# Emeritus Professor Carl Chiarella

### Biography

Carl completed a BSc (Hons) and MSc in applied mathematics at the University of Sydney and then a PhD in applied mathematics at the University of New South Wales in 1969 for a thesis on nuclear reactor theory.

After two years as a post-doctoral fellow at the Centre de Calcul Automatique at the University of Nancy in France, Carl joined the School of Mathematical Sciences at the University of Technology, Sydney in 1971 as a lecturer.

He completed the MCom (Hons) in economics at the University of New South Wales in 1976 and took out a PhD in economics in 1987 from the same University for a thesis in economic dynamics. He joined the School of Banking and Finance at the University of New South Wales in 1986 as a senior lecturer and was appointed Associate Professor in 1988. He took up the position of Professor of Finance at the University of Technology, Sydney in 1989, a position from which he retired early in 2004 as an Emeritus Professor. He returned to the School as a Professor of Quantitative Finance in mid-2005.

Carl has held visiting appointments at a number of universities including the University of Kyoto, Nanyang Technological University, Hitotsubashi University, Tokyo Metropolitan University, the University of Bielefeld and the University of Urbino.

He is the author of over 190 research articles in international and national journals and edited volumes and the author/coauthor of 19 books. Carl was previously a Co-Editor of the *Journal of Economic Dynamics and Control *and Associate Editor of* Journal of Economic Behavior and Organization*. He is currently an Associate Editor of the four journals - *Quantitative Finance*, *Studies in Nonlinear Dynamics and Econometrics*, *European Journal of Finance *and *Computational Economics*. In 2013 Carl was awarded a Doctor of Letters degree by UTS.

**Emeritus Professor,**Finance Discipline Group

**Core Member,**QFRC - Quantitative Finance

**Phone**

### Research Interests

Derivative securities pricing, term structure of interest rates, quantitative finance techniques, disequilibrium macroeconomics, asset pricing theory and empirics.

Derivative Securities, Finance Theory, Portfolio Analysis, Current Issues in Finance and Advanced Macroeconomics.

## Books

*Derivative Security Pricing Techniques, Methods and Applications*, Springer.

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*The numerical solution of the American option pricing problem: Finite difference and transform approaches*, 1st, World Scientific Publishing Co, USA.

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*Reconstructing Keynesian Macroeconomics Volume 1: Partial Perspectives*, 1st, Routledge, USA.

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*Financial Assets, Debt and Liquidity Crises: A Keynesian Approach*, 1st, Cambridge University Press, US.

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*Monetary Macrodynamics*, 1st, Routledge, USA.

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*Nonlinear Oligopolies: Stability and Bifurcations*, 1st, Springer, Heidelberg, Germany.

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*Financial Markets and the Macroeconomy: A Keynesian Perspective*, 1, Routledge, USA.

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*Foundations for a Disequilibrium Theory of the Business Cycle - Qualitative Analysis and Quantitative Assessment*, 1, Cambridge University Press, Cambridge, UK.

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*Open Economy Macrodynamics: An Integrated Disequilibrium Approach*, 1, Springer-Verlag, Berlin.

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*The SND package: applications to Keynesian monetary growth dynamics*, 1, Peter Lang, Frankfurt.

*The SND Package: Applications to Keynesian Monetary Growth Dynamics*, Peter Lang, Frankfurt.

*The dynamics of keynesian monetary growth: macrofoundations*, Cambridge University Press, Cambridge, UK.

*Disequilibrium, growth and labor market dynamics*, Springer-Verlag, Berlin, Germany.

## Chapters

*Handbook of Computational Economics*, Elsevier, Netherlands, pp. 225-275.

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*Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella*, Springer, pp. 19-29.

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*Global analysis of dynamic models in economics and finance: Essays in honour of Laura Gardini*, Springer, Germany, pp. 289-316.

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*Credit Securitisations and Derivatives: Challenges for the Global Markets*, Wiley, Australia, pp. 71-94.

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*Global analysis of dynamic models in economics and finance: Essays in honour of Laura Gardini*, Springer, Germany, pp. 63-81.

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*Keynes and Modern Economics*, Routledge, New York, USA, pp. 85-116.

