• Publications
  • Influence
Market fluctuations Explained by dividends and Investor Networks
  • Matthew Oldham
  • Computer Science, Economics
  • Adv. Complex Syst.
  • 29 August 2017
TLDR
This paper demonstrates that the network topology that investors form and the dividend policy of firms significantly affect the behavior of the market. Expand
  • 2
  • PDF
Introducing a Multi-Asset Stock Market to Test the Power of Investor Networks
  • Matthew Oldham
  • Economics, Computer Science
  • J. Artif. Soc. Soc. Simul.
  • 31 October 2017
TLDR
This paper provides insights into the mechanisms that drive the returns in financial markets, including periods of elevated prices and excess volatility. Expand
  • 3
  • PDF
How fast to run in the Red Queen race?
  • Matthew Oldham
  • Business, Computer Science
  • Intell. Syst. Account. Finance Manag.
  • 24 January 2018
TLDR
This paper creates a market ecosystem, via an agent-based model, that combines the dynamic features of the Red Queen effect with well-accepted business world performance indicators. Expand
  • 1
Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective
TLDR
In this paper, an agent-based artificial stock market is implemented, where investors utilize various information sources, including advice from investors in their network, to inform their investment decisions. Expand
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To Big Wing, or Not to Big Wing, Now an Answer
TLDR
The Churchillian quote “Never, in the field of human conflict, was so much owed by so many to so few” [3], encapsulates perfectly the heroics of Royal Air Force (RAF) Fighter Command (FC) during the Battle of Britain. Expand
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Drafting Agent-Based Modeling Into Basketball Analytics
TLDR
The growth of sports analytics (SA) has raised numerous research topics across a variety of sports, including basketball. Expand
Multi Asset Variable Network Stock Market Model (Version 2)
The behavior of financial markets has, and continues, to frustrate investors and academics. With the advent of new approaches, including a complex systems framework, the search for an explanation asExpand
Quantifying the Concerns of Dimon and Buffett with Data and Computation
Despite considerable efforts, the determinants of firm growth and financial market volatility have not been definitively identified, yet sets of stylized facts – most notably power-law distributionsExpand
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