# Items by Krause, Dr Andreas

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**31**.Krause, A., 2015. Systemic Risk. Oxford University Press, pp. 179-196.

Krause, A. and Hsu, C.-C., 2015. Forthcoming. The optimal timing of open market stock repurchases.

*Emerging Markets Finance and Trade*Krause, A. and Giansante, S., 2012. Interbank lending and the spread of bank failures:a network model of systemic risk.

*Journal of Economic Behavior and Organization*, 83 (3), 583– 608.Alexandrova-Kabadjova, B., Tsang, E. and Krause, A., 2011. Market structure and information in payment card markets.

*International Journal of Automation and Computing*, 8 (3), pp. 364-370.Krause, A., 2011. Performance of evolving trading strategies with different discount factors.

*In*:*2011 IEEE Congress of Evolutionary Computation, CEC 2011, June 5, 2011 - June 8, 2011*, 2011-06-01, New Orleans, LA. Piscataway, NJ: IEEE Computer Society, pp. 186-191. (2011 IEEE Congress of Evolutionary Computation, CEC 2011)Alexandrova-Kabadjova, B., Tsang, E. and Krause, A., 2011. Profit-maximizing strategies for an artificial payment card market:Is learning possible?

*Journal of Intelligent Learning Systems and Applications*, 3 (2), pp. 70-81.Alexandrova-Kabadjova, B., Tsang, E. and Krause, A., 2011. Competition is bad for consumers:Analysis of an artificial payment card market.

*Journal of Advanced Computational Intelligence and Intelligent Informatics*, 15 (2), pp. 188-196.Li, X. and Krause, A., 2011. An evolutionary multi-objective optimization of trading rules in call markets.

*Intelligent Systems in Accounting, Finance and Management*, 18 (1), pp. 1-14.Li, X. and Krause, A., 2010. Determining the optimal market structure using near-zero intelligence traders.

*Journal of Economic Interaction and Coordination*, 5 (2), pp. 155-167.Ismail, A. and Krause, A., 2010. Determinants of the method of payment in mergers and acquisitions.

*The Quarterly Review of Economics and Finance*, 50 (4), pp. 471-484.Li, X. and Krause, A., 2010. An evolutionary multi-objective optimization of market structures using PBIL.

*In*:*11th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2010, September 1, 2010 - September 3, 2010*, 2010-01-01, Paisley. Springer, pp. 78-85. (Lecture Notes in Computer Science; 6283)Krause, A., 2010. Beyond VaR: Expected shortfall and other coherent risk measures. McGrawHill, pp. 289-303.

Krause, A., 2009. Learning and herding using case-based decisions with local interactions.

*IEEE Transactions on Systems Man and Cybernetics - Part A: Systems and Humans*, 39 (3), pp. 662-669.Li, X. Y. and Krause, A., 2009. A Comparison of Market Structures with Near-Zero-Intelligence Traders. Springer, pp. 703-710. (Lecture Notes in Computer Science)

Krause, A., 2009. Evaluating the performance of adapting trading strategies with different memory lengths.

*In*:*Intelligent Data Engineering and Automated Learning - IDEAL 2009*, 2009-09-23 - 2009-09-26, Burgos.Alexandrova-Kabadjova, B., Tsang, E. and Krause, A., 2008. Evolutionary learning of the optimal pricing strategy in an artificial payment card market. Springer, pp. 233-251. (Studies in Computational Intelligence; 100/Part III)

Alexandrova-Kabadjova, B., Krause, A. and Tsang, E., 2007. An agent-based model of interactions in the payment card market. Springer, pp. 1063-1072. (Lecture Notes in Computer Science)

Krause, A., 2006. Fat tails and multi-scaling in a simple model of limit order markets.

*Physica A: Statistical Mechanics and its Applications*, 368 (1), pp. 183-190.Krause, A., 2006. Generating networks with realistic properties:the topology of locally evolving random graphs. Bristol, U. K.: Society for the Study of Artificial Intelligence and the Simulation of Behaviour, pp. 145-149.

Krause, A., 2006. Herding without following the herd:the dynamics of case-based decisions with local interactions. Springer, pp. 179-191. (Lecture Notes in Economics and Mathematical Systems; 567/Part IV)

Krause, A., 2006. Risk, capital requirements, and the asset structure of companies.

*Managerial Finance*, 32 (9), pp. 774-785.Krause, A., 2005. Optimal stock allocation in specialist markets.

*Research in Economics*, 59 (1), pp. 23-39.Krause, A., 2004. Herding behavior of financial analysts:a model of self-organized criticality. London, U. K.: Springer, pp. 257-267. (Lecture Notes in Economics and Mathematical Systems; 531/Part IV)

Krause, A., 2003. Crashes in bond markets and the hedging mortgage-backed securities.

*Journal of Fixed Income*, 13 (3), pp. 19-32.Krause, A., 2003. Exploring the limitations of value at risk:how good is it in practice?

*Journal of Risk Finance*, 4 (2), pp. 19-28.Krause, A., 2003. Inventory effects on daily returns in financial markets.

*International Journal of Theoretical and Applied Finance*, 6 (7), pp. 739-765.Krause, A., 2003. The independence of financial analysts:evaluation of an alternative proposal.

*Journal of Investment Compliance*, 4 (3), pp. 52-57.Krause, A., 2002. Book Review of 'Developments in Forecast Combination and Portfolio Choice' by Christian Dunis, Allan Timmermann and John Moody.

*International Journal of Forecasting*, 18 (3), pp. 462-463.Krause, A., 2002. Predicting crashes in a model of self-organized criticality.

*In*: Namatame, A., Green, D., Aruka, Y. and Sato, H., eds.*6th International Conference on Complex Systems, 2002*, 2002-09-10 - 2002-09-12, Tokyo.