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*Advances in Statistics, Probability and Actuarial Science: Stochastic Processes, Finance and Control*, World Scientific, USA, pp. 217-234.

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*Progress in Financial Markets Research*, Nova Science Publishers Inc, New York, USA, pp. 243-262.

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*Nonlinear Dynamics in Economics, Finance and the Social Sciences: Essays in Honour of John Barkley Rosser Jr*, Springer, US, pp. 353-369.

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*Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen*, Springer, Germany, pp. 281-315.

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*Handbook of Financial Markets: Dynamics and Evolution*, Elsevier, USA, pp. 277-344.

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*Die Zukunft der Finanzdienstleistungs-industrie in Deutschland*, Frankfurt School Verlag, Frankfurt, Germany, pp. 213-236.

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*Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli*, Springer, Germany, pp. 117-144.

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*Handbook on Information Technology in Finance*, Springer, Germany, pp. 465-499.

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*Growth and Cycle in the Eurozone*, Palgrave Macmillan, New York, USA, pp. 109-118.

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*Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels*, Elsevier, Amsterdam, Netherlands, pp. 173-227.

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*Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels*, Elsevier, Amsterdam, Netherlands, pp. 229-284.

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*Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels*, Elsevier, Amsterdam, Netherlands, pp. 359-384.

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*The Complex Networks of Economic Interactions: essays in agent-based economics & econophysics*, Springer, Berlin, Germany, pp. 109-123.

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*Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels*, Elsevier, Amsterdam, Netherlands, pp. 333-358.

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*Nonlinear Dynamics and Heterogeneous Interacting Agents*, Springer, Berlin, Germany, pp. 251-267.

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*Nonlinear Dynamics and Heterogeneous Interacting Agents*, Springer, Berlin, Germany, pp. 269-285.

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*Economic complexity: Non-linear dynamics, multi-agents economies, and learning.*, Elsevier, Amsterdam, The Netherlands, pp. 31-65.

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*Economic complexity: Non-linear dynamics, multi-agents economics, and learning*, Elsevier, Amsterdam, The Netherlands, pp. 363-390.

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*The Complex Dynamics of Economic Interaction: essays in economics and econophysics*, Springer, Heidelberg, pp. 197-212.

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*Oligopoly Dynamics: models and tools*, Springer-Verlag, Berlin, Germany, pp. 233-263.

*Economic Theory and International Trade: essays in honour of Murray C Kemp*, Edward Elgar Publishing Ltd, Cheltenham, pp. 249-267.

*Advances in Finance and Stochastics: essays in honour of Dieter Sondermann*, Springer-Verlag, Berlin, Germany, pp. 177-195.

*Modeling Uncertainty - An examination of stochastic theory, methods, and applications*, Kluwer Academic Publishers, Boston, pp. 249-268.

*Recent Developments in Mathematical Finance*, World Scientific, Singapore, pp. 139-150.

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*Econometric Studies: A Festschrift in Honour of Joachim Frohn*, LIT Verlag, Munster, Germany, pp. 159-183.

*Financial Fragility and Investment in the Capitalist Economy*, Edward Elgar Publishing, Cheltenham, UK, pp. 133-184.

*Interaction and Market Structure: essays on heterogeneity in economics*, Springer-Verlag, Berlin, Germany, pp. 151-165.

*Optimization, Dynamics, and Economic Analysis*, Physica-Verlag, Heidelberg, Germany, pp. 101-117.

*Commerce, Complexity, and Evolution: topics in economics, finance, marketing and management: proceedings of the twelfth international symposium in economic theory and economentrics*, Cambridge University Press, Cambridge, UK, pp. 111-145.

*Advances in Quantitative Asset Management*, Kluwer Academic Publishers, Norwell, Canada, pp. 255-273.

*Optimization, Dynamics, and Economic Analysis*, Physica-Verlag, Heidelberg, Germany, pp. 86-100.

## Conferences

*Topics in Numerical Methods for Finance: Proceedings in Mathematics and Statistics*, Numerical Methods for Finance Conference 2011, Springer, Limerick, Ireland, pp. 155-176.

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*Proceedings of the 25th Australasian Finance and Banking Conference 2012*, The 25th Australasian Finance and Banking Conference 2012, University of NSW, Sydney, Australia, pp. 1-38.

