Articles and Working Papers

Peffer, G. and Llacay, B. (2007). Higher-Order Simulations: Strategic Investment under Model-Induced Market Structures. JASSS, Vol. 10(2).

Llacay, B. and Peffer, G. (2005). Simulación basada en agentes del efecto inestabilizador de las tecnicas VaR. Quaderns de Política Econòmica (Universitat de València).

Llacay, B. and Peffer, G. (2004). "Cobertura de una Cartera de Bonos con Forwards en Tiempo Continuo." Document de Treball 7/04, IAFI.

Book chapters

Llacay, B. and Peffer, G. (2009). Foundations for a Framework for Multiagent-Based Simulation of Macrohistorical Episodes in Financial Markets. In: Hernández, C., Posada, M., and López-Paredes, A. (Eds.) Artificial economics: the generative method in economics, Springer, Berlin.

Newspaper Articles

Franzolini, P., Mora, J. and Peffer, G. (2006). Abrirse al Código Abierto. After the Bell, 5(1), 100-109. May 2006.

Conferences

Llacay, B. and Peffer, G. (2010). Realistic agent-based simulation of financial crises: The 1998 turmoil. International Conference on Modelling and Simulation in Engineering, Economics and Management. July 15-17, 2010, Barcelona, Spain.

Llacay, B. and Peffer, G. (2009). Foundations for a Framework for Multiagent-Based Simulation of Macrohistorical Episodes in Financial Markets. Artificial Economics 2009. September 10-11, 2009, Valladolid, Spain.

Koppe, B., Llacay, B. and Peffer G. (2008) RAMWASS decision support system (DSS) for the risk assessment of water-sediment-soil systems – Application of a DSS prototype to a test site in the lower part of the Elbe river valley, Germany. European Conference on Flood Risk Management. September 30 - October 2, 2008, Oxford, United Kingdom.

Oñate, E. and Peffer, G. (2007). Establishing Effective Crossborder Networks of Infrastructures and RTD Stakeholders. The Case of Cimne. ECRI 2007 - 4th European Conference on Research Infrastructures. June 5-6, 2007, Hamburg, Germany.

Peffer, G. (2007). Structure-Altering Interventions, Counterperformativity, and Explanation (abstract). I Congrés Català de Filosofia. March 21-23, 2007, Barcelona, Spain.

Peffer, G. and Mora, J. (2005). Multi-agent scientific computing. Short paper presented at the VI Symposium on Artificial Intelligence AI-METH 2005. November 16-18, 2005, Gliwice, Poland.

Peffer, G. and Llacay, B. (2005). Counterperformativity in Financial Risk Management: A Simulation Study. Presented at ESSA 2005. September 5-9, 2005, Koblenz, Germany.

Llacay, B., Peffer, G., and Franzolini, P. (2005). Multiagent Modelling in the Digital Content Sector. Presented at the International Conference on Modelling and Simulation 2005. July 6-8, 2005, Rouen, France.

Peffer, G. (2004). Multi-Agent Modelling of Financial Crises. Presented at the International Conference on Modelling and Simulation 2004. September 22-24, 2004, Valladolid, Spain.

Peffer, G. and Llacay, B. (2004). Higher-Order Simulations: Strategic Investment under Model-Induced Market Structures. Presented at the International Conference on Modelling and Simulation 2004. September 22-24, 2004, Valladolid, Spain.

Noria, X., Gilbert, N., and Peffer, G. (2004). Simma: A Toolkit for Participatory Business Simulations. International Sociological Association Research Committee on Logic and Methodology (RC33) Midterm Conference. August 16-20, 2004, Amsterdam, The Netherlands.

Llacay, B. and Peffer, G. (2004). Modelo evolutivo del impacto de técnicas VaR en los mercados financieros. Presented at 7th Spanish-Italian Meeting on Financial Mathematics. July 8-9, 2004, Cuenca, Spain.

Peffer, G. (2004). The Effects of VaR Position Limits on Endogenous Price Formation in Financial Markets. Presented at 7th Spanish-Italian Meeting on Financial Mathematics. July 8-9, 2004, Cuenca, Spain.

Swatman, P. M. C. and Peffer G. (2003) (Joint Workshop Chair). SimWeb Workshop on eBusiness Models in the Digital Online Music and News Sectors, The 16th Bled eCommerce Conference. June 9-11, 2003, Bled, Slovenia.

Cross, M. and Peffer, G. (2001). An Overview of the Challenges in the Computational Modelling of Multi-Physics Processes. 1st Annual FENET Workshop. November 13-15, 2001, Wiesbaden, Germany.