2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.CP2021
Calibrating an adaptive Farmer-Joshi agent-based model for financial markets
Ivan Jericevich, Murray McKechnie, Tim Gebbie
We replicate the contested calibration of the Farmer and Joshi agent based model of financial markets using a genetic algorithm and a Nelder-Mead with threshold accepting algorithm…
q-fin.ST2020★ 2 cited
Comparing the market microstructure between two South African exchanges
Ivan Jericevich, Patrick Chang, Tim Gebbie
We consider shared listings on two South African equity exchanges: the Johannesburg Stock Exchange (JSE) and the A2X Exchange. A2X is an alternative exchange that provides for both…