*Quantitative Mathematical Finance*, Quantitative Mathematical Finance, Springer, Sydney, Australia, pp. 1-410.

*IPDPS Miami 2008 - Proceedings of the 22nd IEEE International Parallel and Distributed Processing Symposium, Program and CD-ROM*.

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*Complex Behavior in Economics: Modelling, Computing and Mastering Complexity*, Complex Behavior in Economics: Modelling, Computing and Mastering Complexity, Greqan, Aix-En-Provence, France, pp. 1-35.

*Complex Behavior in Economics: Modelling, Computing and Mastering Complexity*, Complex Behavior in Economics: Modelling, Computing and Mastering Complexity, GREQAM, Aix-en-Provence, France, pp. 1-26.

*Quantitative Methods in Finance 2006 Conference*, Quantitative Methods in Finance 2006 Conference, Sydney, Australia.

*Advanced Mathematical Methods for Finance Workshop*, Advanced Mathematical Methods for Finance Workshop, Paris, France.

*Complex Behavior in Economics: Modelling, Computing and Mastering Compexity*, Complex Behavior in Economics: Modelling, Computing and Mastering Compexity, Aix-Enl Provence, France.

*11th Annual Conference on Computing in Economics and Finance*, 11th Annual Conference on Computing in Economics and Finance, -, Washington, USA.

*11th Annual Conference on Computing in Economics and Finance*, 11th Annual Conference on Computing in Economics and Finance, Society of Computational Economics, Washington, USA, pp. 1-53.

*13th Annual Symposium of the Society for Non-Linear Dynamics and Econometrics*, 13th Annual Symposium of the Society for Non-Linear Dynamics and Econometrics, -, London, UK.

*Mini Symposium on Financial Engineering*, Mini Symposium on Financial Engineering, -, Kyoto, Japan.

*Quantitative Methods in Finance 2005 Conference*, Quantitative Methods in Finance 2005 Conference, -, Sydney, Australia.

*Econophysics Colloquium*, Econophysics Colloquium, -, Canberra, Australia.

*11th Annual Conference on Computing in Economics and Finance*, 11th Annual Conference on Computing in Economics and Finance, -, Washington, USA.

*13th Annual Symposium of the Society for Non-Linear Dynamics and Econometrics*, 13th Annual Symposium of the Society for Non-Linear Dynamics and Econometrics, -, London, UK.

*4th Conference on Nonlinear Economic Dynamics*, 4th Conference on Nonlinear Economic Dynamics, -, Urbino, Italy.

*11th Annual Conference on Computing in Economics and Finance*, 11th Annual Conference on Computing in Economics and Finance, Society for Computational Economics, Washington, USA, pp. 1-36.

*Quantitative Methods in Finance 2005*, Quantitative Methods in Finance 2005, -, Sydney, Australia.

*Daiwa Securities International Workshop on Financial Engineering*, Daiwa Securities International Workshop on Financial Engineering, -, Tokyo, Japan.

*13th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics*, 13th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, -, London, UK.

*Mini Symposium on Financial Engineering*, Mini Symposium on Financial Engineering, -, Kyoto, Japan.

*The First Symposium on Econometric Theory and Its Applications*, The First Symposium on Econometric Theory and Its Applications, -, Taipei, Taiwan.

*French Finance Association Meeting*, French Finance Association Meeting, -, Paris, France.

*European financial management association meeting*, European Financial Managment Association Meeting, -, Basel, Switzerland.

*-*, Quantitative Methods in Finance 2004 Conference, -, Sydney, Australia.

*Computational Economics - 10th International Conference on Computing in Economics and Finance*, Computational Economics - 10th International Conference on Computing in Economics and Finance, Society for Computational Economics, Amsterdam, Netherland, pp. 1-30.

*Society for nonlinear dynamics and economics*, Society for Nonlinear Dynamics and Economics, -, Atlanta, USA.

*Computational Economics - 10th International Conference on Computing in Economics and Finance*, Computational Economics - 10th International Conference on Computing in Economics and Finance, Society for Computational Economics, Amsterdam, Netherland, pp. 1-19.

