About
Bàrbara Llacay holds a PhD from the University of Barcelona, and a degree in mathematics from the Polytechnic University of Catalonia. She is Associate Professor of mathematics at the University of Barcelona and is doing research on agent-based simulation of financial markets. She has managed several EC funded projects in ICT at CIMNE.
Professional Information
Position: Researcher
Institution:
International Centre for Numerical Methods in Engineering
Second Institution:
Universitat de Barcelona
Skills & Interests
No skills or interests information provided yet.
Articles (external contributions)
Impact of value-at-risk models on market stability
B Llacay, G Peffer
Journal of Economic Dynamics and Control 82, 223-256, 2017
Realistic agent-based simulation of financial crises: the 1998 turmoil
B LLACAY, G PEFFER
Computational Intelligence In Business And Economics, 189-196, 2010
Foundations for a Framework for Multiagent-Based Simulation of Macrohistorical Episodes in Financial Markets
B Llacay, G Peffer
Artificial Economics, 129-144, 2009
Higher-order simulations: Strategic investment under model-induced price patterns
G Peffer, B Llacay
Journal of Artificial Societies and Social Simulation 10 (2), 6, 2007
Simulación basada en agentes del efecto inestabilizador de las técnicas VaR
B Llacay, G Peffer
Quaderns de Política Econòmica, 30-49, 2005
- International Centre for Numerical Methods in Engineering
- Researcher
- Member since February 2018