Jasmina Arifovic

Simon Fraser University (SFU) - Department of Economics

8888 University Drive

Burnaby, British Columbia V5A 1S6

Canada

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 43,138

in Total Papers Downloads

2,483

TOTAL CITATIONS
Rank 10,122

SSRN RANKINGS

Top 10,122

in Total Papers Citations

169

Scholarly Papers (14)

1.

High Frequency Trading in FinTech age: AI with Speed

Number of pages: 68 Posted: 28 Apr 2016 Last Revised: 24 Nov 2019
Jasmina Arifovic, Xuezhong He and Lijian Wei
Simon Fraser University (SFU) - Department of Economics, Xi'an Jiaotong-Liverpool University (XJTLU) and Sun Yat-sen University (SYSU)
Downloads 1,180 (38,750)
Citation 2

Abstract:

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High frequency trading, FinTech, artificial intelligence, genetic algorithm, limit order market

2.

Machine Learning and Speed in High-Frequency Trading

Number of pages: 50 Posted: 14 Jun 2021 Last Revised: 02 Aug 2022
Jasmina Arifovic, Xuezhong He and Lijian Wei
Simon Fraser University (SFU) - Department of Economics, Xi'an Jiaotong-Liverpool University (XJTLU) and Sun Yat-sen University (SYSU)
Downloads 494 (123,056)
Citation 4

Abstract:

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High-frequency trading, price efficiency, machine learning, genetic algorithm, limit order market

3.

Social Learning and Monetary Policy Rules

Number of pages: 37 Posted: 07 Mar 2007
Jasmina Arifovic, James Bullard and Olena Kostyshyna
Simon Fraser University (SFU) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Simon Fraser University (SFU)
Downloads 101 (564,552)
Citation 115

Abstract:

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New Keynesian macroeconomics, genetic algorithm learning

4.

Stabilizing Expectations at the Zero Lower Bound: Experimental Evidence

Number of pages: 91 Posted: 22 Feb 2016 Last Revised: 12 Apr 2017
Jasmina Arifovic and Luba Petersen
Simon Fraser University (SFU) - Department of Economics and Simon Fraser University (SFU) - Department of Economics
Downloads 96 (583,913)
Citation 17

Abstract:

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monetary policy, expectations, zero lower bound, learning to forecast, communication, laboratory experiment

5.

Social Learning and Monetary Policy at the Effective Lower Bound

Number of pages: 86 Posted: 19 Jan 2021 Last Revised: 28 Feb 2024
Simon Fraser University (SFU) - Department of Economics, Oesterreichische Nationalbank (OeNB), Government of Canada - Bank of Canada and CMAP, Ecole polytechnique, Institut Polytechnique de Paris
Downloads 88 (616,679)
Citation 2

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Inflation Targeting, Heterogeneous Expectations, Effective Lower Bound, Communication

6.

Learning to Live in a Liquidity Trap

NBER Working Paper No. w23725
Number of pages: 32 Posted: 21 Aug 2017 Last Revised: 30 Apr 2023
Jasmina Arifovic, Stephanie Schmitt-Grohé and Martín Uribe
Simon Fraser University (SFU) - Department of Economics, Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 83 (638,772)
Citation 16

Abstract:

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7.

Efficiency Gains through Social Influence in a Minimum Effort Game

Bielefeld Working Papers in Economics and Management No. 01-2020
Number of pages: 53 Posted: 01 Feb 2020
Jasmina Arifovic, Herbert Dawid and Mariam Nanumyan
Simon Fraser University (SFU) - Department of Economics, Bielefeld University - Department of Business Administration and Economics and Bielefeld University - Department of Business Administration and Economics
Downloads 77 (666,910)

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Minimum Effort Game, Expectation Formation, Social Influence, Belief Communication

8.

Strategic Uncertainty and the Power of Extrinsic Signals – Evidence from an Experimental Study of Bank Runs

Number of pages: 45 Posted: 18 Jul 2019
Jasmina Arifovic and Janet Jiang
Simon Fraser University (SFU) - Department of Economics and Bank of Canada
Downloads 68 (713,864)
Citation 7

Abstract:

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Bank Runs, Extrinsic Signals, Sunspots, Experiment, Financial Crises, Strategic Uncertainty

9.

History-Dependent Monetary Policy: A Lab Experiment And A Henk Model

Number of pages: 62 Posted: 28 Sep 2023
Jasmina Arifovic, Isabelle Salle and Hung Truong
Simon Fraser University (SFU) - Department of Economics, University of Ottawa and Simon Fraser University (SFU)
Downloads 66 (725,434)

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heterogeneous expectations, Learning, central bank communication, lab experiments

10.

Adoption of a New Payment Method: Experimental Evidence

Number of pages: 72 Posted: 13 Jan 2022
Jasmina Arifovic, John Duffy and Janet Jiang
Simon Fraser University (SFU) - Department of Economics, University of California, Irvine and Bank of Canada
Downloads 65 (731,161)
Citation 6

Abstract:

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Payment methods, network effects, experimental economics

11.

Learning the Ramsey Outcome in a Kydland & Prescott Economy

Number of pages: 23 Posted: 28 Aug 2014
Jasmina Arifovic and Murat Yildizoglu
Simon Fraser University (SFU) - Department of Economics and University of Angers - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Downloads 61 (755,379)

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learning in the Kydland-Prescott environment, artificial neural networks, Ramsey outcome

12.

A More Accurate Theory of Behavior in Continuous Double Auctions

Number of pages: 48 Posted: 19 Jul 2023
Simon Fraser University (SFU) - Department of Economics, Simon Fraser University (SFU), California Institute of Technology (Caltech) - Division of the Humanities and Social Sciences, University of Technology Sydney (UTS) and UNSW Business School, Economics, University of New South Wales
Downloads 60 (761,601)

Abstract:

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Learning, Continuous Double Auction, Market Experiment

13.

An Individual Evolutionary Learning Model Meets Cournot

ISER DP No. 1200
Number of pages: 40 Posted: 24 Mar 2023
Jasmina Arifovic, Liang Diao and Nobuyuki Hanaki
Simon Fraser University (SFU) - Department of Economics, Simon Fraser University (SFU) - Department of Economics and Osaka University - Institute of Social and Economic Research
Downloads 44 (881,030)

Abstract:

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Individual Evolutionary Learning, Oligopoly, Experiment

14.

The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies

JOURNAL OF POLITICAL ECONOMY, Vol. 104, No. 3, June 1996
Posted: 18 May 1998
Jasmina Arifovic
Simon Fraser University (SFU) - Department of Economics

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