Sheri Markose | Academic Influence

Sheri Markose's AcademicInfluence.com Rankings

Sheri Markose

Economics

#3662

World Rank

#4143

Historical Rank

Financial Economics

#93

World Rank

#93

Historical Rank

Macroeconomics

#531

World Rank

#566

Historical Rank

economics Degrees

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Economics

Sheri Markose's Degrees

Bachelors Mathematics University of Oxford

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Why Is Sheri Markose Influential?

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According to Wikipedia, Sheri Marina Markose is a computational economist. She is a professor of Economics at the University of Essex, where she holds a personal chair since 2006. She is the founding director of the Centre for Computational Finance and Economic Agents at Essex. At CCFEA, with the support of the then Vice Chancellor, Ivor Crewe, she pioneered multi-disciplinary research as well as PhD and Masters programs, which include Agent-based computational economics, financial market modelling with extreme events and markets as complex adaptive systems.

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Sheri Markose's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012) (275)
Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS) (2005) (180)
Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks (2010) (115)
Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and its Mitigation with Super-Spreader Tax (2012) (93)
The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing (2011) (78)
EDDIE In Financial Decision Making (2001) (60)
Network Effects On Cash‐Card Substitution In Transactions And Low Interest Rate Regimes* (2003) (56)
CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE (2005) (46)
CCPs and Network Stability in OTC Derivatives Markets (2016) (35)
Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach (2013) (30)
Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey (2005) (30)
Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks (2007) (28)
A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design (2007) (28)
Non-Performing Loans: Regulatory and Accounting Treatments of Assets (2016) (26)
Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality (2018) (25)
Convolutional neural networks applied to high-frequency market microstructure forecasting (2017) (22)
The New Evolutionary Computational Paradigm of Complex Adaptive Systems: Challenges and Prospects for Economics and Finance (2001) (22)
The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approach (2005) (20)
Dynamic Learning, Herding and Guru Effects in Networks (2004) (20)
Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics (2007) (19)
Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR) (2008) (18)
Can cash hold its own? International comparisons: Theory and evidence (2002) (17)
Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation (2004) (13)
Modelling the implied volatility surface : an empirical study for FTSE options (2004) (13)
Designing large value payment systems: An agent-based approach (2011) (12)
Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution (2005) (12)
Changing trends in payment systems for selected G10 and EU countries 1990-1998 (2000) (12)
A systemic risk assessment of OTC derivatives reforms and skin‐in‐the‐game for CCPs (2017) (12)
Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis (2012) (11)
Evolutionary arbitrage for FTSE-100 index options and futures (2001) (11)
The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses? (2018) (10)
Complex Type 4 Structure Changing Dynamics of Digital Agents: Nash Equilibria of a Game with Arms Race in Innovations (2017) (9)
NETWORK EFFECTS ON CASH-CARD SUBSTITUTION (2003) (9)
Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out (2020) (7)
How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations (2013) (6)
Early Warning of Systemic Risk In Global Banking: Eigen-Pair R Number for Financial Contagion and Market Price-based Methods (2017) (6)
Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage (2002) (5)
Evolutionary arbitrage for FTSE-100 index options and futures (2001) (5)
An multi-agent model of RMBS, credit risk transfer in banks and financial stability: implications of the subprime crisis (2013) (5)
Complexification of eukaryote phenotype: Adaptive immuno-cognitive systems as unique Gödelian blockchain distributed ledger (2022) (4)
Systemic Risk from Global Financial Derivatives (2012) (4)
Developments in experimental and agent-based computational economics (ACE): overview (2006) (4)
Central clearing: reaping the benefits, controlling the risks (2017) (3)
Centre for Computational Finance and Economic Agents Working Paper Series Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics Centre for Computational Finance and Economic Agents (ccfea) (2006) (3)
Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics (2006) (3)
Novelty And Surprises In Complex Adaptive System (CAS) Dynamics: A Computational Theory of Actor Innovation (2004) (2)
NETWORK E FFECTS ON CASH-CARD S UBSTITUTION IN T RANSACTIONS A ND LOW I NTEREST R ATE REGIMES* (2003) (2)
Game Theory for central bankers: have they got it right? (1998) (2)
Relational Neural Evolution Approach to Bank Failure Prediction (2008) (2)
Novelty Production and Evolvability in Digital Genomic Agents: Logical Foundations and Policy Design Implications of Complex Adaptive Systems (2019) (2)
The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options (2000) (2)
A theory of policy-induced structural change An application of the bismut stochastic maximum principle (1986) (2)
EDDIE for Discovering Arbitrage Opportunities (2007) (2)
Multi-Agent Financial Network Analyses For Systemic Risk Management Post 2007 Financial Crisis : A New Complexity Perspective For G 10 and BRICs (2010) (2)
THE LIAR STRATEGY AND SURPRISES : SO WHAT IS THE LUCAS CRITIQUE ? A NEW PERSPECTIVE FROM COMPUTABILITY THEORY (2002) (1)
Fair immunization and network topology of complex financial ecosystems (2023) (1)
Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (2021) (1)
Intelligent charging - smart market protocols for road transport (SMPRT) - intelligent infrastructure systems project - final report (2010) (1)
Co evolution of Genetic Programming Based Agents in an Artificial Stock Market (2006) (1)
Forecasting Extreme Volatility of FTSE-100 with Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices (2012) (1)
The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process (2007) (1)
Pigou Tax of Systemically Important Financial Intermediaries ( SIFIs ) In Financial Networks : An Empirical Application of Systemic Risk Monitoring and Governance (2013) (1)
The liar strategy and surprises: Computability and indeterminacy in Nash equilibria games (1999) (0)
The Gödelian Foundations of Self-Reference,the Liar and Incompleteness: Arms Racein Complex Strategic Innovation (2016) (0)
Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach (2013) (0)
Savings, Personal Wealth and Risk (1984) (0)
Chart 4.14: Impact of Failure of Two Trigger Banks (2011) (0)
EDDIE for Discovering Arbitrage Opportunitiesa (2006) (0)
CCPs and Network Stability Analysis: Reforming OTC Derivatives Markets (2015) (0)
Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality (2017) (0)
Erratum to: The Gödelian Foundations of Self-Reference,the phLiar and Incompleteness: Arms Racein Complex Strategic Innovation (2016) (0)
Contribution , Reciptrocity and Equity in gated Groups : Bounded Rationality and Self-ization in Social Networks (2007) (0)
Genomic Intelligence as Über Bio-Cybersecurity: The Gödel Sentence in Immuno-Cognitive Systems (2021) (0)

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