequences of Basel III using an agent-based model. In: Proceedings of the 13th International Conference on Electronic Commerce.


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: UNSPECIFIED, (ed.) 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. ISSN 1614-2446

Phelps, Steve (2012) 'Emergence of social networks via direct and indirect reciprocity.' Autonomous Agents and Multi-Agent Systems. ISSN 1387-2532


Rayner, Neil and Phelps, Steve and Constantinou, Nick (2012) 'Learning is neither sufficient nor necessary.' In: UNSPECIFIED, (ed.) Proceedings of the 13th International Conference on Electronic Commerce - ICEC '11. Association for Computing Machinery (ACM), New York, pp. 1-10. ISBN 9781450314282

This list was generated on Tue Sep 21 12:09:12 2021 BST.