# Items by Krause, Dr Andreas

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**30**.

## Book Sections

Krause, A., 2015. Systemic Risk. *In*: Baker, H. K. and Filbeck, G., eds. *Investment Risk Management.* Oxford University Press, pp. 179-196.

Krause, A., 2011. Performance of evolving trading strategies with different discount factors. *In*: *2011 IEEE Congress of Evolutionary Computation, CEC 2011.* Piscataway, NJ: IEEE Computer Society, pp. 186-191. (2011 IEEE Congress of Evolutionary Computation, CEC 2011)

Li, X. and Krause, A., 2010. An evolutionary multi-objective optimization of market structures using PBIL. *In*: *Intelligent Data Engineering and Automated Learning – IDEAL 2010 11th International Conference, Paisley, UK, September 1-3, 2010. Proceedings.* Springer, pp. 78-85. (Lecture Notes in Computer Science; 6283)

Krause, A., 2010. Beyond VaR: Expected shortfall and other coherent risk measures. *In*: Gregoriou, G. N., Hoppe, C. and Wehn, C. S., eds. *The Risk Modeling Evaluation Handbook.* McGrawHill, pp. 289-303.

Li, X. Y. and Krause, A., 2009. A Comparison of Market Structures with Near-Zero-Intelligence Traders. *In*: Corchado, E. and Yin, H., eds. *Intelligent Data Engineering and Automated Learning, Proceedings. Vol. 5788.* Springer, pp. 703-710. (Lecture Notes in Computer Science)

Alexandrova-Kabadjova, B., Tsang, E. and Krause, A., 2008. Evolutionary learning of the optimal pricing strategy in an artificial payment card market. *In*: Brabazon, A. and O'Neill, M., eds. *Natural Computing in Computational Finance.* 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. *In*: Yin, H., Tino, P., Corchado, E., Byrne, W. and Yao, X., eds. *Intelligent Data Engineering and Automated Learning - IDEAL 2007. Vol. 4881.* Springer, pp. 1063-1072. (Lecture Notes in Computer Science)

Krause, A., 2006. Generating networks with realistic properties : the topology of locally evolving random graphs. *In*: *Adaptation in Artificial and Biological Systems. Vol. 3.* 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. *In*: Namatame, A., Kaizouji, T. and Aruka, Y., eds. *The Complex Networks of Economic Interactions.* Springer, pp. 179-191. (Lecture Notes in Economics and Mathematical Systems; 567/Part IV)

Krause, A., 2004. Herding behavior of financial analysts : a model of self-organized criticality. *In*: Galegatti, M., Kirman, A. and Marsili, M., eds. *The Complex Dynamics of Economic Interaction.* London, U. K.: Springer, pp. 257-267. (Lecture Notes in Economics and Mathematical Systems; 531/Part IV)

Krause, A., 2002. Predicting crashes in a model of self-organized criticality. *In*: Namatame, A., Green, D., Aruka, Y. and Sato, H., eds. *Complex Systems 2002.* , pp. 278-283.

## Articles

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.

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.

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.

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. 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. Predicting crashes in a model of evolving networks. *Complexity*, 9 (4), pp. 24-30.

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. Coherent risk measurement: an introduction. *Balance Sheet*, 10 (4), pp. 13-17.

## Conference or Workshop Items

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.