Details about Sheri Marina Markose

Access statistics for papers by Sheri Marina Markose.

Last updated 2008-08-11. Update your information in the RePEc Author Service.

Short-id: pma296

Working Papers

2007

1. A smart market for passenger road transport (SMPRT) congestion: an application of computational mechanism design
   Economics Discussion Papers, University of Essex, Department of Economics
   See Also Journal Article in Journal of Economic Dynamics and Control (2007)
2. Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
   Economics Discussion Papers, University of Essex, Department of Economics
   See Also Journal Article in Journal of Economic Dynamics and Control (2007)

2006

3. Co evolution of Genetic Programming Based Agents in an Artificial Stock Market
   Computing in Economics and Finance 2006, Society for Computational Economics
4. Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics
   Economics Discussion Papers, University of Essex, Department of Economics

2005

5. Designing large value payment systems: an agent based approach
   Computing in Economics and Finance 2005, Society for Computational Economics View citations
6. Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution
   Computing in Economics and Finance 2005, Society for Computational Economics
7. The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing
   Economics Discussion Papers, University of Essex, Department of Economics View citations

2004

8. Computability and Evolutionary Complexity: Markets As Complex Adaptive Systems (CAS)
   Economics Discussion Papers, University of Essex, Department of Economics View citations
   See Also Journal Article in Economic Journal (2005)
9. Dynamic Learning, Herding and Guru Effects in Networks
   Economics Discussion Papers, University of Essex, Department of Economics
10. Novelty And Surprises In Complex Adaptive System (CAS) Dynamics: A Computational Theory of Actor Innovation
    Economics Discussion Papers, University of Essex, Department of Economics

2002

11. Can cash hold its own? International comparisons: Theory and evidence
    Economics Discussion Papers, University of Essex, Department of Economics View citations

2001

12. The New Evolutionary Computational Paradigm of Complex Adaptive Systems: Challenges and Prospects for Economics and Finance
    Economics Discussion Papers, University of Essex, Department of Economics View citations

2000

13. Changing trends in payment systems for selected G10 and EU countries 1990-1998
    Economics Discussion Papers, University of Essex, Department of Economics
14. Network effects on Cash-Card Substitution in Transactions and Low Interest Rate Regimes
    Economics Discussion Papers, University of Essex, Department of Economics View citations
    See Also Journal Article in Economic Journal (2003)
15. The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options
    Economics Discussion Papers, University of Essex, Department of Economics

Undated

16. Game Theory for central bankers: have they got it right?
    Economics Discussion Papers, University of Essex, Department of Economics

Journal Articles

2007

1. A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design
   Journal of Economic Dynamics and Control, 2007, 31, (6), 2001-2032
   See Also Working Paper (2007)
2. Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics
   Journal of Economic Dynamics and Control, 2007, 31, (6), 1801-1807 View citations
3. Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
   Journal of Economic Dynamics and Control, 2007, 31, (6), 2085-2107
   See Also Working Paper (2007)

2005

4. Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS)
   Economic Journal, 2005, 115, (504), F159-F192 View citations
   See Also Working Paper (2004)

2003

5. Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes
   Economic Journal, 2003, 113, (487), 456-476 View citations
   See Also Working Paper (2000)

2000

6. Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey
   Fiscal Studies, 2000, 21, (4), 469-488 View citations

1991

7. End-independent legal rules and the political economy of expanding market societies of Europe
   European Journal of Political Economy, 1991, 7, (4), 579-601

1986

8. A theory of policy-induced structural change An application of the bismut stochastic maximum principle
   Journal of Economic Dynamics and Control, 1986, 10, (1-2), 109-114