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Barbara Llacay
Barbara Llacay
Assistant lecturer at UB - Dept. of Business
Verified email at ub.edu
Title
Cited by
Cited by
Year
Using realistic trading strategies in an agent-based stock market model
B Llacay, G Peffer
Computational and Mathematical Organization Theory 24, 308-350, 2018
182018
Impact of value-at-risk models on market stability
B Llacay, G Peffer
Journal of Economic Dynamics and Control 82, 223-256, 2017
92017
Impact of Basel III countercyclical measures on financial stability: an agent-based model
B Llacay, G Peffer
Journal of Artificial Societies and Social Simulation 22 (1), 2019
42019
Realistic agent-based simulation of financial crises: the 1998 turmoil
B LLACAY, G PEFFER
Computational Intelligence In Business And Economics, 189-196, 2010
42010
Higher-order simulations: Strategic investment under model-induced price patterns
G Peffer, B Llacay
Journal of Artificial Societies and Social Simulation 10 (2), 6, 2007
42007
Simulación realista de los mercados financieros con sistemas multi-agentes
B Llacay, G Peffer
Working Paper, 2008
32008
RAMWASS Decision Support System (DSS) for the Risk Assessment of Water-Sediment-Soil Systems—Application of a DSS Prototype to a Test Site in the Lower Part of the Elbe River …
B Koppe, B Llacay, G Peffer
Proceedings of the European Conference on Flood Risk Management Research …, 2008
22008
Market Impact Analysis of Financial Literacy among A-Share Market Investors: An Agent-Based Model
R Zhou, X Xiong, B Llacay, G Peffer
Entropy 25 (12), 1602, 2023
12023
Foundations for a Framework for Multiagent-Based Simulation of Macrohistorical Episodes in Financial Markets
B Llacay, G Peffer
Artificial Economics: The Generative Method in Economics, 129-144, 2009
12009
Simulación basada en agentes del efecto inestabilizador de las técnicas VaR
B Llacay, G Peffer
Quaderns de Política Econòmica, 30-49, 2005
12005
Modelo evolutivo del impacto de técnicas VaR en los mercados financieros
B Llacay, G Peffer
Revista de Métodos Cuantitativos para la Economía y la Empresa 36, 1-25, 2023
2023
Categorical surrogation of agent‐based models: A comparative study of machine learning classifiers
B Llacay, G Peffer
Expert Systems, e13342, 2023
2023
Impact of Basel III Countercyclical Measures on Financial Stability: An Agent-Based Model
B Llacay Pintat, G Peffer
Jasss-The Journal of Artificial Societies and Social Simulation, 2019, vol …, 2019
2019
Impact of short-sales in stock market efficiency
B Llacay, G Peffer
Algorithmic Finance 8 (1-2), 5-26, 2019
2019
Using realistic trading strategies in an agent-based stock market model
B Llacay Pintat, G Peffer
Computational and Mathematical Organization Theory, 2018, vol. 24, num. 3, p …, 2018
2018
Impact of value-at-risk models on market stability
B Llacay Pintat, G Peffer
Journal of Economic Dynamics & Control, 2017, vol. 82, num. September, p …, 2017
2017
El impacto de las técnicas VaR en los mercados financieros: enfoque basado en la simulación multiagente
B Llacay Pintat
Universitat de Barcelona, 2016
2016
Simulación realista de los mercados financieros con sistemas multi-agentes
B Llacay Pintat, G Peffer
2008
Bàrbara Llacay y Gilbert Peffer
Q de Política Econòmica
Revista electrònica. 2ª época 10, 2005
2005
Cobertura de una cartera de bonos con forwards en tiempo continuo
B Llacay Pintat, G Peffer
2003
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Articles 1–20