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Alexander V. Outkin

Personal Details

First Name:Alexander
Middle Name:V.
Last Name:Outkin
Suffix:
RePEc Short-ID:pou54
[This author has chosen not to make the email address public]

Affiliation

Sandia National Laboratories

http://www.sandia.gov
Albuquerque, NM
Sandia National Laboratories, P.O. Box 5800, Albuquerque, NM 87185
(505) 284-5200

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Berninghaus, Siegfried & Haller, Hans & Outkin, Alexander, 2005. "Neural Networks and Contagion," Papers 05-35, Sonderforschungsbreich 504.

Articles

  1. Andjelka Kelic & Zachary A. Collier & Christopher Brown & Walter E. Beyeler & Alexander V. Outkin & Vanessa N. Vargas & Mark A. Ehlen & Christopher Judson & Ali Zaidi & Billy Leung & Igor Linkov, 2013. "Decision framework for evaluating the macroeconomic risks and policy impacts of cyber attacks," Environment Systems and Decisions, Springer, vol. 33(4), pages 544-560, December.
  2. Siegfried Berninghaus & Hans Haller & Alexander Outkin, 2006. "Neural networks and contagion," Revue d'économie industrielle, De Boeck Université, vol. 0(2), pages 11-11.
  3. Outkin, Alexander V., 2003. "Cooperation and local interactions in the Prisoners' Dilemma Game," Journal of Economic Behavior & Organization, Elsevier, vol. 52(4), pages 481-503, December.

Chapters

  1. Vincent Darley & Alexander V Outkin, 2007. "Future Developments of the Model," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 9, pages 127-129, World Scientific Publishing Co. Pte. Ltd..
  2. Vincent Darley & Alexander V Outkin, 2007. "Validation: After Decimalization and the Tick-Size Change," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 8, pages 119-125, World Scientific Publishing Co. Pte. Ltd..
  3. Vincent Darley & Alexander V Outkin, 2007. "Foresight, Unpredictability and Strategies," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
  4. Vincent Darley & Alexander V Outkin, 2007. "Spread Clustering," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 4, pages 71-80, World Scientific Publishing Co. Pte. Ltd..
  5. Vincent Darley & Alexander V Outkin, 2007. "Market Dynamics — Analytical Results," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 2, pages 21-37, World Scientific Publishing Co. Pte. Ltd..
  6. Vincent Darley & Alexander V Outkin, 2007. "Learning, Evolution and Tick Size Effects," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 5, pages 81-87, World Scientific Publishing Co. Pte. Ltd..
  7. Vincent Darley & Alexander V Outkin, 2007. "Calibration," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 6, pages 89-110, World Scientific Publishing Co. Pte. Ltd..
  8. Vincent Darley & Alexander V Outkin, 2007. "Agent-Based Model and Simulation Results," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 3, pages 39-70, World Scientific Publishing Co. Pte. Ltd..
  9. Vincent Darley & Alexander V Outkin, 2007. "Phase Transitions in the Market," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 7, pages 111-117, World Scientific Publishing Co. Pte. Ltd..

Books

  1. Vince Darley & Alexander V Outkin, 2007. "A NASDAQ Market Simulation:Insights on a Major Market from the Science of Complex Adaptive Systems," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6217, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Berninghaus, Siegfried & Haller, Hans & Outkin, Alexander, 2005. "Neural Networks and Contagion," Papers 05-35, Sonderforschungsbreich 504.

    Cited by:

    1. Jacques Durieu & Philippe Solal, 2012. "Models of adaptive learning in game theory," Post-Print halshs-00667674, HAL.
    2. Berninghaus, Siegfried & Haller, Hans, 2007. "Pairwise interaction on random graphs," Papers 06-16, Sonderforschungsbreich 504.

Articles

  1. Andjelka Kelic & Zachary A. Collier & Christopher Brown & Walter E. Beyeler & Alexander V. Outkin & Vanessa N. Vargas & Mark A. Ehlen & Christopher Judson & Ali Zaidi & Billy Leung & Igor Linkov, 2013. "Decision framework for evaluating the macroeconomic risks and policy impacts of cyber attacks," Environment Systems and Decisions, Springer, vol. 33(4), pages 544-560, December.

