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Computation of the ex-post optimal strategy for the trading of a single financial asset

Brandouy, Olivier; Mathieu, Philippe; Veryzhenko, Iryna - In: Artificial economics : the generative method in …, (pp. 171-184). 2009

Persistent link: https://www.econbiz.de/10003889478

An agent-based investigation of the probability of informed trading

Brandouy, Olivier; Mathieu, Philippe - In: Artificial economics and self organization : …, (pp. 121-132). 2014

Persistent link: https://www.econbiz.de/10009792423

Artificial Economics : Agent-Based Methods in Finance, Game Theory and Their Applications

Beckmann, M.; Schittko, U; Mathieu, Philippe; Beaufils, … - 2006

Aims to give a view of the scientific production in the fields of Agent-based Computational Economics, mainly in Market Finance and Game Theory. Based on communications given at AE'2005 (Lille, USTL, France), this book offers a panorama of advances in ACE, both theoretical and methodological...

Persistent link: https://www.econbiz.de/10013520502

Time to slow down for high-frequency trading? : lessons from artificial markets

Veryzhenko, Iryna; Arena, Lise; Harb, Etienne; Oriol, … - In: Intelligent systems in accounting finance and … 24 (2017) 2/3, pp. 73-79

Persistent link: https://www.econbiz.de/10011825061

Market structure or traders' behavior? : a multi agent model to assess flash crash phenomena and their regulation

Oriol, Nathalie; Veryzhenko, Iryna - In: Quantitative finance 19 (2019) 7, pp. 1075-1092

Persistent link: https://www.econbiz.de/10012194745

Non-Value-Added Tax to improve market fairness and quality

Veryzhenko, Iryna; Jonath, Arthur; Harb, Etienne - In: Financial innovation : FIN 8 (2022), pp. 1-30

The promotion of both market fairness and efficiency has long been a goal of securities market regulators worldwide. Accelerated digital disruption and abusive trading behaviors, such as the GameStop mania, prompt regulatory changes. It is unclear how this "democratization" of trading power...

Persistent link: https://www.econbiz.de/10013169713