Thomas C. H. Lux

Available identifiers

zbMath Open lux.thomas-c-hMaRDI QIDQ2048828

List of research outcomes

Publication	Date of Publication	Type
Remark on Algorithm 1012: computing projections with large datasets	2024-09-12	Paper
Algorithm 1031: MQSI -- monotone quintic spline interpolation	2024-09-06	Paper
Approximate Bayesian inference for agent-based models in economics: a case study	2024-06-11	Paper
Estimation of regime-switching diffusions via Fourier transforms	2024-05-31	Paper
Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems	2023-03-29	Paper
Least-squares solutions to polynomial systems of equations with quantum annealing	2023-01-05	Paper
Peer effects in professional analysts’ choice of their portfolio of companies	2022-11-18	Paper
The core of the global corporate network	2022-04-22	Paper
Algorithm 1012	2022-03-29	Paper
Masanao Aoki's solution to the finite size effect of behavioral finance models	2021-12-02	Paper
Interpolation of sparse high-dimensional data	2021-08-24	Paper
Multilayer overlaps and correlations in the bank-firm credit network of Spain	2020-09-16	Paper
Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information	2018-11-19	Paper
Emergence of a core-periphery structure in a simple dynamic model of the interbank market	2018-11-15	Paper
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility	2018-10-12	Paper
Estimation of agent-based models using sequential Monte Carlo methods	2018-08-13	Paper
A model of the topology of the bank -- firm credit network and its role as channel of contagion	2018-08-10	Paper
Financial power laws: empirical evidence, models, and mechanisms	2017-02-10	Paper
Estimation of an agent-based model of investor sentiment formation in financial markets	2016-09-28	Paper
Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach	2014-11-12	Paper
Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations	2014-04-14	Paper
Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes	2014-03-10	Paper
Relative forecasting performance of volatility models: Monte Carlo evidence	2014-02-20	Paper
INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS	2013-07-31	Paper
SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS	2011-07-27	Paper
Empirical validation of stochastic models of interacting agents	2010-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3400733	2010-02-05	Paper
Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach	2010-01-19	Paper
Estimation of agent-based models: The case of an asymmetric herding model	2009-05-29	Paper
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching	2009-05-18	Paper
MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS	2009-02-24	Paper
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY	2008-01-30	Paper
Genetic learning as an explanation of stylized facts of foreign exchange markets	2005-06-13	Paper
VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS	2000-01-01	Paper
Time variation of second moments from a noise trader/infection model	1998-07-22	Paper
A note on the stability of endogenous cycles in Diamond's model of search and barter	1993-04-01	Paper

Research outcomes over time

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