| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7579959 (Why is no real title available?) | 2022-09-01 | Paper |
Machine learning and speed in high-frequency trading
Journal of Economic Dynamics and Control | 2022-07-08 | Paper |
Cross-section instability in financial markets: impatience, extrapolation, and switching
Decisions in Economics and Finance | 2022-01-06 | Paper |
Asset price and wealth dynamics under heterogeneous expectations
Quantitative Finance | 2019-01-14 | Paper |
A behavioural model of investor sentiment in limit order markets
Quantitative Finance | 2018-11-19 | Paper |
Rollover risk and credit risk under time-varying margin
Quantitative Finance | 2018-11-19 | Paper |
Herding, trend chasing and market volatility
Journal of Economic Dynamics and Control | 2018-11-02 | Paper |
Asset allocation with time series momentum and reversal
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Learning, information processing and order submission in limit order markets
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Time-varying economic dominance in financial markets: a bistable dynamics approach
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2018-07-13 | Paper |
Prediction market prices under risk aversion and heterogeneous beliefs
Journal of Mathematical Economics | 2017-06-15 | Paper |
Derivative security pricing. Techniques, methods and applications
Dynamic Modeling and Econometrics in Economics and Finance | 2015-04-08 | Paper |
A homoclinic route to volatility: dynamics of asset prices under autoregressive forecasting
Global Analysis of Dynamic Models in Economics and Finance | 2014-10-02 | Paper |
Recent developments in asset pricing with heterogeneous beliefs and adaptive behaviour of financial markets
Global Analysis of Dynamic Models in Economics and Finance | 2014-10-02 | Paper |
Disagreement, correlation and asset prices
Economics Letters | 2012-12-19 | Paper |
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
Journal of Economic Dynamics and Control | 2012-06-11 | Paper |
Diversification effect of heterogeneous beliefs
Dynamic Modeling and Econometrics in Economics and Finance | 2011-08-08 | Paper |
An analysis of the effect of noise in a heterogeneous agent financial market model
Journal of Economic Dynamics and Control | 2011-01-31 | Paper |
A framework for CAPM with heterogeneous beliefs
Nonlinear Dynamics in Economics, Finance and Social Sciences | 2010-06-21 | Paper |
Power-law behaviour, heterogeneity, and trend chasing
Journal of Economic Dynamics and Control | 2009-07-01 | Paper |
A dynamic analysis of moving average rules
Journal of Economic Dynamics and Control | 2008-12-12 | Paper |
Commodity markets, price limiters and speculative price dynamics
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
Market mood, adaptive beliefs and asset price dynamics
Chaos, Solitons and Fractals | 2008-09-09 | Paper |
A behavioral asset pricing model with a time-varying second moment
Chaos, Solitons and Fractals | 2008-09-09 | Paper |
Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling
Natural Computing in Computational Finance | 2008-08-26 | Paper |
Heterogeneity, convergence, and autocorrelations
Quantitative Finance | 2008-08-07 | Paper |
| scientific article; zbMATH DE number 5165625 (Why is no real title available?) | 2007-06-19 | Paper |
Erratum: Global Stability in Chemostat‐Type Competition Models with Nutrient Recycling
SIAM Journal on Applied Mathematics | 2007-03-27 | Paper |
| Statistical properties of a heterogeneous asset pricing model with time-varying second moment | 2006-06-26 | Paper |
An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects
Lecture Notes in Economics and Mathematical Systems | 2005-09-28 | Paper |
Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
Journal of Economic Dynamics and Control | 2003-01-21 | Paper |
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
Macroeconomic Dynamics | 2003-01-01 | Paper |
Heterogeneous beliefs, risk and learning in a simple asset pricing model
Computational Economics | 2002-08-19 | Paper |
| Dynamics of single species populations over a patchy environment | 2002-04-25 | Paper |
Proof and generalization of Kaplan-Yorke's conjecture under the condition \(F^{\prime}\) \((0) > 0\) on periodic solutions to differential delay equations
Science in China. Series A | 2002-04-23 | Paper |
| scientific article; zbMATH DE number 1463361 (Why is no real title available?) | 2001-01-15 | Paper |
Periodic solutions of some differential delay equations created by Hamiltonian systems
Bulletin of the Australian Mathematical Society | 2000-10-10 | Paper |
| scientific article; zbMATH DE number 1330235 (Why is no real title available?) | 2000-09-04 | Paper |
