Person:2048828: Difference between revisions

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Person:2048828
m AuthorDisambiguator moved page Person:310976 to Thomas C. H. Lux: Duplicate
m AuthorDisambiguator moved page Thomas C. H. Lux to Thomas C. H. Lux: Duplicate
 
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Latest revision as of 23:21, 10 December 2023

Available identifiers

zbMath Open lux.thomas-c-hMaRDI QIDQ2048828

List of research outcomes

PublicationDate of PublicationType
Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems2023-03-29Paper
Least-squares solutions to polynomial systems of equations with quantum annealing2023-01-05Paper
Peer effects in professional analysts’ choice of their portfolio of companies2022-11-18Paper
The core of the global corporate network2022-04-22Paper
Algorithm 10122022-03-29Paper
Masanao Aoki's solution to the finite size effect of behavioral finance models2021-12-02Paper
Interpolation of sparse high-dimensional data2021-08-24Paper
Multilayer overlaps and correlations in the bank-firm credit network of Spain2020-09-16Paper
Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information2018-11-19Paper
Emergence of a core-periphery structure in a simple dynamic model of the interbank market2018-11-15Paper
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility2018-10-12Paper
Estimation of agent-based models using sequential Monte Carlo methods2018-08-13Paper
A model of the topology of the bank -- firm credit network and its role as channel of contagion2018-08-10Paper
Financial power laws: empirical evidence, models, and mechanisms2017-02-10Paper
Estimation of an agent-based model of investor sentiment formation in financial markets2016-09-28Paper
Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach2014-11-12Paper
Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations2014-04-14Paper
Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes2014-03-10Paper
Relative forecasting performance of volatility models: Monte Carlo evidence2014-02-20Paper
INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS2013-07-31Paper
SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS2011-07-27Paper
Empirical validation of stochastic models of interacting agents2010-06-25Paper
https://portal.mardi4nfdi.de/entity/Q34007332010-02-05Paper
Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach2010-01-19Paper
Estimation of agent-based models: The case of an asymmetric herding model2009-05-29Paper
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching2009-05-18Paper
MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS2009-02-24Paper
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY2008-01-30Paper
Genetic learning as an explanation of stylized facts of foreign exchange markets2005-06-13Paper
VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS2000-01-01Paper
Time variation of second moments from a noise trader/infection model1998-07-22Paper
A note on the stability of endogenous cycles in Diamond's model of search and barter1993-04-01Paper

Research outcomes over time


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