Mark Paddrik
Mark Paddrik
Office of Financial Research, U.S. Treasury
確認したメール アドレス: ofr.treasury.gov - ホームページ
タイトル
引用先
引用先
An Agent-based Model for Financial Vulnerability
R Bookstaber, ME Paddrik, B Tivnan
Journal of Economic Interaction and Coordination 13 (2), 433-465, 2018
662018
An agent based model of the E-Mini S&P 500 applied to Flash Crash analysis
M Paddrik, R Hayes, A Todd, S Yang, P Beling, W Scherer
2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012
602012
Bank Networks and Systemic Risk: Evidence from the National Banking Acts
H Anderson, M Paddrik, JJ Wang
American Economic Review 109 (9), 3125-3161, 2019
35*2019
Behavior based learning in identifying high frequency trading strategies
S Yang, M Paddrik, R Hayes, A Todd, A Kirilenko, P Beling, W Scherer
2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012
352012
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks
A Liu, M Paddrik, SY Yang, X Zhang
Journal of Banking & Finance 112, 2020
322020
Contagion in Derivative Markets
M Paddrik, S Rajan, HP Young
Management Science 66 (8), 3603-3616, 2020
28*2020
An Agent-based Model for Crisis Liquidity Dynamics
R Bookstaber, ME Paddrik
OFR Working Paper 15 (18), 2015
272015
How Safe are Central Counterparties in Credit Default Swap Markets?
HP Young, M Paddrik
Mathematics and Financial Economics 15 (1), 41-57, 2021
21*2021
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets
J Cetina, ME Paddrik, S Rajan
Journal of Financial Stability 35, 38-52, 2018
212018
A study of dark pool trading using an agent-based model
SYK Mo, M Paddrik, SY Yang
2013 IEEE Conference on Computational Intelligence for Financial Engineering …, 2013
192013
Agent based model of the e-mini future: application for policy making
R Hayes, M Paddrik, A Todd, S Yang, P Beling, W Scherer
Proceedings of the Winter Simulation Conference 2012, 111, 2012
162012
Effects of Limit Order Book Information Level on Market Stability Metrics
ME Paddrik, R Hayes, P Beling, W Scherer
Journal of Economic Interaction and Coordination 12 (2), 221–247, 2017
112017
Visual Analysis to Support Regulators in Electronic Order Book Markets
ME Paddrik, R Haynes, A Todd, W Scherer, PA Beling
Environment Systems and Decisions 36 (2), 167-182, 2016
5*2016
Central Counterparty Default Waterfalls and Systemic Loss
S Ghamami, M Paddrik, S Zhang
OFR Working Paper 20 (4), 2020
3*2020
Intermediation Networks and Market Liquidity: Evidence from CDS Markets
ME Paddrik, S Tompaidis
OFR Working Paper 19 (1), 2019
3*2019
Visualizations for Sense-making in Financial Market Regulation
M Paddrik, R Haynes, A Todd, W Scherer, P Beling
IEEE International Conference on Big Data 2014, 730-735, 2014
3*2014
Revolutionizing Financial Engineering Education: Simulation-Based Strategies for Learning
M Olfat, M Paddrik, R Hayes, K Wold
Proceedings of the 120th ASEE Annual Conference, 2013
32013
Cross-Asset Tandem Trading and Extraordinary Volatility
R Garrison, PK Jain, ME Paddrik
OFR Working Paper, 19 (4), 2019
1*2019
Replication data for: Bank Networks and Systemic Risk: Evidence from the National Banking Acts
H Anderson, M Paddrik, JJ Wang
Inter-university Consortium for Political and Social Research (ICPSR), 2019
2019
Interconnectedness and Systemic Risk: Evidence from the National Banking Acts
ME Paddrik, H Anderson, JJ Wang
Available at SSRN 2697961, 2015
2015
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