Publications

This is a selected list of publications from our research group.

30 paper(s) found
Bence Tóth, Bálint Tóth and János Kertész
Modeling the Epps effect of cross-correlations in asset prices
to appear in the Proceedings of SPIE Fluctuations and Noise 2007; (April 2007.)
abstract | pdf
Bence Tóth, János Kertész
The Epps effect revisited
submitted to Quantitative Finance; (April 2007.)
abstract | pdf
Bence Tóth, János Kertész
On the origin of the Epps effect
to appear in Physica A (Proceedings of Econophysics Colloquium 2006); (January 2007.)
abstract | pdf
Bence Tóth, Enrico Scalas, Jürgen Huber and Michael Kirchler
The value of information in a multi-agent market model
Eur. Phys. J. B 55, 115-120 (2007) [link]
abstract | pdf

Volker Nannen and A.E. Eiben (July 2006)
A Search Method for Parameter Selection and Calibration in Evolutionary Processes
Genetic and Evolutionary Computation Conference (GECCO 2006)

Volker Nannen and A.E. Eiben (January 2007)
Relevance Estimation and Value Calibration of Evolutionary Algorithm Parameters
International Joint Conference of Artificial Intellicenge (IJCAI 2007) to appear

Gilles Daniel and Enrico Scalas ( 2006)
Statistical equilibrium in a simulated double auction
Working paper

Anna Deters ( 2006)
Eyeless in Gaza: Mystical Means and Socio-Political Ends
In "Aldous Huxley Annual: A Journal of Twentieth-Century Thought and Beyond" by Bernfried Nugel and Jerome Meckier, Mï¿½nster: LIT Verlag, forthcoming

Yuval Tassa and Tom Erez ( 2006)
Least Squares Solutions of the HJB Equation with Neural-Network Value-Function Approximators
Submitted to IEEE Transactions on Neural Networks

Oren S. Klass, Ofer Biham, Moshe Levy, Ofer Malcai and Sorin Solomon ( 2006)
The Forbes 400 and the Pareto wealth distribution
To appear in Economics Letters

Yoram Louzoun, Lev Muchnick& and Sorin Solomon ( 2006)
Copying nodes vs. Editing links: the source of the difference between genetic networks and the WWW
Bioinformatics, Oxford University Press, 2006

Gilles Daniel and Alessandro Cappellini ( 2006)
Extracting exploitable information from a simulated limit order book
Working paper

Gilles Daniel ( 2006)
Modï¿½lisation, implï¿½mentation et exploration d'un systï¿½me multi-agents - un exemple
In "Introduction ï¿½ la modï¿½lisation et ï¿½ la simulation multi-agents de systï¿½mes complexes pour les Sciences de l'Homme et de la Sociï¿½tï¿½" by F. Amblard and D. Phan D., London, Hermes-science, forthcoming

Alessandro N. Cappellini and Marco Lamieri ( 2006)
Industrial sectors dynamic study through a Multi-Choices and Multi-Layers minority game formalism: an agent based simulation model
Submitted to the Journal of Social Complexity

Tom Erez, Sarit Moldovan and Sorin Solomon ( 2006)
Social Percolation and Negative Word of Mouth
In "Handbook of Research on Nature Inspired Computing for Economy and Management" by Dr. Jean-Philippe Rennard, forthcoming

Diana Mangalagiu and Radel Ben-Av ( 2006)
On the Emergence of Hierarchies as Governance Structures: A Contract Theory Perspective
AKSOE: Physics of socio-economic Systems Conference, Dresden, 27 - 31 March 2006

Marco Lamieri and Diana Mangalagiu ( 2006)
Efficiency and evolution of hierarchical organizations
AKSOE: Physics of socio-economic Systems Conference, Dresden, 27 - 31 March 2006

Diana Mangalagiu, Marco Lamieri and Valï¿½rie Paone ( 2006)
Effects of Corporate Social Responsibility on consumer behaviour: an agent-based model
Third International Meeting "Complex Behavior in Economics: Modeling, Computing and Mastering Complexity ", Aix en Provence, France, 17-21 May 2006

Valï¿½rie Paone and Diana Mangalagiu ( 2006)
Bence Toth and Janos Kertesz (March 2006)
Increasing market efficiency: Evolution of cross-correlations of stock returns
AKSOE: Physics of Socio-Economic Systems, Dresden, 26-31 March 2006

Bence Toth, Enrico Scalas, Jurgen Huber and Michael Kirchler (April 2006)
Agent-based simulation of a double-auction market with heterogeneously informed agents
Proceedings of Potentials of Complexity Science for Business, Governments, and the Media 2006 conference

How non-conformism becomes reference: the case of the Corporate Social Responsibility
CEROS Workshop, January 2006

Tom Erez, Martin Hohnisch and Sorin Solomon (September 2005)
Statistical economics on multi layered variables
In Economics: complex windows, Eds. M. Salzano and A. Kirman, (Springer, 2005), p. 201

L. Muchnik and S. Solomon ( 2005)
Markov Nets and the NatLab platform; Application to Continuous Double Auction
To appear in Proc. Vol. to be published by Springer in its series "New Economic Windows".

Lev Muchnik, Yoram Louzoun, and Sorin Solomon ( 2005)
Agent Based Simulation Design Principles ï¿½ Applications to Stock Market
To appear in "Practical Fruits of Econophysics", proceedings of the "Nikkei Econophysics III", Springer

Gilles Daniel, Lev Muchnik, and Sorin Solomon (September 2005)
Traders imprint themselves by adaptively updating their own avatar
In "Lecture Notes in Economics and Mathematical Systems: Artificial Economics, Agent-Based Methods in Finance, Game Theory and Their Applications" by P. Mathieu, B. Beaufils and O. Brandouy, Springer 564, pp 27-38, ISBN 3-540-28578-4

Jacob Goldenberg, Yuval Shavitt, Eran Shir and Sorin Solomon ( 2005)
Leapfrogs and Honey pots: How dynamic distributed immune systems makes the difference
Working paper

Avishalom Shalit, Tom Erez, Anna Deters, Uri Hershberg, Eran Shir and Sorin Solomon ( 2005)
Postext - a Mind for Society
In "Lecture Notes in Computer Science, Springer-Verlag GmbH ISSN: 0302-9743 Volume 3394 (pp. 24-40) / 2005 Adaptive Agents and Multi-Agent Systems III: Adaptation and Multi-Agent" byDaniel Kudenko, Dimitar Kazakov and Eduardo Alonso ISBN: 3-540-25260-6

Yoram Louzoun, Nadav M. Shnerb and Sorin Solomon ( 2005)
Microscopic noise, adaptation and survival in hostile environments
To appear in Physica A

Martin Hohnisch, Sabine Pittnauer, Sorin Solomon and Dietrich Stauffer ( 2005)
Socioeconomic interaction and swings in business confidence indicators
Physica A,Volume 345, Issues 3-4, Pages 646-656 (2005)

J. Goldenberg, Y. Shavitt, E. Shir and S. Solomon ( 2005)
Distributive immunization of networks against viruses using the 'honey-pot' architecture
Nature (/Physics) 1. 184 - 188 (2005)