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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 and Giansante, Simone and Eterovic, Nicolas A and Gatkowski, Mateusz (2023) Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Annals of Operations Research, 330 (1-2). pp. 691-729. DOI https://doi.org/10.1007/s10479-021-04120-1

Giansante, Simone and Manfredi, Sabato and Markose, Sheri (2023) Fair immunization and network topology of complex financial ecosystems. Physica A: Statistical Mechanics and its Applications, 612. p. 128456. DOI https://doi.org/10.1016/j.physa.2023.128456

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 and Arun, Thankom and Ozili, Peterson (2022) Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out. The European Journal of Finance, Online (1). pp. 1-26. DOI https://doi.org/10.1080/1351847x.2020.1821740

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

Fatouh, Mahmoud and Markose, Sheri and Giansante, Simone (2021) The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? Journal of Economic Behavior and Organization, 183. pp. 928-953. DOI https://doi.org/10.1016/j.jebo.2019.02.023

Bholat, D and Lastra, RM and Markose, SM and Miglionico, A and Sen, K (2018) Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality. Journal of Banking Regulation, 19 (1). pp. 33-54. DOI https://doi.org/10.1057/s41261-017-0058-8

Markose, SM (2017) Complex type 4 structure changing dynamics of digital agents: Nash equilibria of a game with arms race in innovations. Journal of Dynamics and Games, 4 (3). pp. 255-284. DOI https://doi.org/10.3934/jdg.2017015

Markose, SM and Giansante, S and Rais Shaghaghi, A (2017) A systemic risk assessment of OTC derivatives reforms and skin-in-the-game for CCPs. Financial Stability Review, 21. pp. 111-126.

Heath, Alexandra and Kelly, Gerard and Manning, Mark and Markose, Sheri and Shaghaghi, Ali Rais (2016) CCPs and network stability in OTC derivatives markets. Journal of Financial Stability, 27 (C). pp. 217-233. DOI https://doi.org/10.1016/j.jfs.2015.12.004

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 and Giansante, Simone and Shaghaghi, Ali Rais (2012) ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. Journal of Economic Behavior & Organization, 83 (3). pp. 627-646. DOI https://doi.org/10.1016/j.jebo.2012.05.016

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 and Alentorn, Amadeo (2011) The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing. The Journal of Derivatives, 18 (3). pp. 35-60. DOI https://doi.org/10.3905/jod.2011.18.3.035

Markose, Sheri and Arifovic, Jasmina and Sunder, Shyam (2007) Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics. Journal of Economic Dynamics and Control, 31 (6). pp. 1801-1807. DOI https://doi.org/10.1016/j.jedc.2007.03.001

Kirman, Alan and Markose, Sheri and Giansante, Simone and Pin, Paolo (2007) Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks. Journal of Economic Dynamics and Control, 31 (6). pp. 2085-2107. DOI https://doi.org/10.1016/j.jedc.2007.01.003

Markose, Sheri 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. Journal of Economic Dynamics and Control, 31 (6). pp. 2001-2032. DOI https://doi.org/10.1016/j.jedc.2007.01.005

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, SM (2005) Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS). The Economic Journal, 115 (504). F159-F192. DOI https://doi.org/10.1111/j.1468-0297.2005.01000.x

TSANG, EDWARD and MARKOSE, SHERI and HAKAN, ER (2005) CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE. New Mathematics and Natural Computation, 01 (03). pp. 435-447.

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

Guariglia, A and Markose, S (2000) Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey. Fiscal Studies, 21 (4). pp. 469-488. DOI https://doi.org/10.1111/j.1475-5890.2000.tb00032.x

Markose-Cherian, S (1991) End-independent legal rules and the political economy of expanding market societies of Europe. European Journal of Political Economy, 7 (4). pp. 579-601. DOI https://doi.org/10.1016/0176-2680(91)90037-4

Markose, SM (1986) A theory of policy-induced structural change An application of the bismut stochastic maximum principle. Journal of Economic Dynamics and Control, 10 (1-2). pp. 109-114. DOI https://doi.org/10.1016/0165-1889(86)90026-6

Book Section

Markose, S (2016) The gödelian foundations of self-reference, the liar and incompleteness: Arms race in complex strategic innovation. In: Trends in Mathematical Economics: Dialogues Between Southern Europe and Latin America. Springer, pp. 217-244. ISBN 9783319325439. Official URL: https://doi.org/10.1007/978-3-319-32543-9_11

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

Markose, SM and Oluwasegun, B and Giansante, S (2012) Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO). In: Simulation in Computational Finance and Economics. Advances in Finance, Accounting, and Economics (AFAE) . IGI Global, pp. 225-254. ISBN 9781466620117. Official URL: http://dx.doi.org/10.4018/978-1-4666-2011-7.ch012

Alentorn, A and Markose, SM (2008) Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR). In: Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, pp. 47-71. ISBN 9783540779582. Official URL: http://dx.doi.org/10.1007/978-3-540-77958-2_3

Monograph

Markose, SM and Mahmoud, Fatouh and Simone, Giansante (2018) The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses? Working Paper. SSRN. (Unpublished)

Bholat, D and Lastra, R and Markose, S and Miglionico, A and Sen, K (2016) Non-performing loans: regulatory and accounting treatments of assets. Working Paper. UNSPECIFIED.

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.

Conference or Workshop Item

Doering, J and Fairbank, M and Markose, S (2017) Convolutional neural networks applied to high-frequency market microstructure forecasting. In: Computer Science and Electronic Engineering (CEEC), 2017, 2017-09-27 - 2017-09-29, University of Essex, Colchester.

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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 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]]

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]]

Serafin, Martinez Jaramillo and Tsang, Edward PK and Markose, Sheri Co evolution of Genetic Programming Based Agents in an Artificial Stock Market. [["eprint_typename_scholarly-edition" not defined]]

Yang, Jing and Markose, Sheri and Alentorn, Amadeo Designing large value payment systems: an agent based approach. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri and Alentorn, Amadeo Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution. [["eprint_typename_scholarly-edition" not defined]]