Project Publications
| Citation | File |
|---|---|
| Iori, G. (2012, March 23). Modeling interbank lending: the role of banks' heterogeneity and connectivity. In Heterogeneity and networks in financial markets. Aix-en-Provence and Marseille, France: . |  Save attached file |
| Caccioli, F., Bouchaud, J., & Farmer, J. D. (2012, April). Impact-adjusted valuation and the criticality of leverage. Journal of Arxiv. | Save attached file |
| Legéndi, R. O., & Gulyás, L. (2012). Replication of the MacroABM model: replication issues in the context of economic agents. In 17th annual workshop on economic heterogeneous interacting agents WEHIA 2012. . | Save attached file |
| Klimek, P., Hausmann, R., & Thurner, S. (2012). Empirical confirmation of creative destruction from world trade data. Journal of Plos one, 7(6). | Save attached file |
| Lenzu, S., & Tedeschi, G. (2012). Systemic risk on different interbank network topologies. (Preprint submitted to Physica A). | Save attached file |
| Legéndi, R. O., Gulyás, L., & Mansury, Y. (2012, September 3). Model replication in the context of agent-based simulation: lessons learnt from two case studies. In Political attitudes and mentalities (first ed., Vols. 1, pp. 149-163). Bucharest: University of Bucharest-Ars Docendi Press. | Save attached file |
| Bouchaud, J. (2012, September). Crises and collective socio-economic phenomena: cartoon models and challenges. (Submitted to J. Stat. Phys (special issue)). | Save attached file |
| Farmer, D. J., Gallegati, M., Hommes, C., Kirman, A., Ormerod, P., Cincotti, S., Sanchez, A., & Helbing, D. (2012). A complex systems approach to constructing better models for managing financial markets and the economy. Journal of European physical journal: special topics, 214(1), 295-324. | |
| Anufriev, M., Hommes, C., & Philipse, R. (2011). Evolutionary selection of expectations in positive and negative feedback markets. Journal of Evolutionary economics, 1-26. | |
| Cincotti, S., Sornette, D., Treleaven, P. B. S., Caldarelli, G., Hommes, C., & Kirman, A. (2012). An economic and financial exploratory. Journal of European physical journal: special topics, 214(1), 361-400. | |
| Poledna, S., Thurner, S., Farmer, J., & Geanakoplos, J. (2013, January 13). Leverage-induced systemic risk under basle 2 and other credit risk policies. Journal of Arxiv. | Save attached file |
| Thurner, S., & Poledna, S. (2013, January 13). Debtrank-transparency: controlling systemic risk in financial networks. Journal of Arxiv. | Save attached file |
| R.O., L. G. L. M. Y. (2013, January). Model replication in the context of agent-based simulation. lessons learnt from two case studies. Journal of European quarterly of political attitudes and mentalities, 2(1), pp.74-85.. | Save attached file |
Related Publications
| Citation | File |
|---|---|
| Negro, M. D., & Schorfheide, F. (2012, March). DSGE model-based forecasting. Journal of Staff reports. | Save attached file |
| Alessandri, P., & Haldane, A. (2009). Banking on the state. In 12th annual international banking conference. . | Save attached file |
| Gatti, D. D. (2012, April 14). Financial instability after minsky: heterogeneity, agent based models and credit networks. In Paradigms lost: rethinking economics and politics. Organized by INET, Berlin. | Save attached file |
| Bouchaud, J. (2012, April 14). Complex systems: surprises on the way from micro to macro. In Paradigms lost: rethinking economics and politics. Organized by INET, Berlin. | Save attached file |
| Farmer, J. D. (2012, April 14). Complexity economics: are there any problems it does not illuminate?. In Paradigms lost: rethinking economics and politics. Organized by INET, Berlin. | Save attached file |
| Grilli, R., Tedeschi, G., & Gallegati, M. (2012, October 17). Markets connectivity and financial contagion. (Working Paper DISES n. 382* ISSN: 2279-9575). | Save attached file |