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2. Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach. (2011). Urbig, Diemo ; Klein, Achim.
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3. Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs. (2008). Gerasymchuk, Sergiy.
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4. Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies. (2008). Laopodis, Nikiforos.
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5. Asset Prices, Traders Behavior, and Market Design. (2007). Panchenko, Valentyn ; Anufriev, Mikhail.
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6. A minimal noise trader model with realistic time series properties. (2006). Lux, Thomas ; Alfarano, Simone.
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7. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
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8. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
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9. Nonlinear bubbles in Chinese Stock Markets in the 1990s. (2006). Li, Honggang ; Ahmed, Ehsan.
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10. A noise trader model as a generator of apparent financial power laws and long memory. (2005). Lux, Thomas ; Alfarano, Simone.
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11. Breeds of risk-adjusted fundamentalist strategies in an order- driven market. (2005). Pellizzari, Paolo ; LiCalzi, Marco.
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12. Long Memory, Heterogeneity and Trend Chasing. (2005). Li, Youwei ; He, Xuezhong (Tony).
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13. Heterogeneity, Profitability and Autocorrelations. (2005). Li, Youwei ; He, Xuezhong (Tony).
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14. A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A..
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15. Heterogeneous Agents Models: two simple examples, forthcoming
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16. Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment. (2004). He, Xuezhong (Tony) ; Wang, Duo.
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17. A Behavioural Asset Pricing Model with a Time-Varying Second Moment. (2004). He, Xuezhong (Tony) ; Wang, Duo.
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18. Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies. (2004). Pancotto, Francesca ; Bottazzi, Giulio ; Anufriev, Mikhail.
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19. A minimal noise trader model with realistic time series properties. (2003). Lux, Thomas ; Alfarano, Simone.
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20. Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets. (2003). Pellizzari, Paolo ; LiCalzi, Marco.
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21. Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach. (2003). He, Xuezhong (Tony).
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22. Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A..
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23. The Impact of Technical Analysis on Asset Price Dynamics. (2002). Satchell, Stephen E. ; J. H. Steffi Yang, .
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24. A Robust Rational Route to in a Simple Asset Pricing Model. (2002). Hommes, Cars ; Huang, H. ; Wang, D..
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25. Financial Markets as Nonlinear Adaptive Evolutionary Systems. (2001). Hommes, Cars.
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26. Financial markets as nonlinear adaptive evolutionary systems. (2001). Hommes, Cars.
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27. Modeling the stylized facts in finance through simple nonlinear adaptive systems. (2001). Hommes, Cars.
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2. Cost-benefit analysis of trading strategies in the stock index futures market. (2020). Cui, Yian ; Xiong, Xiong ; Yan, Xiaocong ; He, Shaoyi ; Liu, Jun.
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3. Modeling the emission trading scheme from an agent-based perspective: System dynamics emerging from firms’ coordination among abatement options. (2020). Zhu, Lei ; Fan, Ying ; Eichhammer, Wolfgang ; Yu, Song-Min.
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4. Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model. (2020). Godin, Antoine ; Augier, Stanislas ; Rzeszutek, Marcin ; Szyszka, Adam.
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5. Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew.
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6. From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas.
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7. Buying on Margin and Short Selling in an Artificial Double Auction Market. (2019). Zhou, Xuan ; Li, Honggang.
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9. The Sustainable Existence of China’s Bicycle-Sharing Market: To Oversupply or to Disappear. (2018). Cheng, YI ; Fang, Shaofen ; Qu, Qixing.
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10. Fashion, fads and the popularity of choices: Micro-foundations for diffusion consumer theory. (2018). Mercure, Jean-Francois.
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17. Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail.
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20. Financial power laws: Empirical evidence, models, and mechanisms. (2016). Alfarano, Simone ; Lux, Thomas.
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21. Stochastic simulation framework for the limit order book using liquidity-motivated agents. (2015). Peters, Gareth W ; Panayi, Efstathios.
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22. From General Equilibrium to Schumpeter. (2015). Sudderth, William D ; Shubik, Martin.
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23. Stochastic simulation framework for the Limit Order Book using liquidity motivated agents. (2015). Peters, Gareth ; Panayi, Efstathios.
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24. Order Placement in a Continuous Double Auction Agent Based Model. (2014). Mandes, Alexandru .
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25. Behavioral Finance and Agent Based Model: the new evolving discipline of quantitative behavioral finance ?. (2014). Sorropago, Concetta.
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26. Time-varying beta: a boundedly rational equilibrium approach. (2013). He, Xuezhong (Tony) ; Dieci, Roberto ; Chiarella, Carl.
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27. A link between random coefficient autoregressive models and some agent based models. (2011). Konte, Mamadou.
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28. Time-Varying Beta: A Boundedly Rational Equilibrium Approach. (2010). He, Xuezhong (Tony) ; Dieci, Roberto.
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29. Evolutionary models in economics: a survey of methods and building blocks. (2010). van den Bergh, Jeroen ; Safarzynska, Karolina ; Safarzyska, Karolina.
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31. Market Efficiencies and Market Risks. (2010). Maugis, Pierre-Andre.
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32. The power of market mood -- Evidence from an emerging market. (2010). Jagric, Vita ; MARKOVIC-HRIBERNIK, TANJA ; Strasek, Sebastjan .
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33. The Black-Scholes model as a determinant of the implied volatility smile: A simulation study. (2009). Vagnani, Gianluca.
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37. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
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38. Inter-pattern speculation: Beyond minority, majority and $-games. (2008). Challet, Damien.
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39. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2008). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
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40. Some mathematical properties of the futures market platform. (2007). LAIB, Fodil ; RADJEF, M. S..
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41. Multi-Agent Model to Analyze CO2 Emissions Trading. (2007). Matsumoto, Kenichi.
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42. Power-law behaviour, heterogeneity, and trend chasing. (2007). Li, Youwei ; He, Xuezhong (Tony).
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43. Modeling a large population of traders: Mimesis and stability. (2006). Sirovich, Lawrence ; Omurtag, Ahmet.
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44. A behavioral asset pricing model with a time-varying second moment. (2006). He, Xuezhong (Tony) ; Wang, Duo ; Chiarella, Carl.
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45. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
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46. Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence. (2001). Sarantis, Nicholas.
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47. Financial returns and efficiency as seen by an artificial technical analyst. (2001). Skouras, Spyros.
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