Manfred Gilli : Citation Profile

Are you Manfred Gilli?

Université de Genève

13

H index

17

i10 index

648

Citations

RESEARCH PRODUCTION:

24

Articles

35

Papers

1

Books

RESEARCH ACTIVITY:

   39 years (1978 - 2017). See details.
   Cites by year: 16
   Journals where Manfred Gilli has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 15 (2.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi21
   Updated: 2022-05-14    RAS profile: 2019-01-05    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Manfred Gilli.

Is cited by:

Roventini, Andrea (33)

Grazzini, Jakob (27)

Winker, Peter (26)

Richiardi, Matteo (19)

Hommes, Cars (17)

Fagiolo, Giorgio (15)

Westerhoff, Frank (15)

Gallegati, Mauro (13)

Lamperti, Francesco (12)

Lyra, Marianna (11)

Savin, Ivan (11)

Cites to:

Winker, Peter (20)

Kontoghiorghes, Erricos (12)

Pauletto, Giorgio (5)

Schumann, Enrico (5)

Paterlini, Sandra (3)

Taylor, John (3)

Diebold, Francis (3)

Kilian, Lutz (3)

Fair, Ray (3)

Boucekkine, Raouf (3)

Taylor, Mark (3)

Main data

Where Manfred Gilli has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control6
Computational Statistics & Data Analysis3
Computer Science in Economics & Management2
Computational Economics2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute9
Working Papers / COMISEF8
FAME Research Paper Series / International Center for Financial Asset Management and Engineering3
Computing in Economics and Finance 2002 / Society for Computational Economics3
Computing in Economics and Finance 2001 / Society for Computational Economics2
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Manfred Gilli (2021 and 2020)

YearTitle of citing document
2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:448.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450.

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2020Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility. (2020). Abdelmalek, Wafa ; ben Hamida, Sana ; Abid, Fathi. In: Papers. RePEc:arx:papers:2007.07207.

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2021AI in FinTech: A Research Agenda. (2020). Cao, Longbing. In: Papers. RePEc:arx:papers:2007.12681.

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2021Hybrid quantum-classical optimization for financial index tracking. (2020). Jos, Juan ; Porras, Diego ; Fern, Samuel. In: Papers. RePEc:arx:papers:2008.12050.

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2022Unbiased estimation and backtesting of risk in the context of heavy tails. (2020). Schmidt, Thorsten ; Pitera, Marcin. In: Papers. RePEc:arx:papers:2010.09937.

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2020Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis. (2020). Georgantas, A. In: Papers. RePEc:arx:papers:2010.13397.

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2021Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2021SWIFT calibration of the Heston model. (2021). Ortiz-Gracia, Luis ; Romo, Eudald. In: Papers. RePEc:arx:papers:2103.01570.

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2021Modelling uncertainty in financial tail risk: a forecasting combination and weighted quantile approach. (2021). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2104.04918.

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2021Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863.

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2021How to handle negative interest rates in a CIR framework. (2021). Kamm, Kevin ; di Francesco, Marco. In: Papers. RePEc:arx:papers:2106.03716.

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2021AI in Finance: Challenges, Techniques and Opportunities. (2021). Cao, Longbing. In: Papers. RePEc:arx:papers:2107.09051.

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2021Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm. (2021). Zhang, Amber ; Pintar, Andrej ; Lakhany, Asif. In: Papers. RePEc:arx:papers:2108.01760.

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2021$\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs. (2021). Kebiri, Omar ; Remita, Mohamed Riad ; Hartmann, Carsten ; Mezdoud, Zaineb. In: Papers. RePEc:arx:papers:2108.06965.

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2021Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806.

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2021Hurricane Bond Price Dependency on Underlying Hurricane Parameters. (2021). Yalan, Feng ; Carolyn, Chang. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:15:y:2021:i:1:p:21:n:5.

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2021An improved product type oscillation test for partial difference equations. (2021). Ozsava, Bura ; Karpuz, Baak. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:391:y:2021:i:c:s009630032030583x.

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2021Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution. (2021). Soleymani, Fazlollah ; Ahmed, Dilan ; Hasan, Hataw ; Ullah, Malik Zaka. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:402:y:2021:i:c:s0096300321001776.

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2020Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927.

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2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

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2020A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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2021Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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2022Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

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2021Model calibration and validation via confidence sets. (2021). Centorrino, Samuele ; Secchi, Davide ; Martinoli, Mario ; Seri, Raffaello. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:62-86.

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2022Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95.

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2021Development of a framework for the assessment of the market penetration of novel in situ bitumen extraction technologies. (2021). Kumar, Amit ; Ahiduzzaman, MD ; Gemechu, Eskinder ; Radpour, Saeidreza . In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220327730.

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2022Energy crisis in Brazil: Impact of hydropower reservoir level on the river flow. (2022). Ramos, Dorel Soares ; Colombo, Jose Sidnei ; Vasconcelos, Marcos Aurelio ; Brando, Roberto ; de Castro, Nivalde Jose ; Ribeiro, Andre Luis ; Schneider, Paulo Smith ; Caputo, Fernanda Munari ; Ten, Carla Schwengber ; Nascimento, Andreas ; Senne, Rodrigo ; Hunt, Julian David. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021757.