Global stability in nonautonomous Lotka-Volterra systems of ``pure-delay type
Differential and Integral Equations | 2000-05-29 | Paper |
| scientific article; zbMATH DE number 1289757 (Why is no real title available?) | 2000-04-09 | Paper |
Degenerate Lyapunov functionals of a well-known prey–predator model with discrete delays
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2000-04-09 | Paper |
Multiple periodic solutions of differential delay equations created by asymptotically linear Hamiltonian systems
Nonlinear Analysis: Theory, Methods & Applications | 1999-08-02 | Paper |
Hamiltonian symmetric groups and multiple periodic solutions of differential delay equations
Nonlinear Analysis: Theory, Methods & Applications | 1999-04-22 | Paper |
Almost-periodic solutions of a competition system with dominated infinite delays
Tôhoku Mathematical Journal. Second Series | 1998-10-25 | Paper |
| scientific article; zbMATH DE number 1130688 (Why is no real title available?) | 1998-10-15 | Paper |
Global stability in chemostat-type plankton models with delayed nutrient recycling
Journal of Mathematical Biology | 1998-10-14 | Paper |
The Lyapunov Functionals for Delay Lotka--Volterra-Type Models
SIAM Journal on Applied Mathematics | 1998-09-20 | Paper |
Global Stability in Chemostat-Type Equations with Distributed Delays
SIAM Journal on Mathematical Analysis | 1998-05-11 | Paper |
Global Stability in Chemostat-Type Competition Models with Nutrient Recycling
SIAM Journal on Applied Mathematics | 1998-05-10 | Paper |
Persistence, attractivity, and delay in facultative mutualism
Journal of Mathematical Analysis and Applications | 1998-03-24 | Paper |
Oscillations and convergence in an almost periodic competition system
Acta Applicandae Mathematicae | 1997-10-20 | Paper |
Stability and delays in a predator-prey system
Journal of Mathematical Analysis and Applications | 1997-10-16 | Paper |
| scientific article; zbMATH DE number 858209 (Why is no real title available?) | 1996-09-22 | Paper |
On the construction of periodic solutions of kaplan-yorke type for some differential delay equations
Applicable Analysis | 1996-09-11 | Paper |
| scientific article; zbMATH DE number 883141 (Why is no real title available?) | 1996-06-02 | Paper |
Global attractivity of linear non-autonomous neutral differential- difference equations
Acta Mathematicae Applicatae Sinica. English Series | 1996-05-13 | Paper |
Dynamics of an almost periodic logistic integrodifferential equation
Methods and Applications of Analysis | 1996-03-26 | Paper |
| scientific article; zbMATH DE number 811501 (Why is no real title available?) | 1996-03-18 | Paper |
On the oscillatory convergence of solutions of a neutral delay diffusion equation
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1996-01-25 | Paper |
Single species dynamics in changing environments
Dynamics and Stability of Systems | 1995-10-05 | Paper |
Persistence, stability and level crossings in an integrodifferential system
Journal of Mathematical Biology | 1995-02-26 | Paper |
Stability in asymmetric Hopfield nets with transmission delays
Physica D | 1995-02-16 | Paper |
Oscillations and Convergence in a Diffusive Delay Logistic Equation
Mathematische Nachrichten | 1994-12-11 | Paper |
| scientific article; zbMATH DE number 633871 (Why is no real title available?) | 1994-12-07 | Paper |
| scientific article; zbMATH DE number 590036 (Why is no real title available?) | 1994-11-06 | Paper |
| scientific article; zbMATH DE number 681924 (Why is no real title available?) | 1994-11-06 | Paper |
Necessary and Sufficient Conditions for a Fourth Order Functional Differential Equation to be Oscillatory
Mathematische Nachrichten | 1994-08-25 | Paper |
Global stability of n—dimensional
Applicable Analysis | 1994-08-08 | Paper |
| scientific article; zbMATH DE number 589281 (Why is no real title available?) | 1994-06-14 | Paper |
Oscillatory and asymptotic behaviour of second order nonlinear difference equations
Journal of Mathematical Analysis and Applications | 1993-09-05 | Paper |
| scientific article; zbMATH DE number 279657 (Why is no real title available?) | 1993-08-23 | Paper |
| scientific article; zbMATH DE number 94026 (Why is no real title available?) | 1993-01-16 | Paper |
Global Attractivity and ‘Level‐Crossings’ in a Periodic Logistic Integrodifferential Equation
Mathematische Nachrichten | 1992-12-14 | Paper |
| scientific article; zbMATH DE number 31042 (Why is no real title available?) | 1992-06-28 | Paper |
On a periodic neutral logistic equation
Glasgow Mathematical Journal | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 20991 (Why is no real title available?) | 1992-06-26 | Paper |
