Dr Arnold Polanski
| Job Title | Contact | Location |
|---|---|---|
| Senior Lecturer in Economics |
A dot Polanski at uea dot ac dot uk
Tel: +44 (0)1603 59 7536 |
Arts Building 3.65 |
Biography
Arnold is a Senior Lecturer in the School of Economics. He holds a Master Degree from the University of Bielefeld and a PhD in Economics from the University of Alicante.
Key Research Interests
My research interests are mainly in socio-economic networks, bargaining theory, financial and computational economics with occasional ventures into other areas. My current projects range from game-theoretical models of markets with repeated transactions through empirical work on socio-economic networks to the estimation of the multidimensional value at risk.
Recent Publications
• Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series. Complex Systems 19(3), 2011
• Incorporating Higher Moments into Value at Risk Forecasting (with E. Stoja). Journal of Forecasting 29(6), 2010
• Recovering Social Networks from Individual Attributes (with D. McVicar). Forthcoming in the Journal of Mathematical Sociology, 2010
• Dynamic Density Forecasts for Multivariate Asset Returns (with E. Stoja). Forthcoming in the Journal of Forecasting, 2010
• Endogenous Two-Sided Markets with Repeated Transactions (with E. Winter). The B.E. Journal of Theoretical Economics (Advances) 10(1), 2010
• Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with Applications to Risk Management (with E. Stoja). Forthcoming in the International Journal of Forecasting, 2010
• Is the General Public Licence a Rational Choice? Journal of Industrial Economics Vol. LV, 4, 2007
• A Decentralized Model of Information Pricing in Networks. Journal of Econ Theory 136, 2007
• Bilateral Bargaining in Networks. Journal of Econ Theory 134, 2007
Working Papers
• Dynamic Multilateral Markets (with E. Lazarowa), 2010
• Voting rules and efficiency in one-dimensional bargaining games, 2011
• Hierarchical Auctions and Multilevel Mediation in Two-Sided Markets (with D. Cardona), 2009
• Peer Effects in UK Adolescent Substance Use: Never Mind the Classmates? (with D. McVicar), 2009
• Local Dynamic Core and Its Applications, 2008
Recent Publications
• Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series. Complex Systems 19(3), 2011
• Incorporating Higher Moments into Value at Risk Forecasting (with E. Stoja). Journal of Forecasting 29(6), 2010
• Recovering Social Networks from Individual Attributes (with D. McVicar). Forthcoming in the Journal of Mathematical Sociology, 2010
• Dynamic Density Forecasts for Multivariate Asset Returns (with E. Stoja). Forthcoming in the Journal of Forecasting, 2010
• Endogenous Two-Sided Markets with Repeated Transactions (with E. Winter). The B.E. Journal of Theoretical Economics (Advances) 10(1), 2010
• Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with Applications to Risk Management (with E. Stoja). Forthcoming in the International Journal of Forecasting, 2010
• Is the General Public Licence a Rational Choice? Journal of Industrial Economics Vol. LV, 4, 2007
• A Decentralized Model of Information Pricing in Networks. Journal of Econ Theory 136, 2007
• Bilateral Bargaining in Networks. Journal of Econ Theory 134, 2007
Working Papers
• Dynamic Multilateral Markets (with E. Lazarowa), 2010
• Voting rules and efficiency in one-dimensional bargaining games, 2011
• Hierarchical Auctions and Multilevel Mediation in Two-Sided Markets (with D. Cardona), 2009
• Peer Effects in UK Adolescent Substance Use: Never Mind the Classmates? (with D. McVicar), 2009
• Local Dynamic Core and Its Applications, 2008