*3rd International conference on non-linear economic dynamics*, 3rd International Conference on Nonlinear Economic Dynamics, -, Tokyo, Japan.

*Volatility of financial markets: theoretical models, forecasting and trading*, Volatility of Financial Markets: Theoretical Models, Forecasting and Trading, -, University of Leiden, Netherland.

*-*, Computing in Economics and Finance 2004, -, Arsterdam, Netherlands.

*-*, Quantitative Methods in Finance Conference 2004, -, Sydney, Australia.

*Proceeding of the Australian Conference of Economists 2004*, Australian Conference of Economists 2004 - 33rd Conference of Economists, The Economics Society of Australia, Sydney, Australia, pp. 1-43.

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*20th AFFI International Conference 2003*, 20th AFFI International Conference 2003, The Association Francaise de Finance, Lyon, France, pp. 1-37.

*20th AFFI International Conference 2003*, 20th AFFI International Conference 2003, The Association Francaise de Finance, Lyon, France, pp. 1-36.

*WEHIA 2003*, 8th Annual Workshop on Economics with Heterogeneous Interacting Agents, Institute of Economics, Keil, Germany, pp. 1-20.

*20th AFFI International Conference 2003*, AFFI International Conference 2003, The Association Francaise de Finance, Lyon, France, pp. 1-42.

*26th Bosphorous Workshop on Economic Design*, --, Turkey.

*2nd National Symposium on Financial Mathematics*, --, Sydney, Australia.

*Quantitative Methods in Finance 2003 Conference*, --, Sydney, Australia.

*13th Asia-Pacific Futures Research Symposium*, 13th Asia-Pacific Futures Research Symposium, --, Shanghai, China.

*Bielefeld Workshop on Real-Financial Interaction*, --, Bielefeld, Germany.

*WEHIA 2003 - Annual Workshop on Economics with Heterogeneous Interacting Agents*, --, Keil, Germany.

*9th International Conference on Computing in Economics and Finance*, --, Seattle, USA.

*Japanese Association Financial Econometrics and Engineering Meeting*, --, Tokyo, Japan.

*9th International Conference on Computing in Economics and Finance*, --, Seattle, USA.

*CREDIT 2003 Conference on Dependence Modelling for Credit Portfolios*, --, Venice, Italy.

*9th International Conference on Computing in Economics and Finance*, --, Seattle, USA.

*Quantitative Methods in Finance 2003 Conference*, Quantitative Methods in Finance 2003 Conference, --, Sydney, Australia.

*Asia Pacific Finance Association Conference*, Asia Pacific Finance Association Conference, Tokyo, Japan.

*Society for Computational Economics Conference*, Society for Computational Economics Conference, Aix-En-Provence, France.

*Econometic Society Australasian Meeting*, Econometric Society Australasian Meeting, Brisbane, Australia.

*2nd World Congress of the Bachelier Finance Society*, 2nd World Congress of the Bachelier Finance Society, Knossos,Crete.

*Quantitative Methods on Finance 2002 Conference*, Quantitative Methods on Finance 2002 Conference, Sydney and Cairns, australia.

*Modelli Economici in Economicia E Finanza Workshop*, Modelli Economici in Economicia E Finanza Workshop, University of Urbino, Italy.

*Workshop on Macrodynamics, Real-Financial Interaction and the Labor Market*, Workshop on Macrodynamics, Real-Financial Interaction and the Labor Market, Bielefeld, Germany.

*8th International Conference on Forecasting Financial Markets*, 8th International Conference on Forecasting Financial Markets, London, UK.

*Forecasting Financial Markets Conference*, Forecasting Financial Markets Conference, London, UK.

*Society of Computational Economics Conference*, Society of Computational Economics Conference, Aix-en-Provence, France.

*Society for Computational Economics Conference*, Society for Computational Economics Conference, Aix-En-Provence, France.

*Australian Banking & Finance Conference*, Australian Banking and Finance Conference, Australia.

*Society for Computational Economics Conference*, Society for Computational Economics Conference, Aix en Provence, France.

*Society for Computational Economics Agents*, Society for Computational Economics Conference, Aix en Province, France.

