Portfolio performance gauging in discrete time using a Luenberger productivity indicator O Brandouy, W Briec, K Kerstens, I Van de Woestyne Journal of Banking & Finance 34 (8), 1899-1910, 2010 | 31 | 2010 |
A generic architecture for realistic simulations of complex financial dynamics P Mathieu, O Brandouy Advances in Practical Applications of Agents and Multiagent Systems: 8th …, 2010 | 31 | 2010 |
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis O Brandouy, K Kerstens, I Van de Woestyne European Journal of Operational Research 242 (1), 332-342, 2015 | 30 | 2015 |
On the design of agent-based artificial stock markets O Brandouy, P Mathieu, I Veryzhenko International Conference on Agents and Artificial Intelligence, 350-364, 2011 | 30 | 2011 |
Artificial economics: agent-based methods in finance, game theory and their applications P Mathieu, B Beaufils, O Brandouy Springer Science & Business Media, 2005 | 23 | 2005 |
Algorithmic complexity of financial motions O Brandouy, JP Delahaye, L Ma, H Zenil Research in International Business and Finance 30, 336-347, 2014 | 18 | 2014 |
A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts O Brandouy, A Corelli, I Veryzhenko, R Waldeck Journal of Economic Interaction and Coordination 7, 223-248, 2012 | 16 | 2012 |
Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence O Brandouy Physica A: Statistical Mechanics and its Applications 349 (1-2), 302-328, 2005 | 15 | 2005 |
Testing double auction as a component within a generic market model architecture J Derveeuw, B Beaufils, P Mathieu, O Brandouy Artificial Markets Modeling: Methods and Applications, 47-61, 2007 | 14 | 2007 |
Dugdale, julie 25 esparcia, sergio 35 fernández-caballero, antonio 91 fuentes, lidia 279 R Fuentes-Fernández, S Astorga, M Aulinas, I Ayala, M Bergeret, ... Advances in Practical Applications of Agents and Multiagent Systems: 8th …, 2010 | 13 | 2010 |
Simuler pour comprendre: un éclairage sur les dynamiques de marchés financiers à l’aide des systèmes multi-agents B Beaufils, O Brandouy, L Ma, P Mathieu Systemes d’Information et management 14 (4), 51-70, 2009 | 13 | 2009 |
Complexité et phénomènes critiques en finance. O Brandouy Croyances, représentations collectives et conventions en finance, 147-192., 2005 | 13 | 2005 |
Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market O Brandouy, P Barneto, LA Leger The European Journal of Finance 9 (5), 393-419, 2003 | 13 | 2003 |
Estimating the algorithmic complexity of stock markets O Brandouy, JP Delahaye, L Ma Algorithmic Finance 4 (3-4), 159-178, 2015 | 10 | 2015 |
Agent’s minimal intelligence calibration for realistic market dynamics I Veryzhenko, O Brandouy, P Mathieu Progress in Artificial Economics: Computational and Agent-Based Models, 3-14, 2010 | 9 | 2010 |
Les marchés financiers artificiels O Brandouy, P Mathieu, B Beaufils Revue française de gestion, 161-180, 2006 | 8 | 2006 |
Efficient monitoring of financial orders with agent-based technologies P Mathieu, O Brandouy Advances on Practical Applications of Agents and Multiagent Systems: 9th …, 2011 | 7 | 2011 |
Key Points for Realistic Agent-based Financial Market Simulations. I Veryzhenko, P Mathieu, O Brandouy ICAART (2), 74-83, 2011 | 7 | 2011 |
Croyances, représentations collectives et conventions en finance. D Bourghelle, O Brandouy, R Gillet, A Orléan Recherche en Gestion-Paris, Economica ISBN: 2-7178-5004-X,, 2005 | 7 | 2005 |
Laboratory incentive structure and control-test design in an experimental asset market O Brandouy Journal of Economic Psychology 22 (1), 1-26, 2001 | 7 | 2001 |