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1

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

William Brock, Josef Lakonishok and Blake LeBaron

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 4.37 MB

english, 1992

2

Artificial economic life: a simple model of a stockmarket

R.G. Palmer, W. Brian Arthur, John H. Holland, Blake LeBaron, Paul Tayler

Journal:

Physica D: Nonlinear Phenomena

Year:

1994

Language:

english

File:

PDF, 1.02 MB

english, 1994

3

Asset Pricing Under Endogenous Expectations in an Artificial Stock Market

Arthur, W. Brian, Holland, John H., LeBaron, Blake D., Palmer, Richard G., Tayler, Paul

Journal:

SSRN Electronic Journal

Year:

1997

Language:

english

File:

PDF, 166 KB

english, 1997

4

Time series properties of an artificial stock market

Blake LeBaron, W.Brian Arthur, Richard Palmer

Journal:

Journal of Economic Dynamics and Control

Year:

1999

Language:

english

File:

PDF, 317 KB

english, 1999

5

Forecasting Realized Volatility With Kernel Ridge Regression

LeBaron, Blake D.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 175 KB

english, 2018

6

An artificial stock market

R. G. Palmer, W. Brian Arthur, John H. Holland, Blake LeBaron

Journal:

Artificial Life and Robotics

Year:

1999

Language:

english

File:

PDF, 467 KB

english, 1999

7

Exchange rate theory: Chaotic models of foreign exchange markets: Paul DeGrauwe, Hans Dewachter, and Mark Embrechts, (Blackwells, Cambridge, 1993) pp. ix + 297, $37.50

Journal:

Journal of International Economics

Year:

1995

Language:

english

File:

PDF, 213 KB

english, 1995

8

Agent-based computational finance: Suggested readings and early research

Journal:

Journal of Economic Dynamics and Control

Year:

2000

Language:

english

File:

PDF, 163 KB

english, 2000

9

Some Relations Between Volatility and Serial Correlations in Stock Market Returns

Journal:

The Journal of Business

Year:

1992

Language:

english

File:

PDF, 2.02 MB

english, 1992

10

Papers and Proceedings of the One Hundred Twentieth Annual Meeting of the American Economic Association || Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents

Blake LeBaron and Leigh Tesfatsion

Journal:

American Economic Review

Year:

2008

Language:

english

File:

PDF, 667 KB

english, 2008

11

Technical trading rule profitability and foreign exchange intervention

Journal:

Journal of International Economics

Year:

1999

Language:

english

File:

PDF, 363 KB

english, 1999

12

[Handbook of Computational Economics] Volume 2 || Chapter 24 Agent-based Computational Finance

Year:

2006

Language:

english

File:

PDF, 335 KB

english, 2006

13

Chaos and Forecasting || Chaos and Nonlinear Forecastability in Economics and Finance

Journal:

Philosophical Transactions of the Royal Society Physical and Engineering Sciences (1990-1995)

Year:

1994

Language:

english

File:

PDF, 219 KB

english, 1994

14

Microconsistency in Simple Empirical Agent-Based Financial Models

Journal:

Computational Economics

Year:

2019

Language:

english

File:

PDF, 731 KB

english, 2019

15

Alma Lilia Garcia Almanza, and Edward Tsang: Evolutionary applications for financial prediction: classification methods to gather patterns using genetic programming

Journal:

Genetic Programming and Evolvable Machines

Year:

2012

Language:

english

File:

PDF, 89 KB

english, 2012

16

Wealth dynamics and a bias toward momentum trading

Journal:

Finance Research Letters

Year:

2012

Language:

english

File:

PDF, 305 KB

english, 2012

17

Advanced Trading Rules || Technical trading rules and regime shifts in foreign exchange

Year:

2002

Language:

english

File:

PDF, 281 KB

english, 2002

18

Nonlinear Dynamics and Stock Returns

José A. Scheinkman and Blake LeBaron

Journal:

The Journal of Business

Year:

1989

Language:

english

File:

PDF, 1.85 MB

english, 1989

19

A Dynamic Structural Model for Stock Return Volatility and Trading Volume

William A. Brock and Blake D. LeBaron

Journal:

Review of Economics and Statistics

Year:

1996

Language:

english

File:

PDF, 3.65 MB

english, 1996

20

Papers and Proceedings of the One Hundred Twelfth Annual Meeting of the American Economic Association || Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options

Blake LeBaron and Rachel McCulloch

Journal:

American Economic Review

Year:

2000

Language:

english

File:

PDF, 400 KB

english, 2000

21

EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET

Journal:

Macroeconomic Dynamics

Year:

2001

Language:

english

File:

PDF, 316 KB

english, 2001

22

Active and Passive Learning in Agent-based Financial Markets

Journal:

Eastern Economic Journal

Year:

2011

Language:

english

File:

PDF, 143 KB

english, 2011

23

Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options

LeBaron, Blake, McCulloch, Rachel

Journal:

American Economic Review

Year:

2000

Language:

english

File:

PDF, 48 KB

english, 2000

24

Financial price dynamics and agent-based models as inspired by Benoit Mandelbrot

Journal:

The European Physical Journal Special Topics

Year:

2016

Language:

english

File:

PDF, 166 KB

english, 2016

25

Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice

LeBaron, Blake, Winker, Peter

Journal:

Jahrbücher für Nationalökonomie und Statistik

Year:

2008

Language:

english

File:

PDF, 153 KB

english, 2008

26

The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 2008

Jason M Barr,Troy Tassier,Leanne J Ussher,Blake LeBaron…

Journal:

Eastern Economic Journal

Year:

2008

Language:

english

File:

PDF, 161 KB

english, 2008

27

A Long History of Realized Volatility

LeBaron, Blake D.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 4.59 MB

english, 2018

28

Microconsistency in Simple Empirical Agent-Based Financial Models

LeBaron, Blake D.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 284 KB

english, 2018

29

Heterogeneous Agents and Long Horizon Features of Asset Prices

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 646 KB

english, 2013

30

A Bootstrap Evaluation of the Effect of Data Splitting on Financial Time Series

LeBaron, Blake D., Weigend, Andreas

Journal:

SSRN Electronic Journal

Year:

1997

Language:

english

File:

PDF, 466 KB

english, 1997

31

Long-memory in an order-driven market

Blake LeBaron, Ryuichi Yamamoto

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2007

Language:

english

File:

PDF, 131 KB

english, 2007

32

Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, £22.95, €36.18, Hardback, ISBN 0-521-770416-0, $90, £60, €89.03.