*Workshop on Economic Dynamics - CENDEF*, Workshop on Economic Dynamics - CENDEF, University of Leiden, The Netherlands.

*Society for Computational Economics*, Society for Computational Economics Conference, Aix en Provence, France.

*Asia Pacific Finance Association Conference*, Asia Pacific Finance Association Conference, Tokyo, Japan.

*Society for Computational Economics*, Society for Computational Economics Conference, Aix en Province, France.

*2nd International Conference on Statistical Finance & Financial Engineering*, 2nd International Conference on Statistical Finance & Financial Engineering, Tokyo, Japan.

*Asia Pacific Finance Association Conference*, Asia Pacific Finance Association Conference, Tokyo, Japan.

*Society for Computational Economics Conference*, Society for Computational Economics Conference, Aix En Provence, France.

*Society for Computational Economics Conference*, Society for Computational Economics Conference, Aix en Province, France.

*Centre fotr Empirical Macroeconomics, University of Bielefeld*, Seminar Presentation, Centre fotr Empirical Macroeconomics, University of Bielefeld, Bielfield, Germany.

*2001 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS, VOLS 1-5*, pp. 2658-2663.

*4th Columbia-JAFFEE Conference Proceedings*, Columbia-JAFFEE Conference, JAFFEE, Tokyo, Japan, pp. 103-126.

*JIC97*, Japanese Association of Financial Econometrics and Engineering, Tokyo, Japan, pp. 350-372.

*COMPUTATIONAL APPROACHES TO ECONOMIC PROBLEMS*, pp. 113-126.

*PROCEEDINGS OF THE IEEE/IAFE 1996 CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING (CIFER)*, pp. 168-182.

*PACIFIC-BASIN CAPITAL MARKETS RESEARCH VOLUME III*, pp. 139-158.

## Journal articles

*International Journal of Theoretical and Applied Finance*, vol. 19, no. 1, pp. 1-25.

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*Macroeconomic Dynamics*.

*Studies in Nonlinear Dynamics and Econometrics*, vol. 19, no. 2, pp. 137-159.

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*Journal of Empirical Finance*, vol. 32, pp. 19-34.

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*Applied Mathematical Finance*, vol. 22, no. 1, pp. 99-103.

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*International Journal of Theoretical and Applied Finance*, vol. 18, no. 4, pp. 1-26.

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*Journal of Economic Dynamics and Control*, vol. 61, pp. 245-268.

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*Quantitative Finance*, vol. 14, no. 3, pp. 409-426.

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*Economics Bulletin*, vol. 34, no. 1, pp. 125-132.

*Computers & Mathematics With Applications*, vol. 67, no. 6, pp. 1254-1270.

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*Journal of Economic Behavior and Organization*, vol. 105, pp. 1-16.

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*Journal of Economic Dynamics and Control*, vol. 47, pp. 239-262.

*COMPUTATIONAL STATISTICS & DATA ANALYSIS*, vol. 76, pp. 1-3.

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*Journal of Banking and Finance*.

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*Quantitative Finance*, vol. 13, no. 2, pp. 241-253.

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*Chaos, Solitions & Fractals*, vol. 47, pp. 66-72.

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*International Journal of Theoretical and Applied Finance*, vol. 16, no. 4, pp. 1-28.

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*The European Journal of Finance*, vol. 19, no. 5, pp. 392-419.

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*Journal of Evolutionary Economics*, vol. 23, no. 3, pp. 609-639.

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*Annals of Finance*, vol. 9, no. 2, pp. 185-215.

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*Applied mathemetics and computation*, vol. 219, no. 21, pp. 10475-10486.

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*Energy Economics*, vol. 40, no. 1, pp. 989-1000.

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*Applied mathemetics and computation*, vol. 224, no. 1, pp. 283-310.

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*Journal of Computational Finance*, vol. 17, no. 1, pp. 71-92.

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*Pristem Storis: note di matematica, storia e cultura*, vol. 31, no. Feb, pp. 79-88.

*International Journal of Theoretical and Applied Finance*, vol. 16, no. 04.

*Journal of Economic Behavior & Organization*, vol. 83, no. 3, pp. 446-460.

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*Macroeconomic Dynamics*, vol. 16, no. 4, pp. 556-575.

