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Julien Derveeuw

Personal Details

First Name:Julien
Middle Name:
Last Name:Derveeuw
Suffix:
RePEc Short-ID:pde304
http://www.lifl.fr/~derveeuw
Terminal Degree: (from RePEc Genealogy)

Affiliation

(50%) Université des Sciences et Technologies de Lille

http://www.univ-lille1.fr
France

(50%) Laboratoire d'Informatique Fondamentale de Lille

http://www.lifl.fr
France

Research output

as
Jump to: Working papers

Working papers

  1. Bruno Beaufils & Olivier Brandouy & Julien Derveeuw & Philippe Mathieu, 2007. "L'apport des SMA à la modélisation des marchés financiers," Post-Print hal-00826138, HAL.
  2. J. Derveeuw & B. Beaufils & P. Mathieu & O. Brandouy, 2007. "Un modèle d'interaction réaliste pour la simulation des marchés financiers," Post-Print hal-00267703, HAL.
  3. Derveeuw, Julien & Beaufils, Bruno & Mathieu, Philippe & Brandouy, Olivier, 2007. "Testing double auction as a component within a generic market model architecture," MPRA Paper 4918, University Library of Munich, Germany.
  4. Derveeuw, Julien, 2005. "Market dynamics and agents behaviors: a computational approach," MPRA Paper 4916, University Library of Munich, Germany.

Citations

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Working papers

  1. Derveeuw, Julien, 2005. "Market dynamics and agents behaviors: a computational approach," MPRA Paper 4916, University Library of Munich, Germany.

    Cited by:

    1. Khaldoun Khashanah & Talal Alsulaiman, 2017. "Connectivity, Information Jumps, and Market Stability: An Agent-Based Approach," Complexity, Hindawi, vol. 2017, pages 1-16, August.

More information

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Co-authorship network on CollEc

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