Session I: Financial markets
Yuji Karino and Toshiji
Kawagoe
Bubble and Crash in the
Artificial Financial Market
Olivier Brandouy,
Philippe Mathieu and Iryna Veryzhenko
Computation of the Ex-Post
Optimal Strategy for the Trading of a
Single Financial Asset
José Antonio Pascual and
Javier Pajares
A Generative Approach on the
Relationship between Trading Volume, Prices,
Returns and Volatility of Financial Assets
Elena Catanese, Andrea
Consiglio, Valerio Lacagnina and
Annalisa Russino
Asset Return Dynamics under
Alternative Learning Schemes
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