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*Studies in NonLinear Dynamics and Econometrics*, vol. 16, no. 2, pp. 1-36.

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*Computers & Mathematics With Applications*, vol. 64, no. 6, pp. 2034-2048.

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*Studies in NonLinear Dynamics and Econometrics*, vol. 16, no. 4, pp. 1-27.

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*Journal of Economic Behavior & Organization*, vol. 83, no. 3, pp. 558-569.

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*Journal of Economic Behavior and Organization*, vol. 83, no. 3, pp. 410-423.

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*Journal of Futures Markets*, vol. 31, no. 9, pp. 898-913.

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*European Journal Of Operational Research*, vol. 208, no. 2, pp. 95-108.

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*Journal of Economic Dynamics and Control*, vol. 35, no. 8, pp. 1151-1171.

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*The European Journal of Finance*, vol. 17, no. 3, pp. 241-258.

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*Journal of Economic Dynamics and Control*, vol. 35, no. 1, pp. 148-162.

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*Journal of Economic Surveys*, vol. 25, no. 3, pp. 569-599.

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*Computational Economics*, vol. 38, no. 3, pp. 207-208.

*International Journal of Behavioural Accounting and Finance*, vol. 2, no. 2, pp. 101-139.

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*Applied Mathematical Finance*, vol. 18, no. 3, pp. 245-276.

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*COMPUTATIONAL ECONOMICS*, vol. 38, no. 3, pp. 207-208.

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*Economics*, vol. 3, no. 21, pp. 1-43.

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*Indian Economic Review*, vol. 45, no. 1, pp. 1-28.

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*AUCO Czech Economic Review*, vol. 4, no. 3, pp. 236-262.

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*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*, vol. 34, no. 11, pp. 2231-2231.

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*CUBO Matematica Educational*, vol. 11, no. 2, pp. 85-105.

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*CUBO Matematica Educational*, vol. 11, no. 2, pp. 107-115.

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*International Journal of Monetary Economics and Finance*, vol. 2, no. 2, pp. 115-125.

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*Mathematica Pannonica*, vol. 20, no. 1, pp. 17-25.

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*International Journal of Theoretical and Applied Finance*, vol. 12, no. 3, pp. 393-425.

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*Physica A: Statistical Mechanics and its Applications*, vol. 388, no. 15-16, pp. 3164-3180.

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*Journal of Economic Dynamics and Control*, vol. 33, no. 3, pp. 525-537.

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*Computational Statistics and Data Analysis*, vol. 53, no. 6, pp. 2075-2088.

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*Applied Mathematical Finance*, vol. 16, no. 1, pp. 37-79.

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*Economics Discussion Paper*, no. 2009.

*Computational Economics*, vol. 32, no. 1-2, pp. 55-72.

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*Physica A: Statistical Mechanics and its Applications*, vol. 387, no. 15, pp. 3837-3846.

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*Scientia Iranica*, vol. 15, no. 1, pp. 120-124.

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*Computational Economics*, vol. 29, no. 3-4, pp. 383-418.

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*International Journal of Theoretical and Applied Finance*, vol. 10, no. 1, pp. 155-202.

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*Journal of Concrete and Applicable Mathematics*, vol. 5, no. 2, pp. 115-131.

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*Applied Mathematical Finance*, vol. 14, no. 5, pp. 365-399.

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*Journal of Economic Behavior and Organization*, vol. 62, no. 3, pp. 408-427.

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*Journal Of Futures Markets*, vol. 27, no. 8, pp. 719-737.

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*Chaos, Solitons and Fractals*, vol. 29, no. 3, pp. 535-555.

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*Physica A: Statistical Mechanics and its Applications*, vol. 370, no. 1, pp. 12-17.

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*Computational Economics*, vol. 28, no. 2, pp. 113-137.

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*Journal of Macroeconomics*, vol. 28, no. 1, pp. 90-130.

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*Journal of Economic Behavior and Organization*, vol. 60, no. 4, pp. 526-552.

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*Journal of Economic Dynamics and Control*, vol. 30, no. 9-10, pp. 1755-1786.

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*Chaos, Solitions and Fractals*, vol. 29, no. 3, pp. 517-519.

