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Olivier BRANDOUY
Olivier BRANDOUY
Professor of Finance, GREThA, Université Montesquieu Bordeaux 4
Adresse e-mail validée de u-bordeaux.fr
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Année
On the design of agent-based artificial stock markets
O Brandouy, P Mathieu, I Veryzhenko
Agents and Artificial Intelligence: Third International Conference, ICAART …, 2013
302013
A generic architecture for realistic simulations of complex financial dynamics
P Mathieu, O Brandouy
Advances in Practical Applications of Agents and Multiagent Systems: 8th …, 2010
302010
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
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
262015
Artificial economics: agent-based methods in finance, game theory and their applications
P Mathieu, B Beaufils, O Brandouy
Springer Science & Business Media, 2005
232005
Algorithmic complexity of financial motions
O Brandouy, JP Delahaye, L Ma, H Zenil
Research in International Business and Finance 30, 336-347, 2014
182014
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, 223-248, 2012
162012
Testing double auction as a component within a generic market model architecture
J Derveeuw, B Beaufils, P Mathieu, O Brandouy
Artificial Markets Modeling: Methods and Applications, 47-61, 2007
142007
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
142005
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
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 et management 14 (4), 51-70, 2009
132009
Complexité et phénomènes critiques en finance.
O Brandouy
Croyances, représentations collectives et conventions en finance, 147-192., 2005
132005
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
132003
Estimating the algorithmic complexity of stock markets
O Brandouy, JP Delahaye, L Ma
Algorithmic Finance 4 (3-4), 159-178, 2015
92015
Agent’s minimal intelligence calibration for realistic market dynamics
I Veryzhenko, O Brandouy, P Mathieu
Progress in Artificial Economics: Computational and Agent-Based Models, 3-14, 2010
92010
Les marchés financiers artificiels
O Brandouy, P Mathieu, B Beaufils
Revue française de gestion, 161-180, 2006
82006
Insider trading, imitative behaviour and price formulation in a stimulated double-auction stock market
O Brandouy, P Barneto, LA Leger
82000
Efficient monitoring of financial orders with agent-based technologies
P Mathieu, O Brandouy
Advances on Practical Applications of Agents and Multiagent Systems: 9th …, 2011
72011
Key Points for Realistic Agent-based Financial Market Simulations.
I Veryzhenko, P Mathieu, O Brandouy
ICAART (2), 74-83, 2011
72011
Croyances, représentations collectives et conventions en finance.
D Bourghelle, O Brandouy, R Gillet, A Orléan
Recherche en Gestion-Paris, Economica ISBN: 2-7178-5004-X,, 2005
72005
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