 Publications
Mathematics
and Physics
"Hirschman
vs. Herfindahl: Some Topological Properties of
Concentration Indexes", Mathematical
Social Sciences, Vol. 14, 1987, 299-302.
"Cycles and Circles in Roundoff Errors",
Physical Review E, Vol. 47, 1993, 4560-4563.
"Measuring Dynamical Noise in Dynamical Systems",
Physica D, Vol. 65, 1993, 289-299.
"Forecasting chaotic time-series with genetic
algorithms”, Physical Review E, Vol. 55, 1997, 2557-2568.
“A note on self-similarity in the universal sequence”,
Chaos, Solitons and Fractals Vol. 9 No.6, 1998, 965-073.
"The Number of Permutations With a Given Signature,
and the Expectations of their Elements", Discrete Mathematics, Vol. 226, 2000, 423-430
Genetic
algorithms
“A search for hidden relationships: data mining with
genetic algorithms”, Computational Economics, Vol 10 No 3, 1997, 267-277.
“The emergence of risk aversion”,
Complexity, Vol. 2 No. 4, 1997,.31-39.
"Can computers have sentiments? The case of risk
aversion and utility for wealth”, in Advances in Artificial Life, D. Floreano, J-D Nicoud, F.
Mondada (Eds.), Lecture Notes in Artificial Intelligence, Vol 1674, Springer, Heidelberg, 1999, 365- 376.
“Tinkering with genetic algorithms”, in
Evolutionary Computation in Economics and Finance, edited by Shu-Heng Chen, Physica Verlag,
Heidelberg, 2002.
“Specification search in nonlinear time-series
models using the genetic algorithm”, in Journal of Economic Dynamics and Control, Vol 26, 2002,
811-835. (with M. Beenstock)
Economics
and Econometrics
"Noise
in Autoregressive Time-Series", Economics Letters,
Vol. 37, 1991, 45-50.
"A Note on the Equitable Treatment of Mergers",
Managerial and Decision Economics Vol. 13, 1992, 543-545.
"Exchange Rate Speculation and Chaos Inducing
Intervention", Journal of Economic Behavior and Organization, Vol. 24, 1994, 363-368..
"Noise in unspecified, non-linear time-series",
Journal of Econometrics, Vol. 78, 1997, 229-255.
Finance
“Tick
size, the compass rose and market nanostructure”,
Journal of Banking and Finance Vol. 22,
No. 12, 1998, 1559-1570.
“A Symmetric Pattern in Financial Markets”,
Symmetry: Culture and Science Vol. 9 No. 2-4, 1998, 421-430.
“Zig-Zag Movements and Near Neighbors in the Foreign
Exchange Market”, International Journal of Theoretical and Applied Finance, Vol. 3, 2000, 421-422.
Insurance and Risk Aversion
"The
Hypotheses of Absolute and Relative Risk Aversion: An
Empirical Study Using Cross-Section Data", The Geneva Papers on Risk and Insurance, Vol.
8, October 1983, 336-349.
"The Aggregation of Risk Aversions",
Mathematical Social Sciences, Vol. 5, October 1983, 55-59.
"Optimal Insurance Coverage", Journal of Risk
and Insurance, Vol. 52, December 1985, 704-710.
"Relative Risk Aversion Around the Word",
Economics Letters, Vol. 20, January 1986, 19-21.
"Measuring Risk Aversion: An Alternative Approach",
Review of Economics and Statistics, Vol. 68, February 1986, 156-159.
"Uber das Risikoverhalten in der Schweiz" (On Behavior under
Risk in Switzerland), Swiss Journal of Economics and Statistics, September 1986, 463-470.
"The Decision to Buy or Sell Insurance under
Constant Relative Risk Aversion", The Geneva Papers
on Risk and Insurance, Vol.12, 1987, 34-36.
"On the Stability of Relative Risk Aversion over
Time", Essays in Memory of Irwin Friend, edited by Marshall Sarnat and Giorgio Szego, North-Holland,
Amsterdam, 1988, 113-121.
"Risk Aversion and Demand for Insurance",
Studies in Banking and Finance, Vol. 6, 1988, 1-125.
"Risk Aversion as a Function of Variance and
Skewness", in Chican et al. (Eds), Progress in Decision, Utility, and Risk Theory, Kluwer Academic
Publishers, Doordrecht, 1991, 355-363.
"Insurance Buying Gamblers", Theory and
Decision, Vol. 32, 1992, 203-207.
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