*Quantitative Finance Research Centre Working Paper Series*, vol. 174.

*School of Finance & Economics Working Paper Series*, vol. 147.

*School of Finance & Economics Working Paper Series*, vol. 146.

*Quantitative Finance Research Centre Working Paper Series*, vol. 172.

*Centre for Empirical Macroeconomics, University of Bielefeld Working Paper Series*, vol. 101.

*Institute of Economics, Technical University of Darmstadt Working Paper Series*, vol. 167.

*Singapore Economic Review*, vol. 51, no. 3, pp. 365-394.

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*Automatica*, vol. 42, no. 8, pp. 1381-1393.

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*Central European Journal of Operations Research*, vol. 14, no. 3, pp. 261-288.

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*Journal of Economic Behavior & Organization*, vol. 61, no. 4, pp. 750-768.

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*Journal of Economic Dynamics and Control*, vol. 30, no. 9-10, pp. 1729-1753.

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*Computational Economics*, vol. 27, no. 2-3, pp. 163-183.

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*The Singapore Economic Review*, vol. 51, no. 03, pp. 365-394.

*Journal Of Economic Dynamics & Control*, vol. 29, no. 1-2, pp. 31-62.

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*International Journal Of Systems Science*, vol. 36, no. 8, pp. 501-507.

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*Applied Mathematical Finance*, vol. 12, no. 1, pp. 17-52.

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*Quantitative Finance*, vol. 5, no. 3, pp. 235-235.

*European Journal Of Operational Research*, vol. 161, no. 2, pp. 325-336.

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*Computers & Mathematics With Applications*, vol. 50, no. 38810, pp. 413-424.

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*Mathematical Finance*, vol. 15, no. 1, pp. 61-97.

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*COMPUTERS & MATHEMATICS WITH APPLICATIONS*, vol. 50, no. 3-4, pp. 413-424.

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*International Game Theory Review*, vol. 6, no. 3, pp. 391-415.

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*Global Finance Journal*, vol. 15, no. 2, pp. 171-196.

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*International Game Theory Review*, vol. 6, no. 3, pp. 343-379.

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*Chaos, Solitions & Fractals*, vol. 21, no. 2, pp. 371-386.

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*Journal Of Economic Behaviour & Organization*, vol. 54, no. 4, pp. 495-511.

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*Mathematical and Computer Modelling*, vol. 39, no. 11-12, pp. 1297-1312.

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*Studies in NonLinear Dynamics and Econometrics*, vol. 8, no. 1, pp. 1-24.

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*Chaos Solitons & Fractals*, vol. 18, no. 3, pp. 549-560.

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*Chaos Solitons & Fractals*, vol. 18, no. 5, pp. 977-993.

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*Macroeconomic Dynamics*, vol. 7, no. 4, pp. 503-536.

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*Chaos Solitons & Fractals*, vol. 18, no. 3, pp. 613-634.

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*Journal Of Futures Markets*, vol. 23, no. 12, pp. 1125-1158.

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*Keio Economics Studies*, vol. XL, no. 1, pp. 27-44.

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*Computational Economics*, vol. 22, no. 2-3, pp. 113-138.

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*Journal of Economics*, vol. 78, no. 1, pp. 96-104.

*Computational Economics*, vol. 22, no. 2-3, pp. 213-223.

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*Journal of Economics Dynamics and Control*, vol. 27, no. 3, pp. 503-531.

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*Review of Derivatives Research*, vol. 6, no. 2, pp. 129-155.

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*Quantitative Finance*, vol. 3, no. 1, pp. 0-0.

*Nonlinear Analysis: Theory, Methods & Applications*, vol. 52, no. 6, pp. 1617-1636.

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*Asia - Pacific Financial Markets*, vol. 10, no. 2-3, pp. 87-127.

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*QUANTITATIVE FINANCE*, vol. 3, no. 1, pp. C5-C5.

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*Computational Economics*, vol. 19, no. 1, pp. 95-132.

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*Computers and Mathematics with Applications*, vol. 43, no. 1/2, pp. 169-178.

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*Quantative Finance*, vol. 2, no. 5, pp. 346-353.