    Cited by:

    1. Daniel DiMase & Zachary A. Collier & Jinae Carlson & Robin B. Gray & Igor Linkov, 2016. "Traceability and Risk Analysis Strategies for Addressing Counterfeit Electronics in Supply Chains for Complex Systems," Risk Analysis, John Wiley & Sons, vol. 36(10), pages 1834-1843, October.
    2. Alexander A. Ganin & Phuoc Quach & Mahesh Panwar & Zachary A. Collier & Jeffrey M. Keisler & Dayton Marchese & Igor Linkov, 2020. "Multicriteria Decision Framework for Cybersecurity Risk Assessment and Management," Risk Analysis, John Wiley & Sons, vol. 40(1), pages 183-199, January.
    3. Zachary A. Collier & Igor Linkov & James H. Lambert, 2013. "Four domains of cybersecurity: a risk-based systems approach to cyber decisions," Environment Systems and Decisions, Springer, vol. 33(4), pages 469-470, December.
    4. Daniel DiMase & Zachary A. Collier & Kenneth Heffner & Igor Linkov, 2015. "Systems engineering framework for cyber physical security and resilience," Environment Systems and Decisions, Springer, vol. 35(2), pages 291-300, June.
    5. Cheung, Kam-Fung & Bell, Michael G.H. & Bhattacharjya, Jyotirmoyee, 2021. "Cybersecurity in logistics and supply chain management: An overview and future research directions," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 146(C).

  2. Siegfried Berninghaus & Hans Haller & Alexander Outkin, 2006. "Neural networks and contagion," Revue d'économie industrielle, De Boeck Université, vol. 0(2), pages 11-11.
    See citations under working paper version above.
  3. Outkin, Alexander V., 2003. "Cooperation and local interactions in the Prisoners' Dilemma Game," Journal of Economic Behavior & Organization, Elsevier, vol. 52(4), pages 481-503, December.

    Cited by:

    1. Jianjun Lu & Shozo Tokinaga, 2016. "Cluster fluctuation in two-dimensional lattices with local interactions," Computational and Mathematical Organization Theory, Springer, vol. 22(2), pages 237-259, June.
    2. Hanjoon Michael Jung, 2012. "Ability-based Cooperation in a Prisoner’s Dilemma Game," Korean Economic Review, Korean Economic Association, vol. 28, pages 137-160.
    3. Berninghaus, Siegfried K. & Haller, Hans & Outkin, Alexander, 2005. "Neural Networks and Contagion," Sonderforschungsbereich 504 Publications 05-35, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    4. Waltman, L. & van Eck, N.J.P. & Dekker, R. & Kaymak, U., 2011. "An evolutionary model of price competition among spatially distributed firms," Econometric Institute Research Papers EI 2011-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. Oded Stark & Doris Behrens, 2010. "An evolutionary edge of knowing less (or: On the ‘curse’ of global information)," Journal of Evolutionary Economics, Springer, vol. 20(1), pages 77-94, January.
    6. Jianjun Lu & Shozo Tokinaga, 2013. "Analysis of cluster formations on planer cells based on genetic programming," Computational and Mathematical Organization Theory, Springer, vol. 19(4), pages 426-445, December.
    7. Berninghaus, Siegfried & Haller, Hans, 2007. "Pairwise interaction on random graphs," Papers 06-16, Sonderforschungsbreich 504.
    8. Xie Nenggang & Ye Ye & Bao Wei & Wang Meng, 2020. "A New Type of Evolutionary Strategy Based on a Multi-player Iterated Prisoner’s Dilemma Game," Journal of Systems Science and Information, De Gruyter, vol. 8(1), pages 67-81, February.
    9. Hsiao‐Chi Chen & Shi‐Miin Liu, 2023. "International environmental agreements under different evolutionary imitation mechanisms," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(2), pages 248-289, June.

Chapters

  1. Vincent Darley & Alexander V Outkin, 2007. "Learning, Evolution and Tick Size Effects," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 5, pages 81-87, World Scientific Publishing Co. Pte. Ltd..

