Blake LeBaron
Affiliations: | International Economics (Ph.D.) | Brandeis University, Waltham, MA, United States |
Area:
FinanceGoogle:
"Blake LeBaron"Children
Sign in to add traineeIrina Aganina | grad student | 2002 | Brandeis |
Alena Kimakova | grad student | 2002 | Brandeis |
Rajiv Mallick | grad student | 2002 | Brandeis |
Cecilia Maya | grad student | 2004 | Brandeis |
Ritirupa Samanta | grad student | 2004 | Brandeis |
Eskandar A. Tooma | grad student | 2004 | Brandeis |
Gang Ma | grad student | 2005 | Brandeis |
Shariman M. Alwani | grad student | 2006 | Brandeis |
Gautam George | grad student | 2006 | Brandeis |
Ryuichi Yamamoto | grad student | 2006 | Brandeis |
Vitaliy Vandrovych | grad student | 2007 | Brandeis |
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Publications
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LeBaron B. (2019) Microconsistency in Simple Empirical Agent-Based Financial Models Computational Economics. 1-19 |
LeBaron B. (2016) Financial price dynamics and agent-based models as inspired by Benoit Mandelbrot The European Physical Journal Special Topics. 225: 3243-3254 |
LeBaron B. (2012) Heterogeneous gain learning and the dynamics of asset prices Journal of Economic Behavior and Organization |
LeBaron B. (2012) Wealth dynamics and a bias toward momentum trading Finance Research Letters. 9: 21-28 |
LeBaron B. (2011) Active and passive learning in agent-based financial markets Eastern Economic Journal. 37: 35-43 |
Yamamoto R, Lebaron B. (2010) Order-splitting and long-memory in an order-driven market European Physical Journal B. 73: 51-57 |
LeBaron B, Tesfatsion L. (2008) Modeling macroeconomies as open-ended dynamic systems of interacting agents American Economic Review. 98: 246-250 |
LeBaron B, Yamamoto R. (2008) The impact of imitation on long memory in an order-driven market Eastern Economic Journal. 34: 504-517 |
Barr JM, Tassier T, Ussher LJ, et al. (2008) The future of agent-based research in economics: A panel discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 2008 Eastern Economic Journal. 34: 550-565 |
LeBaron B, Yamamoto R. (2007) Long-memory in an order-driven market Physica a: Statistical Mechanics and Its Applications. 383: 85-89 |