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2020Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures. (2020). Wang, Chao ; Gerlach, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:489-506.

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2020Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework. (2020). Reissl, Severin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:109-142.

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2020Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models. (2020). Grazzini, Jakob ; Delli Gatti, Domenico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:875-902.

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2021Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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2021Path integral Monte Carlo method for option pricing. (2021). Vvedensky, Dimitri D ; Gherardini, Tancredi Schettini ; Panella, Emanuele ; Capuozzo, Pietro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121005045.

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2020Representing external hazard initiating events using a Bayesian approach and a generalized extreme value model. (2020). Smith, Curtis L. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019302790.

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2022Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604.

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2021An equivalent mathematical program for games with random constraints. (2021). Arora, Monika ; Lisser, Abdel ; Singh, Vikas Vikram. In: Statistics & Probability Letters. RePEc:eee:stapro:v:174:y:2021:i:c:s0167715221000547.

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2022Tail risk and systemic risk of finance and technology (FinTech) firms. (2022). Benjasak, Chonlakan ; Duc, Toan Luu ; Ahmed, Rizwan ; Chaudhry, Sajid M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006247.

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2021The Optimization of Bayesian Extreme Value: Empirical Evidence for the Agricultural Commodities in the US. (2021). Sriboonchitta, Songsak ; Chaiboonsri, Chukiat ; Singvejsakul, Jittima. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:30-:d:510809.

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2020A Conceptual Framework to Classify and Manage Risk, Uncertainty and Ambiguity: An Application to Energy Policy. (2020). Romerio, Franco ; Gaudard, Ludovic. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1422-:d:334037.

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2020Stochastic Optimization System for Bank Reverse Stress Testing. (2020). Ronga, Alessandro ; Fazzini, Massimiliano ; Papiro, Giovanni ; Montesi, Giuseppe. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:174-:d:395561.

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2022.

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2020.

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2021.

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2021Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach. (2021). Roventini, Andrea ; Reissl, Severin ; Napoletano, Mauro ; Guerini, Mattia ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Lamperti, Francesco ; Caiani, Alessandro ; Ghezzi, Leonardo. In: GREDEG Working Papers. RePEc:gre:wpaper:2021-15.

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2020Omega and Sharpe ratio. (2020). Guez, Beatrice ; Benhamou, Eric ; Paris, Nicolas. In: Working Papers. RePEc:hal:wpaper:hal-02886481.

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2021Assessing the economic impact of lockdowns in Italy: a computational input-output approach. (2021). Caiani, Alessandro ; Reissl, Severin ; Roventini, Andrea ; Napoletano, Mauro ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco. In: Working Papers. RePEc:hal:wpaper:hal-03373672.

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2020Validation and Calibration of an Agent-Based Model: A Surrogate Approach. (2020). Zhang, Yongchao ; Li, Zhe. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6946370.

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2020Bet against the trend and cash in profits. (2020). Lang, Dany ; Ramos, Raquel Almeida ; Bassi, Federico. In: FMM Working Paper. RePEc:imk:fmmpap:60-2020.

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2020An Evolutionary Approach to Passive Learning in Optimal Control Problems. (2020). Savin, Ivan ; Blueschke, Dmitri ; Blueschke-Nikolaeva, V. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:3:d:10.1007_s10614-019-09961-4.

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2021Parallel Extended Path Method for Solving Perfect Foresight Models. (2021). Weitzel, Matthias ; Melnikov, N B ; Oneill, B C ; Dalton, M G ; Gruzdev, A P. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10044-y.

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2022A Regression-Based Calibration Method for Agent-Based Models. (2022). Desiderio, Saul ; Chen, Siyan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10106-9.

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2022A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. (2022). Schurle, Michael ; Paraschiv, Florentina ; Wahlstrom, Ranik Raaen. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10113-w.

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2020Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6.

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2022Robust Extreme Quantile Estimation for Pareto-Type tails through an Exponential Regression Model. (2022). Ghosh, Abhik ; de Wet, Tertius ; deWet, Tertius ; Minkah, Richard. In: AfricArxiv. RePEc:osf:africa:hf7vk.

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2021Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies. (2021). Bonga-Bonga, Lumengo ; Muteba, John Weirstrass ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:106248.

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2020The Efficiency of GARCH Models in Realizing Value at Risk Estimates. (2020). Jeoabek, Toma. In: ACTA VSFS. RePEc:prf:journl:v:14:y:2020:i:1:p:32-50.

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2020Term premium and rate expectation estimates from the South African yield curve. (2020). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9998.

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2020.

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2022Action for Action: Mad COVID-19, Falling Markets and Rising Volatility of SAARC Region. (2022). Saleem, Asima. In: Annals of Data Science. RePEc:spr:aodasc:v:9:y:2022:i:1:d:10.1007_s40745-021-00349-6.

