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Piotr Zegadło

Kozminski University

ul. Jagiellonska 57/59

Warsaw, 03-301

Poland

http://www.kozminski.edu.pl/en/facultyresearch/faculty-search/faculty/?id=6043

  • Kozminski University

SCHOLARLY PAPERS

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Scholarly Papers (3)

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Agent-Based Models, Heterogeneous Agent Models, Model Calibration, Computation Time, Optimisation, Gradient Boosting, Machine Learning, XGBoost, Shapley Values, SHAP

2.

Identifying Bull and Bear Market Regimes With a Robust Rule-Based Method

Posted: 13 Jun 2019
Piotr Zegadło
Kozminski University

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Financial market, Market regimes, Financial cycle, Bull market, Bear market

3.

Bull and Bear Market Regimes Within a Heterogeneous Agent Model

Posted: 13 Jun 2019
Piotr Zegadło and Roald J. Versteeg
Kozminski University and Imperial College London - Accounting, Finance, and Macroeconomics

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Heterogeneous expectations; Cycles; Market regimes; Fundamentalists; Chartists