Prof Dr Ir J.M.E. Pennings

Debie, P., Verhulst, M., Pennings, J., Tekinerdogan, B., & Catal, C. (2023). A Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market using Self-Learning Speculative Traders. Paper presented at Commodity and Energy Markets Association (CEMA) Annual Meeting, Budapest, Hungary.

Debie, P., Verhulst, M., Pennings, J., Tekinerdogan, B., & Catal, C. (2023). Design and Implementation of a Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market. Paper presented at 12th International Conference of the Financial Engineering and Banking Society, Chania, Greece.

Debie, P., Pennings, J., Verhulst, M., Tekinerdogan, B., Catal, C., Moneta, L., Rembser, J., & Naumann, A. (2023). Measuring Spillover Events on a Millisecond Scale using a High Energy Physics Methodology. Abstract from XVII EAAE Congress, Rennes, France.

Haller, V., Trujillo-Barrera, A., & Pennings, J. (2023). The Information Content of the Limit Order Book in the Prediction of Option Implied Risk-Neutral Densities. Abstract from XVII EAAE Congress, Rennes, France.