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Olivier BRANDOUY
Olivier BRANDOUY
Professor of Finance, GREThA, Université Montesquieu Bordeaux 4
Verified email at u-bordeaux.fr
Title
Cited by
Cited by
Year
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
282010
A generic architecture for realistic simulations of complex financial dynamics
P Mathieu, O Brandouy
Advances in Practical Applications of Agents and Multiagent Systems, 185-197, 2010
282010
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
252015
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
252011
Artificial economics: agent-based methods in finance, game theory and their applications
P Mathieu, B Beaufils, O Brandouy
Springer Science & Business Media, 2005
222005
Algorithmic complexity of financial motions
O Brandouy, JP Delahaye, L Ma, H Zenil
Research in International Business and Finance 30, 336-347, 2014
182014
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 management 14 (4), 51-70, 2009
152009
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
152005
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
132010
Testing double auction as a component within a generic market model architecture
J Derveeuw, B Beaufils, P Mathieu, O Brandouy
Artificial Markets Modeling, 47-61, 2007
132007
Complexité et phénomènes critiques en finance
O Brandouy
HAL Post-Print, 2005
132005
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 (2), 223-248, 2012
112012
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
112003
Agent’s minimal intelligence calibration for realistic market dynamics
I Veryzhenko, O Brandouy, P Mathieu
Progress in artificial economics, 3-14, 2010
92010
Les marchés financiers artificiels
O Brandouy, P Mathieu, B Beaufils
Revue française de gestion 32 (165), 161, 2006
92006
Estimating the algorithmic complexity of stock markets
O Brandouy, JP Delahaye, L Ma
Algorithmic Finance 4 (3-4), 159-178, 2015
82015
Insider trading, imitative behaviour and price formulation in a stimulated double-auction stock market
O Brandouy, P Barneto, LA Leger
82000
Key Points for Realistic Agent-based Financial Market Simulations.
I Veryzhenko, P Mathieu, O Brandouy
ICAART (2), 74-83, 2011
72011
Efficient monitoring of financial orders with agent-based technologies
P Mathieu, O Brandouy
Advances on Practical Applications of Agents and Multiagent Systems, 277-286, 2011
72011
Optimal Portfolio Diversification? A multi-agent ecological competition analysis
O Brandouy, P Mathieu, I Veryzhenko
Highlights on practical applications of agents and multi-agent systems, 323-331, 2012
62012
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