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Andreas Krause
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Interbank lending and the spread of bank failures: A network model of systemic risk
A Krause, S Giansante
Journal of Economic Behavior & Organization 83 (3), 583-608, 2012
2152012
Exploring the limitations of value at risk: how good is it in practice?
A Krause
The Journal of Risk Finance 4 (2), 19-28, 2003
822003
Determinants of the method of payment in mergers and acquisitions
A Ismail, A Krause
The Quarterly Review of Economics and Finance 50 (4), 471-484, 2010
762010
An overview of asset pricing models
A Krause
University of Bath: UK, 2001
432001
Dynamic learning, herding and guru effects in networks
SM Markose, A Alentorn, A Krause
University of Essex Department of Economics Discussion Papers, 2004
272004
Coherent risk measurement: an introduction
A Krause
Balance Sheet 10 (4), 13-17, 2002
232002
Risk, capital requirements, and the asset structure of companies
A Krause
Managerial Finance 32 (9), 774-785, 2006
212006
Market structure and information in payment card markets
B Alexandrova-Kabadjova, E Tsang, A Krause
International Journal of Automation and Computing 8 (3), 364-370, 2011
162011
Learning and herding using case-based decisions with local interactions
A Krause
IEEE Transactions on Systems, Man, and Cybernetics-Part A: Systems and …, 2009
152009
Evaluating the performance of adapting trading strategies with different memory lengths
A Krause
International Conference on Intelligent Data Engineering and Automated …, 2009
142009
Evolutionary learning of the optimal pricing strategy in an artificial payment card market
B Alexandrova-Kabadjova, E Tsang, A Krause
Natural Computing in Computational Finance, 233-251, 2008
142008
An agent-based model of interactions in the payment card market
B Alexandrova-Kabadjova, A Krause, E Tsang
International Conference on Intelligent Data Engineering and Automated …, 2007
132007
Fat tails and multi-scaling in a simple model of limit order markets
A Krause
Physica A: Statistical Mechanics and its Applications 368 (1), 183-190, 2006
132006
Herding behavior of financial analysts: A model of self-organized criticality
A Krause
The Complex Dynamics of Economic Interaction: Essays in Economics and …, 2004
132004
Herding behavior of financial analysts: A model of self-organized criticality
A Krause
The Complex Dynamics of Economic Interaction: Essays in Economics and …, 2004
132004
What questions to ask in order to validate an agent-based model
D Challet, A Krause
Report of the 56th European Study Group with Industry, Validation of Agent …, 2006
122006
Herding without following the herd: The dynamics of case-based decisions with local interactions
A Krause
The Complex Networks of Economic Interactions: Essays in Agent-Based …, 2006
82006
The optimal timing of open market stock repurchases
CC Hsu, A Krause
Emerging Markets Finance and Trade 52 (4), 776-785, 2016
72016
Competition is bad for consumers: Analysis of an artificial payment card market
B Alexandrova-Kabadjova, E Tsang, A Krause
Journal of Advanced Computational Intelligence and Intelligent Informatics …, 2011
72011
Determining the optimal market structure using near-zero intelligence traders
X Li, A Krause
Journal of Economic Interaction and Coordination 5 (2), 155-167, 2010
72010
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