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VERYZHENKO Iryna
Docteur en Sciences de Gestion
Courriel :
Domaines de spécialisation / Specialization fields :
  • Computational Finance
  • Agent-based modelling
  • Financial stock market microstructure
  • Portfolio optimisation
Cours assurés / Courses taught :
  • Econométrie des Marchés Financiers avec R (SDMR, l'ENSAM ParisTech)
Publications :

    Chapitres d'ouvrages / Chapters in books
  • O.BRANDOUY, P.MATHIEU, I.VERYZHENKO (2012), « Optimal Portfolio Diversification? A multi-agent Ecological Competition Analysis », Highlihts on Practical Applications of Agents and Multi-Agent SystemsSpringer
  • O.BRANDOUY, P.MATHIEU, I.VERYZHENKO (2011), « On the Design of Agent-Based Artificial Stock Markets », Communications in Computer and Information ScienceSpringer
  • I.VERYZHENKO, P.MATHIEU, O.BRANDOUY (2010), « Agent?s minimal in- telligence calibration for realistic market dynamics », Progress in Artificial Economics, Lecture Notes in Economic and Mathematical SystemsSpringer
  • O.BRANDOUY, P.MATHIEU, I.VERYZHENKO (2009), « Gauging Agent-Based Trading of a Single Financial Asset. Definition of an Absolute Distance to the Best Behaviour », Lecture Notes in Economics and Mathematical SystemsSpringer

    Communications / Conference Papers
  • O.BRANDOUY, P.MATHIEU, I.VERYZHENKO (2012), « A multi-agent ecological competition analysis of strategy performance: Does risk aversion matter? », 17th Annual Workshop on Economic Heterogeneous Interacting Agents., University of Pantheon-Assas, Paris II ERMES - CNRS France, June 21-23, 2012
  • I.VERYZHENKO, P.MATHIEU, O.BRANDOUY (2011), « Key points for realistic agent-based financial market simulations », 3rd International Conference on Agents and Artificial Intelligence, Roma Italy
  • O.BRANDOUY, A.CORELLI, I.VERYZHENKO, R.WALDECK (2011), « Why Zero Intelligence Traders are not smart-enough for Quantitative Finance », The 7th European Social Simulation Association Conference, Montpellier France, September 19-23