Journal:

International Journal of Forecasting

Year:

2003

Language:

english

File:

PDF, 26 KB

english, 2003

33

Heterogeneous gain learning and the dynamics of asset prices

Journal:

Journal of Economic Behavior & Organization

Year:

2012

Language:

english

File:

PDF, 1.62 MB

english, 2012

34

A Personal Overview of Non-Linear Time Series Analysis from a Chaos Perspective [with Discussion and Rejoinder]

Howell Tong, K. S. Chan, D. R. Cox, Colleen D. Cutler, D. Guégan , Jens Ledet Jensen, Søren Johansen, A. J. Lawrance, Blake Lebaron, T. Ozaki, Douglas W. Nychka, Stephen Ellner, Barbara A. Bailey, A.

Journal:

Scandinavian Journal of Statistics

Year:

1995

Language:

english

File:

PDF, 5.92 MB

english, 1995

35

Complex Adaptive Systems: An Introduction to Computational Models of Social Lifeby John H. Miller; Scott E. Page

Review by: Blake LeBaron

Journal:

Journal of Economic Literature

Year:

2008

Language:

english

File:

PDF, 491 KB

english, 2008

36

A Fast Algorithm for the BDS Statistic

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

1997

Language:

english

File:

PDF, 265 KB

english, 1997

37

The Impact of Imitation on Long Memory in an Order-Driven Market

LeBaron, Blake, Yamamoto, Ryuichi

Journal:

Eastern Economic Journal

Year:

2008

Language:

english

File:

PDF, 148 KB

english, 2008

38

The Impact of Imitation on Long Memory in an Order-Driven Market

Blake LeBaron and Ryuichi Yamamoto

Journal:

Eastern Economic Journal

Year:

2008

Language:

english

File:

PDF, 1.13 MB

english, 2008

39

Confusion and misinformation on financial chaos

Journal:

Year:

1995

Language:

english

File:

PDF, 340 KB

english, 1995

40

The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 2008

Jason M. Barr, Troy Tassier, Leanne J. Ussher, Blake LeBaron, Shu-Heng Chen and Shyam Sunder

Journal:

Eastern Economic Journal

Year:

2008

Language:

english

File:

PDF, 1.79 MB

english, 2008

41

Evolution and Time Horizons in an Agent Based Stock Market

LeBaron, Blake D.

Journal:

SSRN Electronic Journal

Year:

2000

File:

PDF, 629 KB

2000

42

Extreme Value Theory and Fat Tails in Equity Markets

LeBaron, Blake D., Samanta, Ritirupa

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 945 KB

english, 2005

43

Foreign-Exchange Trading Volume and Federal Reserve Intervention

Alain Chaboud, Blake LeBaron

Journal:

Journal of Futures Markets

Year:

2001

Language:

english

File:

PDF, 95 KB

english, 2001

44

[untitled]

Review by: Blake LeBaron

Journal:

Journal of Economic Literature

Year:

1995

Language:

english

File:

PDF, 103 KB

english, 1995

45

Technical Trading Rule Profitability and Foreign Exchange Intervention

LeBaron, Blake D.

Journal:

SSRN Electronic Journal

Year:

1995

Language:

english

File:

PDF, 292 KB

english, 1995

46

Agent Based Models for Economic Policy Advice (Sonderausgabe von Heft 2+3/Bd. 228 Jahrbücher für Nationalökonomie und Statistik) || Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?

LeBaron, Blake, Winker, Peter

Year:

2008

File:

PDF, 2.71 MB

2008

47

Agent Based Models for Economic Policy Advice (Sonderausgabe von Heft 2+3/Bd. 228 Jahrbücher für Nationalökonomie und Statistik) || Backmatter

LeBaron, Blake, Winker, Peter

Year:

2008

File:

PDF, 243 KB

2008

48

Agent Based Models for Economic Policy Advice (Sonderausgabe von Heft 2+3/Bd. 228 JahrbÃ¼cher fÃ¼r NationalÃ¶konomie und Statistik) || Multi-Agent Transport Simulations and Economic Evaluation

LeBaron, Blake, Winker, Peter

Year:

2008

File:

PDF, 2.38 MB

2008

49

Agent Based Models for Economic Policy Advice (Sonderausgabe von Heft 2+3/Bd. 228 JahrbÃ¼cher fÃ¼r NationalÃ¶konomie und Statistik) || Skills, Innovation, and Growth: An Agent-Based Policy Analysis

LeBaron, Blake, Winker, Peter

Year:

2008

File:

PDF, 1.94 MB

2008

50

Agent Based Models for Economic Policy Advice (Sonderausgabe von Heft 2+3/Bd. 228 JahrbÃ¼cher fÃ¼r NationalÃ¶konomie und Statistik) || Monetary and Fiscal Policy Analysis With an Agent-Based Macroeconomic Model

LeBaron, Blake, Winker, Peter

Year:

2008

File:

PDF, 2.29 MB

2008

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