- Heterogeneous Agent Model and Numerical Analysis of Learning2002 | Faculty of Social Sciences
- Heterogeneous agents model with the worst ot algorithmPublication without faculty affiliation
- Heterogeneous agent model with the worst out algorithm2005 | Faculty of Mathematics and Physics
- Wavelets and sentiment in the heterogeneous agent model2008 | Faculty of Social Sciences
- Smart predictors in the heterogeneous agent model2009 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Smart agents and sentiment in the heterogeneous agent model2010 | Faculty of Social Sciences
- Learning in heterogeneous agent model with the WOA2003 | Faculty of Mathematics and Physics
- Prospect Theory in the Heterogeneous Agent Model +12019 | Publication without faculty affiliation
- Smart agents and sentiment in the heterogeneous agent model2009 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Heterogeneous Agent Model with Memory and Asset Price Behaviour +22002 | Faculty of Social Sciences
- Heterogeneous agents model with the worst out algorithm2007 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Wavelet applications to heterogenous agents modelPublication without faculty affiliation
- Heterogeneous Agent Model with Learning2002 | Faculty of Social Sciences
- The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange MarketPublication without faculty affiliation
- The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market2018 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- How do skilled traders change the structure of the market2012 | Faculty of Social Sciences
- Wavelet decomposition of the financial market2007 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Estimation of Financial Agent-Based Models with Simulated Maximum LikelihoodPublication without faculty affiliation
- Estimation of financial agent-based models with simulated maximum likelihood2017 | Faculty of Social Sciences
- Moods modelling on the financial markets2007 | Faculty of Social Sciences
- Comparing Neural Networks and ARMA Models in Artificial Stock Market2011 | Faculty of Mathematics and Physics
- Salience, systemic risk and spectral risk measures as capital requirements2021 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Firm leverage and wealth inequalityPublication without faculty affiliation