| Publication | Date of Publication | Type |
|---|
A model of network formation for the overnight interbank market: when is core-periphery an illusion?
Journal of Economic Theory | 2026-02-18 | Paper |
Leaning against the wind in the New Keynesian model with heterogeneous expectations
Journal of Economic Dynamics & Control | 2025-06-11 | Paper |
IEL-CDA model: a more accurate theory of behavior in continuous double auctions
Journal of Economic Dynamics & Control | 2025-06-11 | Paper |
Asset Pricing with Heterogeneous Investment Horizons
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
An asset pricing model with accuracy-driven evolution of heterogeneous expectations
Communications in Nonlinear Science and Numerical Simulation | 2022-12-20 | Paper |
The role of information in a continuous double auction: an experiment and learning model
Journal of Economic Dynamics and Control | 2022-08-31 | Paper |
Learning in two-dimensional beauty contest games: theory and experimental evidence
Journal of Economic Theory | 2022-05-11 | Paper |
Integrated modeling of extended agro-food supply chains: a systems approach
European Journal of Operational Research | 2021-06-03 | Paper |
Some reflections on past and future of nonlinear dynamics in economics and finance
Decisions in Economics and Finance | 2019-01-29 | Paper |
Learning cycles in Bertrand competition with differentiated commodities and competing learning rules
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
A laboratory experiment on the heuristic switching model
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Oligopoly game: price makers meet price takers
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Excess covariance and dynamic instability in a multi-asset model
Journal of Economic Dynamics and Control | 2016-09-28 | Paper |
The impact of short-selling constraints on financial market stability in a heterogeneous agents model
Journal of Economic Dynamics and Control | 2015-12-22 | Paper |
Market equilibria under procedural rationality
Journal of Mathematical Economics | 2011-01-21 | Paper |
Asset prices, traders' behavior and market design
Journal of Economic Dynamics and Control | 2009-07-28 | Paper |
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
Journal of Economic Dynamics and Control | 2008-12-12 | Paper |
Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment
Lecture Notes in Economics and Mathematical Systems | 2008-10-15 | Paper |
Wealth-driven competition in a speculative financial market: examples with maximizing agents
Quantitative Finance | 2008-08-07 | Paper |
| Heterogeneous beliefs under different market architectures | 2007-01-10 | Paper |
| Equilibrium return and agents' survival in a multiperiod asset market: analytic support of a simulation model | 2007-01-10 | Paper |
| Noisy trading in the large market limit | 2006-02-13 | Paper |
