Anufriev, Mikhail: search on Z-Library

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1

Fee structure and mutual fund choice: An experiment

Anufriev, Mikhail, Bao, Te, Sutan, Angela, Tuinstra, Jan

Journal:

Journal of Economic Behavior & Organization

Year:

2019

Language:

english

File:

PDF, 1.28 MB

english, 2019

2

Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions

Anufriev, Mikhail, Panchenko, Valentyn

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.11 MB

english, 2015

3

Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments

Mikhail Anufriev and Cars Hommes

Journal:

American Economic Journal Microeconomics

Year:

2012

Language:

english

File:

PDF, 4.39 MB

english, 2012

4

SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - Speculative equilibria and asymptotic dominance in a market with adaptive CRRA traders (Invited Paper)

Abbott, Derek, Anufriev, Mikhail, Bottazzi, Giulio, Bouchaud, Jean-Philippe, Gabaix, Xavier, Pancotto, Francesca, McCauley, Joseph L.

Year:

2005

Language:

english

File:

PDF, 249 KB

english, 2005

5

Some reflections on past and future of nonlinear dynamics in economics and finance

Anufriev, Mikhail, Radi, Davide, Tramontana, Fabio

Journal:

Decisions in Economics and Finance

Year:

2018

Language:

english

File:

PDF, 584 KB

english, 2018

6

Studying the diesel flame structure in superheated water vapor jets by using IR thermography

Kopyev, Evgeniy P., Anufriev, Igor S., Shadrin, Evgeniy Yu., Loboda, Egor L., Agafontsev, Mikhail V., Mukhina, Mariia A.

Journal:

Infrared Physics & Technology

Year:

2019

Language:

english

File:

PDF, 3.30 MB

english, 2019

7

Excess covariance and dynamic instability in a multi-asset model

Mikhail Anufriev, Giulio Bottazzi, Matteo Marsili, Paolo Pin

Journal:

Journal of Economic Dynamics and Control

Year:

2012

Language:

english

File:

PDF, 372 KB

english, 2012

8

Wealth-driven competition in a speculative financial market: examples with maximizing agents

Anufriev, Mikhail

Journal:

Quantitative Finance

Year:

2008

Language:

english

File:

PDF, 361 KB

english, 2008

9

Chaos, border collisions and stylized empirical facts in an asset pricing model with heterogeneous agents

Anufriev, Mikhail, Gardini, Laura, Radi, Davide

Journal:

Nonlinear Dynamics

Year:

2020

File:

PDF, 3.00 MB

2020

10

A laboratory experiment on the heuristic switching model

Anufriev, Mikhail, Chernulich, Aleksei, Tuinstra, Jan

Journal:

Journal of Economic Dynamics and Control

Year:

2018

Language:

english

File:

PDF, 1.91 MB

english, 2018

11

The impact of short-selling constraints on financial market stability in a heterogeneous agents model

Anufriev, Mikhail, Tuinstra, Jan

Journal:

Journal of Economic Dynamics and Control

Year:

2013

Language:

english

File:

PDF, 2.16 MB

english, 2013

12

Innovative Method of Urban Planning Management Based on the Mathematical Modelling of the Network Objects

Anufriev, Dmitriy, Shikulskaya, Olga, Shikulskiy, Mikhail, Naberezhnaya, Alyona, Volkov, A., Pustovgar, A., Adamtsevich, A.

Journal:

MATEC Web of Conferences

Year:

2018

File:

PDF, 482 KB

2018

13

Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments

Anufriev, Mikhail, Hommes, Cars, Makarewicz, Tomasz

Journal:

Journal of the European Economic Association

Year:

2019

Language:

english

File:

PDF, 1.17 MB

english, 2019

14

Efficiency of continuous double auctions under individual evolutionary learning with full or limited information

Anufriev, Mikhail, Arifovic, Jasmina, Ledyard, John, Panchenko, Valentyn

Journal:

Journal of Evolutionary Economics

Year:

2013

Language:

english

File:

PDF, 1.35 MB

english, 2013

15

INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS

Anufriev, Mikhail, Assenza, Tiziana, Hommes, Cars, Massaro, Domenico

Journal:

Macroeconomic Dynamics

Year:

2013

Language:

english

File:

PDF, 537 KB

english, 2013

16

Learning cycles in Bertrand competition with differentiated commodities and competing learning rules

Anufriev, Mikhail, Kopányi, Dávid, Tuinstra, Jan

Journal:

Journal of Economic Dynamics and Control

Year:

2013

Language:

english

File:

PDF, 841 KB

english, 2013

17

Timing under individual evolutionary learning in a continuous double auction

van de Leur, Michiel, Anufriev, Mikhail

Journal:

Journal of Evolutionary Economics

Year:

2017

Language:

english

File:

PDF, 886 KB

english, 2017

18

Introduction to special issue on complexity in economics and finance

Mikhail Anufriev, William A. Branch

Journal:

Journal of Economic Dynamics and Control

Year:

2009

Language:

english

File:

PDF, 99 KB

english, 2009

19

Asset Pricing with Heterogeneous Investment Horizons

Anufriev, Mikhail, Bottazzi, Giulio

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2012

Language:

english

File:

PDF, 591 KB

english, 2012

20

Market equilibria under procedural rationality

Mikhail Anufriev, Giulio Bottazzi

Journal:

Journal of Mathematical Economics

Year:

2010

Language:

english

File:

PDF, 825 KB

english, 2010

21

Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments

Anufriev, Mikhail, Hommes, Cars, Makarewicz, Tomasz

Journal:

Journal of the European Economic Association

Year:

2019

File:

PDF, 1.17 MB

2019

22

Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders

Mikhail Anufriev, Giulio Bottazzi, Francesca Pancotto

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 511 KB

english, 2006

23

Wealth-driven selection in a financial market with heterogeneous agents

Mikhail Anufriev, Pietro Dindo

Journal:

Journal of Economic Behavior & Organization

Year:

2010

Language:

english

File:

PDF, 1.14 MB

english, 2010

24

[IEEE 2016 IEEE 10th International Conference on Application of Information and Communication Technologies (AICT) - Baku, Azerbaijan (2016.10.12-2016.10.14)] 2016 IEEE 10th International Conference on Application of Information and Communication Technologies (AICT) - Management of higher education institution staff activity efficiency on the basis of flexible stimulation system

Anufriev, Dmitriy, Shikulskaya, Olga, Dyusekeyev, Kanagat, Shikulskiy, Mikhail

Year:

2016

Language:

english

File:

PDF, 427 KB

english, 2016

25

Connecting the Dots: Econometric Methods for Uncovering Networks with an Application to the Australian Financial Institutions

Anufriev, Mikhail, Panchenko, Valentyn

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 635 KB

english, 2015

26

Asset prices, traders’ behavior and market design

Mikhail Anufriev, Valentyn Panchenko

Journal:

Journal of Economic Dynamics and Control

Year:

2009

Language:

english

File:

PDF, 773 KB

english, 2009

27

Macroeconomics at the Service of Public Policy, by Thomas J. Sargent and Jouko Vilmunen (eds) (Oxford University Press, Oxford, 2013), pp. xiv + 226.

Anufriev, Mikhail

Journal:

Economic Record

Year:

2015

Language:

english

File:

PDF, 51 KB

english, 2015

28

A Simple Experiment on Fee Structure and Mutual Fund Choice

Anufriev, Mikhail, Bao, Te, Sutan, Angela, Tuinstra, Jan

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 977 KB

english, 2012

29

Integrated modeling of extended agro-food supply chains: A systems approach

Taghikhah, Firouzeh, Voinov, Alexey, Shukla, Nagesh, Filatova, Tatiana, Anufriev, Mikhail

Journal:

European Journal of Operational Research

Year:

2020

File:

PDF, 1.74 MB

2020

30

Evolution of market heuristics

Anufriev, Mikhail, Hommes, Cars

Journal:

The Knowledge Engineering Review

Year:

2012

Language:

english

File:

PDF, 363 KB

english, 2012

31

Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments

Anufriev, Mikhail, Hommes, Cars

Journal:

American Economic Journal Microeconomics

Year:

2012

Language:

english

File:

PDF, 1.31 MB

english, 2012

32

Burning of substandard liquid hydrocarbons with steam gasification

Anufriev, Igor, Arsentyev, Sergey, Vigriyanov, Mikhail, Kopyev, Evgeny, Sharypov, Oleg, Alekseenko, S.V.

Journal:

MATEC Web of Conferences

Year:

2017

Language:

english

File:

PDF, 753 KB

english, 2017

33

Oligopoly Game: Price Makers Meet Price Takers

Anufriev, Mikhail, Kopányi, Dávid

Journal:

Journal of Economic Dynamics and Control

Year:

2018

Language:

english

File:

PDF, 1.68 MB

english, 2018

34

Evolutionary selection of expectations in positive and negative feedback markets

Anufriev, Mikhail, Hommes, Cars H., Philipse, Raoul H. S.

Journal:

Journal of Evolutionary Economics

Year:

2013

Language:

english

File:

PDF, 467 KB

english, 2013

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