The following pages link to Thomas C. H. Lux (Q2048828):
Displaying 37 items.
- (Q310976) (redirect page) (← links)
- Estimation of an agent-based model of investor sentiment formation in financial markets (Q310977) (← links)
- Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Genetic learning as an explanation of stylized facts of foreign exchange markets (Q556409) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- Empirical validation of stochastic models of interacting agents (Q978855) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- A note on the stability of endogenous cycles in Diamond's model of search and barter (Q1205521) (← links)
- Time variation of second moments from a noise trader/infection model (Q1390898) (← links)
- Emergence of a core-periphery structure in a simple dynamic model of the interbank market (Q1624023) (← links)
- A model of the topology of the bank -- firm credit network and its role as channel of contagion (Q1656782) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Interpolation of sparse high-dimensional data (Q2048831) (← links)
- Masanao Aoki's solution to the finite size effect of behavioral finance models (Q2056448) (← links)
- The core of the global corporate network (Q2129398) (← links)
- Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes (Q2438069) (← links)
- Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719) (← links)
- Least-squares solutions to polynomial systems of equations with quantum annealing (Q2677531) (← links)
- SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS (Q3018437) (← links)
- (Q3400733) (← links)
- MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957) (← links)
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (Q4528083) (← links)
- Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information (Q4555062) (← links)
- Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (Q4687528) (← links)
- Peer effects in professional analysts’ choice of their portfolio of companies (Q5051986) (← links)
- Algorithm 1012 (Q5066585) (← links)
- Multilayer overlaps and correlations in the bank-firm credit network of Spain (Q5120727) (← links)
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS (Q5325988) (← links)
- Relative forecasting performance of volatility models: Monte Carlo evidence (Q5397468) (← links)
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973) (← links)
- Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems (Q5882954) (← links)
- Estimation of regime-switching diffusions via Fourier transforms (Q6547753) (← links)
- Approximate Bayesian inference for agent-based models in economics: a case study (Q6553215) (← links)
- Algorithm 1031: MQSI -- monotone quintic spline interpolation (Q6599998) (← links)
- Remark on Algorithm 1012: computing projections with large datasets (Q6604165) (← links)
