| 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 |
