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Rock around the Clock : An agent-based model of low- and high-frequency trading

Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini , Giorgio Fagiolo
Journal of Evolutionary Economics, 2016, 26 (1), pp.49-76. ⟨10.1007/s00191-015-0418-4⟩
Journal articles hal-01512863v1

Rock around the clock: An agent-based model of low- and high-frequency trading

Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini , Giorgio Fagiolo
Colloque annuel du GDRE \Monnaie, Banque, Finance du CNRS, 2014, Lyon, France
Conference papers hal-01515227v1

Sustainability of the French first pillar pension scheme (CNAV)

Florence Legros , Frédéric Gannon , Stéphane Hamayon , Vincent Touzé
Australian journal of actuarial practice, 2014, 2, pp.33-45
Journal articles hal-01513971v1

Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading

Sandrine Jacob Leal , Mauro Napoletano
22nd International Conference on Computing in Economics and Finance (CEF), 2016, Bordeaux, France
Conference papers hal-01512779v1

The French Mandatory Occupational Pension Scheme: History and Properties of a Point System

Frédéric Gannon , Florence Legros , Vincent Touzé
Marta Peris-Ortiz; José Álvarez-García; Inmaculada Domínguez-Fabián; Pierre Devolder. Economics Challenges of Pensions Systems: A Sustainability and International Management Perspective, Springer International Publishing, pp.211-233, 2020, 9783030379117. ⟨10.1007/978-3-030-37912-4_10⟩
Book sections hal-02521185v1

High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments

Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini , Giorgio Fagiolo
Paris Financial Management Conference (PFMC), 2015, Paris, France
Conference papers hal-01508005v1

La java des fréquences : une explication du « krach éclair » / Rock around the clock : an explanation of flash crashes, Blog OFC

Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini , Giorgio Fagiolo
2014
Other publications hal-01514010v1

Automatic Balancing Mechanisms in Practice: What Lessons for Pension Policy Makers?

Frédéric Gannon , Florence Legros , Vincent Touzé
Marco Corazza; María Durbán; Aurea Grané; Cira Perna; Marilena Sibillo. Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp.369 - 373, 2018, 978-3-319-89823-0, 978-3-319-89824-7. ⟨10.1007/978-3-319-89824-7_66⟩
Book sections hal-03397949v1

Retraites : « Le recul effectif est inférieur au recul théorique de l’âge de départ »

Florence Legros , Vincent Touzé
2022
Other publications hal-04017357v1

Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading

Sandrine Jacob Leal , Mauro Napoletano
4th International Symposium in Computational Economics and Finance (ISCEF), 2016, Paris, France
Conference papers hal-01512780v1
Image document

Sustainability of the French first pillar pension scheme (CNAV): assessing automatic balance mechanisms

Frédéric Gannon , Stéphane Hamayon , Florence Legros , Vincent Touzé
Australian journal of actuarial practice, 2014
Journal articles hal-02093458v1

High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments

Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini , Giorgio Fagiolo
Economic Science with Heterogeneous Interacting Agents (WEHIA), 2015, Sophia-Antipolis, France
Conference papers hal-01508009v1

Automatic Balancing Mechanism and Discount Rate: Towards an Optimal Transition to Balance Pay-As-You-Go Pension Scheme Without Intertemporal Dictatorship?

Frédéric Gannon , Florence Legros , Vincent Touzé
Corazza Marco; Gilli Manfred; Perna Cira; Pizzi Claudio; Sibillo Marilena. Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp.223-228, 2021, 978-3-030-78964-0 ; 978-3-030-78965-7. ⟨10.1007/978-3-030-78965-7_33⟩
Book sections hal-03498096v1

Sustainability of pension schemes

Frédéric Gannon , Florence Legros , Vincent Touzé
Revue de l'OFCE, 2020, Construire un système de retraite juste et soutenable, 170 (6), pp.377-401. ⟨10.3917/reof.170.0377⟩
Journal articles hal-03137095v1

High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments

Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini , Giorgio Fagiolo
5th International Conference of the Financial Engineering and Banking Society (FEBS), 2015, Nantes, France
Conference papers hal-01508006v1
Image document

Construire un système de retraite juste et soutenable. Introduction

Luc Arrondel , Carole Bonnet , Frédéric Gannon , Gilles Le Garrec , Florence Legros , et al.
Revue de l'OFCE, 2020, Construire un système de retraite juste et soutenable, 6 (170), pp.5-13. ⟨10.3917/reof.170.0005⟩
Journal articles hal-03466681v1

Market volatility and crashes in experimental nancial markets with interactions between human and high-frequency traders

Sandrine Jacob Leal , Nobuyuki Hanaki , Mauro Napoletano
Experimental Finance conference 2017, 2017, Nice, France
Conference papers hal-01772345v1
Image document

Rock around the clock: an agent-based model of low- and high-frequency trading

Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini , Giorgio Fagiolo
2014
Preprints, Working Papers, ... hal-01070542v1

Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading

Sandrine Jacob Leal , Mauro Napoletano
[Research Report] Cahier de recherche du CEREFIGE. 2016
Reports hal-01512781v1