- Machine Learning
- Agent Based Modeling
- Game Theory
- Social Networks
- Stability Effects of Arbitrage in Exchange Traded Funds: An Agent-Based Model
- An Agent-Based Model of Financial Benchmark Manipulation
- Incentivizing rider time-shift in a multi-leg public transportation system
Other selected papers:
- The Phases and Catalysts of Mini Flash Crashes, SSRN, Sep 2020.
- Towards Explaining Exchange Traded Funds’ Impact on Market Volatility Using an Agent-based Model, NeurIPS Workshop: Robust AI in FS 2019.