    Cited by:

    1. Robert Axtell, 2007. "What economic agents do: How cognition and interaction lead to emergence and complexity," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 20(2), pages 105-122, September.
    2. Richard Bookstaber & Michael D. Foley & Brian F. Tivnan, 2015. "Market Liquidity and Heterogeneity in the Investor Decision Cycle," Working Papers 15-03, Office of Financial Research, US Department of the Treasury.
    3. Brian Tivnan & Matthew Koehler & Matthew McMahon & Matthew Olson & Neal Rothleder & Rajani Shenoy, 2011. "Adding to the Regulator's Toolbox: Integration and Extension of Two Leading Market Models," Papers 1105.5439, arXiv.org.

Books

  1. Vince Darley & Alexander V Outkin, 2007. "A NASDAQ Market Simulation:Insights on a Major Market from the Science of Complex Adaptive Systems," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6217, December.

    Cited by:

    1. Richard Bookstaber, 2012. "Using Agent-Based Models for Analyzing Threats to Financial Stability," Working Papers 12-03, Office of Financial Research, US Department of the Treasury.
    2. Mark Paddrik & Roy Hayes & William Scherer & Peter Beling, 2014. "Effects of Limit Order Book Information Level on Market Stability Metrics," Working Papers 14-09, Office of Financial Research, US Department of the Treasury.
    3. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
    4. Liudmila G. Egorova, 2014. "The Effectiveness Of Different Trading Strategies For Price-Takers," HSE Working papers WP BRP 29/FE/2014, National Research University Higher School of Economics.
    5. Victor Storchan & Svitlana Vyetrenko & Tucker Balch, 2021. "Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators," Papers 2108.00664, arXiv.org.
    6. Colin M. Van Oort & Ethan Ratliff-Crain & Brian F. Tivnan & Safwan Wshah, 2023. "Adaptive Agents and Data Quality in Agent-Based Financial Markets," Papers 2311.15974, arXiv.org.
    7. Saki Kawakubo & Kiyoshi Izumi & Shinobu Yoshimura, 2014. "Analysis Of An Option Market Dynamics Based On A Heterogeneous Agent Model," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 21(2), pages 105-128, April.
    8. Svitlana Vyetrenko & David Byrd & Nick Petosa & Mahmoud Mahfouz & Danial Dervovic & Manuela Veloso & Tucker Hybinette Balch, 2019. "Get Real: Realism Metrics for Robust Limit Order Book Market Simulations," Papers 1912.04941, arXiv.org.
    9. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.
    10. Gelman, Sergey & Lushchikov, Roman, 2015. "Stock liquidity in forefront of anticipated announcements," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113176, Verein für Socialpolitik / German Economic Association.
    11. Didier SORNETTE, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series 14-25, Swiss Finance Institute.
    12. Xinhui Yang & Jie Zhang & Qing Ye, 2020. "Tick size and market quality: Simulations based on agent‐based artificial stock markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(3), pages 125-141, July.
    13. Takanobu Mizuta, 2019. "An agent-based model for designing a financial market that works well," Papers 1906.06000, arXiv.org.
    14. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
    15. Kang Gao & Perukrishnen Vytelingum & Stephen Weston & Wayne Luk & Ce Guo, 2022. "High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach," Papers 2208.13654, arXiv.org.
    16. Richard Bookstaber & Mark Paddrik, 2015. "An Agent-Based Model of Liquidity," Working Papers 15-18, Office of Financial Research, US Department of the Treasury.
    17. Andjelka Kelic & Zachary A. Collier & Christopher Brown & Walter E. Beyeler & Alexander V. Outkin & Vanessa N. Vargas & Mark A. Ehlen & Christopher Judson & Ali Zaidi & Billy Leung & Igor Linkov, 2013. "Decision framework for evaluating the macroeconomic risks and policy impacts of cyber attacks," Environment Systems and Decisions, Springer, vol. 33(4), pages 544-560, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-GTH: Game Theory (1) 2005-11-19

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