Using realistic trading strategies in an agent-based stock market model B Llacay, G Peffer Computational and Mathematical Organization Theory 24, 308-350, 2018 | 23 | 2018 |
Impact of value-at-risk models on market stability B Llacay, G Peffer Journal of Economic Dynamics and Control 82, 223-256, 2017 | 10 | 2017 |
Market Impact Analysis of Financial Literacy among A-Share Market Investors: An Agent-Based Model R Zhou, X Xiong, B Llacay, G Peffer Entropy 25 (12), 1602, 2023 | 6 | 2023 |
Impact of Basel III countercyclical measures on financial stability: an agent-based model B Llacay, G Peffer Journal of Artificial Societies and Social Simulation 22 (1), 2019 | 4 | 2019 |
Realistic agent-based simulation of financial crises: the 1998 turmoil B LLACAY, G PEFFER Computational Intelligence In Business And Economics, 189-196, 2010 | 4 | 2010 |
Higher-order simulations: Strategic investment under model-induced price patterns G Peffer, B Llacay Journal of Artificial Societies and Social Simulation 10 (2), 6, 2007 | 4 | 2007 |
Simulación realista de los mercados financieros con sistemas multi-agentes B Llacay, G Peffer Working Paper, 2008 | 3 | 2008 |
RAMWASS Decision Support System (DSS) for the Risk Assessment of Water-Sediment-Soil Systems—Application of a DSS Prototype to a Test Site in the Lower Part of the Elbe River … B Koppe, B Llacay, G Peffer Proceedings of the European Conference on Flood Risk Management Research …, 2008 | 2 | 2008 |
Categorical surrogation of agent‐based models: A comparative study of machine learning classifiers B Llacay, G Peffer Expert Systems 42 (1), e13342, 2025 | 1 | 2025 |
Foundations for a Framework for Multiagent-Based Simulation of Macrohistorical Episodes in Financial Markets B Llacay, G Peffer Artificial Economics: The Generative Method in Economics, 129-144, 2009 | 1 | 2009 |
Simulación basada en agentes del efecto inestabilizador de las técnicas VaR B Llacay, G Peffer Quaderns de Política Econòmica, 30-49, 2005 | 1 | 2005 |
Categorical surrogation of agent‐based models: A comparative study of machine learning classifiers B Llacay Pintat, G Peffer Expert Systems, 2025, vol. 42, num. 1, 2025 | | 2025 |
Forecasting Brent Oil Volatility: DeepAR KI Köstner, B Llacay, D Alaminos AI in Business and Economics, 203, 2024 | | 2024 |
26ena edició dels Seminaris de Recerca en Finances d'IAFI: Finances en el segle XXI: nous enfocaments i eines D Ceballos Hornero, G Peffer, B Llacay, JA Astorga, JM Perramon Ayza, ... | | 2024 |
Modelo evolutivo del impacto de técnicas VaR en los mercados financieros B Llacay Pintat, G Peffer Revista de Métodos Cuantitativos para la Economía y la Empresa, 2023, num. 36, 2023 | | 2023 |
Modelo evolutivo del impacto de técnicas VaR en los mercados financieros B Llacay, G Peffer Revista de Métodos Cuantitativos para la Economía y la Empresa 36, 1-25, 2023 | | 2023 |
Impact of Basel III Countercyclical Measures on Financial Stability: An Agent-Based Model B Llacay Pintat, G Peffer Jasss-The Journal of Artificial Societies and Social Simulation, 2019, vol …, 2019 | | 2019 |
Impact of short-sales in stock market efficiency B Llacay, G Peffer Algorithmic Finance 8 (1-2), 5-26, 2019 | | 2019 |
Using realistic trading strategies in an agent-based stock market model B Llacay Pintat, G Peffer Computational and Mathematical Organization Theory, 2018, vol. 24, num. 3, p …, 2018 | | 2018 |
Impact of value-at-risk models on market stability B Llacay Pintat, G Peffer Journal of Economic Dynamics & Control, 2017, vol. 82, num. September, p …, 2017 | | 2017 |