Classes
Publications
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility2015 | Faculty of Social Sciences
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatilityPublication without faculty affiliation
- Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities2023 | Faculty of Mathematics and Physics
- Moment set selection for the SMM using simple machine learning2023 | Faculty of Mathematics and Physics
- Estimation of heuristic switching in behavioral macroeconomic models2023 | Publication without faculty affiliation
- Fundamental and speculative components of the cryptocurrency pricing dynamics2023 | Publication without faculty affiliation
- Nash Q-learning agents in Hotelling's model: Reestablishing equilibrium2021 | Faculty of Mathematics and Physics
- Does parameterization affect the complexity of agent-based models?2021 | Publication without faculty affiliation
- Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality2020 | Publication without faculty affiliation
- Simulated maximum likelihood estimation of agent-based models in economics and finance2019 | Publication without faculty affiliation
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