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*Studies in NonLinear Dynamics and Econometrics*, vol. 6, no. 1 / Article 2, pp. 1-37.

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*Journal of Economic Behaviour amd Organisation*, vol. 49, no. 2, pp. 173-197.

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*Journal Of Economics-Zeitschrift Fur Nationalokonomie*, vol. 75, no. 2, pp. 186-189.

*Asia-Pacific Financial Markets*, vol. 8, no. 1, pp. 1-22.

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*The Bulletin of the Czech Econometric Society*, vol. 7, no. 13, pp. 1-29.

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*CUBO Matematica Educational*, vol. 3, no. 2, pp. 269-284.

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*Discrete Dynamics in Nature & Society*, vol. 6, no. 2, pp. 69-99.

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*Advances in Applied Probability*, vol. 33, no. 4, pp. 794-809.

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*Quantitative Finance*, vol. 1, no. 5, pp. 509-526.

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*Central European Journal of Operational Research*, vol. 9, pp. 183-196.

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*Central European Journal of Operational Research*, vol. 9, no. 1-29, pp. 119-145.

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*Asia Pacific Financial Markets*, vol. 8, no. 4, pp. 341-360.

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*Finance & Stochastics*, vol. 5, no. 2, pp. 237-257.

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*The European Journal of Finance*, vol. 6, no. 2, pp. 113-125.

*Asia-Pacific Financial Markets*, vol. 7, no. 4, pp. 293-304.

*Journal of Economic Dynamics & Control*, vol. 24, no. 5-7, pp. 935-963.

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*Journal of Computational Finance*, vol. 3, no. 3, pp. 47-72.

*Annals Of Operations Research*, vol. 89, pp. 21-34.

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*Journal Of Economic Dynamics & Control*, vol. 23, no. 9-10, pp. 1387-1424.

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*Annals Of Operations Research*, vol. 89, pp. 35-59.

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*Macroeconomic Dynamics*, vol. 2, no. 3, pp. 345-368.

*Complexity International*, vol. 6.

*Control Engineering Practice*, vol. 5, no. 4, pp. 517-518.

*Journal of Financial Engineering*, vol. 6, no. 2, pp. 121-147.

*Chaos Solitons & Fractals*, vol. 7, no. 12, pp. 2049-2065.

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*Journal Of Economics-zeitschrift Fur Nationalokonomie*, vol. 63, no. 2, pp. 224-227.

*Journal Of Economic Behavior & Organization*, vol. 30, no. 3, pp. 327-351.

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*Chaos Solitons & Fractals*, vol. 7, no. 12, pp. 2105-2133.

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*Financial Engineering and the Japanese Markets*, vol. 3, no. 4, pp. 217-238.

*Economic Record*, vol. 71, no. 214, pp. 303-305.

*Journal Of Economic Behavior & Organization*, vol. 18, no. 3, pp. 443-445.

*European Journal of Political Economy*, vol. 7, no. 1, pp. 65-78.

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*Economic Modelling*, vol. 6, no. 4, pp. 452-456.

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*Economic Modelling*, vol. 5, no. 4, pp. 377-384.

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*Mathematical Modelling*, vol. 7, no. 9-12, pp. 1239-1244.

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*Economic Modelling*, vol. 3, no. 4, pp. 283-292.

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*International Economic Review*, vol. 25, no. 1, pp. 85-92.

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*QUARTERLY JOURNAL OF MECHANICS AND APPLIED MATHEMATICS*, vol. 28, no. AUG, pp. 317-328.

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*JOURNAL OF ENGINEERING FOR INDUSTRY-TRANSACTIONS OF THE ASME*, vol. 97, no. 1, pp. 10-13.

*JOURNAL OF AGRICULTURAL ENGINEERING RESEARCH*, vol. 20, no. 1, pp. 39-45.

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## Other

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*QFRC Research Paper*.

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*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Quantitative Finance Research Paper Series*.

*Quantitative Finance Research Paper Series*.

*Quantitative Finance Research Paper Series*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Discussion Paper Series, Department of Economics, City University, London*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydnet*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Quantitative Finance Research Paper Series*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Qunatitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*10th International conference on computing in economics and finance*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

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**Selected Peer-Assessed Projects**