Arnold is a lecturer in Economics at Queen's University Belfast. He holds a Master Degree from the University of Bielefeld and a Ph.D. in Economics from the University of Alicante. His research interests are mainly in socio-economic networks, bargaining theory,financial and computational economics but he occasionally ventures onto other ground. His current projects range from game-theoretical models of markets with repeated transactions through empirical work on socio-economic networks to the estimation of the value at risk. His recent publications include papers in Journal of Economic Theory and Journal of Industrial Economics.

Recent Publications

• 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)
• Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series
  forthcoming in Complex Systems (2010)
• Endogenous Two-Sided Markets with Repeated Transactions (with E. Winter)
  The B.E. Journal of Theoretical Economics (Advances) (2010)
• Incorporating Higher Moments into Value at Risk Forecasting (with E. Stoja)
  forthcoming in Journal of Forecasting (2009)
• 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)
• Pattern Matching In Multidimensional Time Series
  in Computational Intelligence in Economics and Finance, S.-H. Chen, P. Wang (eds.) (2003)

Working Papers

• Local Dynamic Core and Its Applications
• Dynamic Multilateral Markets (with E. Lazarowa)
• Efficient Evaluation of Multidimensional Time-Varying Density Forecasts (with E. Stoja)
• Search Engines, Internet Auctions and the Disintermediation of the Digital Economy

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