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2020Hydropower impact on the river flow of a humid regional climate. (2020). Falchetta, Giacomo ; Hunt, Julian David ; Castro, Nivalde Jose ; Franco, Paulo Sergio ; Amarante, Andre Luiz ; Brasil, Natalia Assis ; Schneider, Paulo Smith ; Nascimento, Andreas ; Zakeri, Behnam. In: Climatic Change. RePEc:spr:climat:v:163:y:2020:i:1:d:10.1007_s10584-020-02828-w.

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2021Numerical estimates of risk factors contingent on credit ratings. (2021). Kaniovski, Y ; Gartner, T. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:4:d:10.1007_s10287-021-00405-9.

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2021Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate. (2021). Najafi, Ali Reza ; Salahi, Maziar ; Khodamoradi, Tahereh. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00293-9.

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2021Portfolio optimization under solvency II: a multi-objective approach incorporating market views and real-world constraints. (2021). di Francesco, Marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00320-3.

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2021Herding and capitalization size in the Chinese stock market: a micro-foundation evidence. (2021). Ru, Jing ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01816-z.

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2020Discovering optimal weights in weighted-scoring stock-picking models: a mixture design approach. (2020). Liu, Yi-Cheng ; Yeh, I-Cheng ; I-Cheng Yeh, . In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00209-x.

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2021Internalizing the externalities of overfunding: an agent-based model approach for analyzing the market dynamics on crowdfunding platforms. (2021). Kohlhase, Moritz ; Lausen, Jens ; Koch, Jascha-Alexander. In: Journal of Business Economics. RePEc:spr:jbecon:v:91:y:2021:i:9:d:10.1007_s11573-021-01045-w.

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2020An agent-based early warning indicator for financial market instability. (2020). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00272-3.

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2021Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model. (2021). Reissl, Severin. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00683-7.

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2020Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2020). Lamperti, Francesco ; Giachini, Daniele ; Vandin, Andrea ; Chiaromonte, Francesca. In: LEM Papers Series. RePEc:ssa:lemwps:2020/31.

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2021Assessing the economic effects of lockdowns in Italy: a dynamic Input-Output approach. (2021). Napoletano, Mauro ; Reissl, Severin ; Roventini, Andrea ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco ; Caiani, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2021/03.

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2020Loss aversion in an agent-based asset pricing model. (2020). Jennings, Nicholas R ; Polukarov, Maria ; Pruna, Radu T. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:2:p:275-290.

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2021Assessing the Role of Ordering in Sequential English Auctions – Evidence from the Online Western Video Market Auction. (2021). Shonkwiler, Scott J ; Li, Yunhan. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:1:p:90-105.

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2021Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ?CoVaR risk metric?based copula approach. (2021). Yoon, Seongmin ; Mensi, Walid ; Hussain, Syed Jawad ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

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2021Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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2020A review of agent?based modeling of climate?energy policy. (2020). van den Bergh, Jeroen ; Savin, Ivan ; Exadaktylos, Filippos ; Konc, Theo ; Klein, Franziska ; Foramitti, Joel ; Drews, Stefan ; Castro, Juana. In: Wiley Interdisciplinary Reviews: Climate Change. RePEc:wly:wirecc:v:11:y:2020:i:4:n:e647.

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Works by Manfred Gilli:

YearTitleTypeCited
2006A Data-Driven Optimization Heuristic for Downside Risk Minimization In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper28
2006A Data-Driven Optimization Heuristic for Downside Risk Minimization.(2006) In: Computing in Economics and Finance 2006.
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This paper has another version. Agregated cites: 28		paper
2006Using Economic and Financial Information for Stock Selection In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2008Using economic and financial information for stock selection.(2008) In: Computational Management Science.
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This paper has another version. Agregated cites: 4		article
2007An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper80
2006An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 80		paper
2007An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		article
2008A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper17
2008Review of Heuristic Optimization Methods in Econometrics.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 17		paper
2008Distributed Optimisation of a Portfolios Omega In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper6
2008Constructing Long/Short Portfolios with the Omega ratio In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper11
2009An Empirical Analysis of Alternative Portfolio Selection Criteria In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2010Replicating Hedge Fund Indices with Optimization Heuristics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2017Risk-Reward Ratio Optimisation (Revisited) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2009Heuristic Optimisation in Financial Modelling In: Working Papers.
[Full Text][Citation analysis]		paper22
2012Heuristic optimisation in financial modelling.(2012) In: Annals of Operations Research.
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2009Implementing Binomial Trees In: Working Papers.
[Full Text][Citation analysis]		paper1
2009Optimal enough? In: Working Papers.
[Full Text][Citation analysis]		paper9
2009Robust regression with optimisation heuristics In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Calibrating Option Pricing Models with Heuristics In: Working Papers.
[Full Text][Citation analysis]		paper11
2010Calibrating the Nelson–Siegel–Svensson model In: Working Papers.
[Full Text][Citation analysis]		paper20
2010A note on ‘good starting values’ in numerical optimisation In: Working Papers.
[Full Text][Citation analysis]		paper2
1978A Program for Causal and Qualitative Analysis of Economic. In: Econometrica.
[Full Text][Citation analysis]		article1
2003A global optimization heuristic for estimating agent based models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article155
2004Applications of optimization heuristics to estimation and modelling problems In: Computational Statistics & Data Analysis.
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