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14 research outputs found
Agent Based Model of the E-Mini S&P 500 Future: Application for Policy Making
Author
A Kirilenko
Andrew Todd
+14 more
C Deissenberg
C Macal
D A Dubofsky
E Samanidou
F Westerhoff
F Zhang
J Brogaard
J Holzer
M Paddrik
Mark E. Paddrik
Peter Beling
Roy Lee Hayes
Steve Yang
William Scherer
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
Central Clearing and the Sizing of Default Funds
Author
A Raviv
A Zawadowski
+17 more
C A Parlour
C Pirrong
C Pirrong
C Spatt
D Murphy
E N Siriwardane
E Stephens
G Vuillemey
G Vuillemey
J B Nosal
M J Roe
M O&apos
M Oehmke
M Paddrik
M Paddrik
T A Peltonen
Y Yadav
Publication venue
'Elsevier BV'
Publication date
01/01/2018
Field of study
No full text
Crossref
Revolutionizing Financial Engineering Education: Simulation-Based Strategies for Learning
Author
A Kirilenko
D A Kolb
+31 more
D M Bunce
D T Mitchell
G L Savoldelli
J Gobert
J Hasbrouck
J Hasbrouck
J Itskevich
J L Chiu
J L Chiu
J Locke
J Staum
K D Squire
K W Mcelhaney
L Jarmon
M C Linn
M D Byrne
M Fasli
M O&apos
M Paddrik
Mark E. Paddrik
Matt Olfat
P Faraday
R Almgren
R Hayes
R M Gagne
R M Hull
R Stretcher
Roy Lee Hayes
S J Chang
S Patterson
T Hendershott
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
Smooth Plaid Models: A Dynamic Clustering Algorithm with Application to Electronic Financial Markets
Author
A A Kirilenko
A Chaboud
+13 more
Andrei A. Kirilenko
George Michailidis
H Turner
J Friedman
L Lazzeroni
M E Paddrik
Q.-H Huang
R Core Team
R L Hayes
Shawn Mankad
T Hastie
T Hendershott
Y Cheng
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
An Agent Based Model of the E-Mini S&P 500 and the Flash Crash
Author
A Chaboud
A Kirilenko
+19 more
A Kirman
A Ranaldo
Andrew Todd
B Mandelbrot
C Macal
D Challet
I Zovko
J-P Bouchard
L Kullmann
M Kearns
Mark E. Paddrik
N Kaldor
Peter Beling
Roy Lee Hayes
S Maslov
S Mike
Steve Yang
T Lauricella
William Scherer
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets
Author
-Us Non
A Capponi
+26 more
A G Haldane
A Haldane
B Hirtle
Bhc Avg
Bhc Avg
Ccar Sovereign
D Lando
E Siriwardane
European Central
F Packer
Federal Reserve
G Haa Laj
I Mastromatteo
J G Beumee
Jill Cetina
K Anand
L Eisenberg
L S Luo
M Drehmann
M L Bech
Mark E. Paddrik
P Baral
P Gai
S Battiston
S Martinez-Jaramillo
Sriram Rajan
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
Contagion in the CDS Market
Author
A Haldane
A Tarski
+34 more
C Upper
D Acemoglu
D Bisias
D Duffie
E Siriwardane
F Allen
Frb
G Vuillemey
H Elsinger
Iosco Bcbs
L Blume
L C Rogers
L Clerc
L Eisenberg
L S Luo
M Brunnermeier
M Elliott
Mark E. Paddrik
P Gai
P Gai
P Glasserman
Peyton Young
R Ali
R Cont
R Cont
R Cont
R Cont
S Ghamami
S Markose
S Markose
Sifma
Sriram Rajan
T A Peltonen
X Freixas
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
SHIFT: A Highly Realistic Financial Market Simulation Platform
Author
A Kirilenko
A Preprint -
+40 more
A Salighehdar
B I Jacobs
D Fricke
D Mago
Dodd-Frank
Dragos Bozdog
E Budish
E M Aldrich
George Calhoun
I Florescu
I N Lobato
Ionut Florescu
J C Giancarlo
J Voit
J.-P Bouchaud
J.-P Bouchaud
Jacob Leal
K J�rgensen
L Ponta
L Ponta
L Ponta
L Zhang
M Kearns
M Paddrik
M Raberto
M Raberto
M Raberto
R Cont
R Cont
R F Engle
R G Palmer
R L Kissell
R S Miller
S Cincotti
T Alsulaiman
T Lux
Thiago Winkler Alves
V Plerou
X Gabaix
Z Ye
Publication venue
'Elsevier BV'
Publication date
01/01/2020
Field of study
No full text
Crossref
Reducing Moral Hazard at the Expense of Market Discipline: The Effectiveness of Double Liability before and during the Great Depression
Author
A Abadie
A R Admati
+41 more
B C Esty
Basel
C Calomiris
C W Calomiris
C W Calomiris
D Besanko
D W Diamond
Daniel J. Barth
Dong Beom Choi
E N White
E N White
E N White
F Aldunate
F R Board
F T Furlong
G Gennotte
G Gorton
G Gorton
G Richardson
H Anderson
H Bodenhorn
Haelim Anderson
I Alonso
J R Vincens
J.-C Rochet
K Dowd
L T Evans
M Egan
M Guglielmo
M Paddrik
M Pargendler
M T Billett
O Hart
P He
R Greenwood
R Iyer
R S Grossman
S Aiyar
V P Ioannidou
V V Acharya
W Buiter
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
No full text
Crossref
Rock Around the Clock: An Agent-Based Model of Low- and High-Frequency Trading
Author
A Chakraborti
A J Menkveld
+51 more
A Kirilenko
A Pagan
A W Lo
Andrea Roventini
B Mandelbrot
B Mandelbrot
C Chiarella
C Chiarella
C Chiarella
C Hommes
D Easley
D Sornette
E Fama
E Smith
E Wah
F H Westerhoff
F Slanina
F Zhang
Giorgio Fagiolo
H Luckock
I Zovko
J Brogaard
J Brundsen
J Cvitanic
J D Farmer
J D Farmer
J D Farmer
J Hasbrouck
J P Bouchaud
M Aloud
M Aloud
M Avellaneda
M Bartolozzi
M E Paddrik
Mauro Napoletano
P K Clark
P Pellizzari
R Cont
R Cont
S Maslov
S Patterson
Sandrine Jacob Leal
Sec
Sec Cftc
T A Hanson
T An�
T Lux
T Lux
T Lux
W Brock
Y Ait-Sahalia
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref
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