Thomas C. H. Lux

Available identifiers

zbMath Open lux.thomas-c-hMaRDI QIDQ2048828

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Thomas C. H. Lux