Youwei is a Senior Lecturer in Finance at Queen's University Belfast. His research interests include financial econometrics, quantitative finance, and agent-based modelling of financial markets.

Recent Publications

• Econometric analysis of microscopic simulation models (PDF 528 KB)
  Quantitative Finance (2011)
• Do Benchmark African Equity Indices Exhibit the Stylized Facts? (PDF 874 KB)
  Global Finance Journal, 21 (1), 71-97. (2010)
• Financial Bubbles: A Learning Effect Modelling Approach
  in Natural Computing in Computational Finance, Volume 2, Anthony Brabazon and Michael O'Neill (Eds.), Studies in Computational Intelligence, Springer-Verlag Berlin Heidelberg, ISBN 978-3-540-95973-1, 117-135. (2009)
• Heterogeneity, convergence, and autocorrelations
  Quantitative Finance, 8 (1), 59-79. (2008)
• Can trend followers survive in the long-run? Insights from agent-based modelling
  in A. Brabazon and M. O'Neill (Eds.): Natural Computing in Computational Finance, Springer-Verlag, Berlin, Heideberg. ISBN 978-3-540-77476-1, 253-269. (2008)
• Power-law behaviour, heterogeneity, and trend chasing
  Journal of Economic Dynamics & Control 31(10), 3396-3426. (2007)
• The econometric analysis of agent-based models in finance: An application
  in H. Yin et al. (Eds.): Intelligent Data Engineering and Automated Learning - IDEAL 2007, Lecture Notes in Computer Science series 4881, Springer-Verlag, Berlin, Heideberg, 1081-1091. ISBN 978-3-540-77225-5. (2007)
• On microscopic simulation models of financial markets
  Tilburg University. ISBN: 90 5668 172 9. (2006)

Working Papers

• The Econometric Analysis of Microscopic Simulation Models
• The non- and semiparametric analysis of MS models: Some applications
• Long Memory, Heterogeneity, and Trend Chasing
• Heterogeneity, Profitability, and Autocorrelations