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Multi-Agent Financial Network (MAFN) model of US Collateralized Debt Obligations (CDO) : regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis
Markose, Sheri M.; Oluwasegun, Bewaji; Giansante, Simone - 2012
Persistent link: https://www.econbiz.de/10009544686
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Forecasting extreme volatility of FTSE-100 with model free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) option implied volatility indices
Markose, Sheri M.; Yue Peng; Alentorn, Amadeo - 2012
Persistent link: https://www.econbiz.de/10009544687
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Removing maturity effects of implied risk neutral densities and related statistics
Alentorn, Amadeo (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003321618
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Marginal contribution, reciprocity and equity in segregated groups : bounded rationality and self-organization in social networks
Kirman, Alan P.; Markose, Sheri M.; Giansante, Simone; … - In: Journal of economic dynamics & control 31 (2007) 6, pp. 2085-2107
Persistent link: https://www.econbiz.de/10003487865
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Advances in experimental and agent-based modelling : asset markets, economic networks, computational mechanism design and evolutionary game dynamics
Markose, Sheri M.; Arifovic, Jasmina; Sunder, Shyam - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1801-1807
Persistent link: https://www.econbiz.de/10003487867
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Special issue: Tenth workshop on heterogeneous interacting agents (WEHIA 2005)
Markose, Sheri M. (contributor) - Workshop on Heterogeneous Interacting Agents <10, 2005, … - 2007
Persistent link: https://www.econbiz.de/10003487868
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Marginal contribution, reciprocity and equity in segregated groups : bounded rationality and self-organization in social networks
Kirman, Alan P.; Markose, Sheri M.; Giasante, Simone; … - 2007
Persistent link: https://www.econbiz.de/10003455411
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A smart market for passenger road transport (SMPRT) congestion : an application of computational mechanism design
Markose, Sheri M.; Alentorn, Amadeo; Koesrindartoto, Deddy - 2007
Persistent link: https://www.econbiz.de/10003455429
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The grass is always greener on the other side of the fence : the effect of misperceived signalling in a network formation process
Giansante, Simone; Kirman, Alan P.; Markose, Sheri M.; … - In: Artificial markets modeling : methods and applications, (pp. 223-234). 2007
Persistent link: https://www.econbiz.de/10003854824
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Special issue on developments in experimental and agent-based computational economics (ACE)
Markose, Sheri M. - 2006
Persistent link: https://www.econbiz.de/10003410026