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He was a Sloan Fellow, and is a recent recipient of the Market Technician’s Association Mike Epstein award. He recently spent two years as a visiting researcher with the Office of Financial Research in the U.S. Treasury Department. He currently directs the Masters of Science in Business Analytics program at Brandeis, and is part of a Brandeis interdisciplinary research and teaching group interested in modeling dynamics in a wide range of fields. LeBaron’s research has concentrated on the issue of nonlinear behavior of financial and macroeconomic time series. He has been influential both in the statistical detection of nonlinearities and in describing their qualitative behavior in many series. LeBaron’s current interests are in understanding the quantitative dynamics of interacting systems of adaptive agents and how these systems replicate observed real world phenomenon. Also, LeBaron is interested in understanding some of the observed behavioral characteristics of traders in financial markets.
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SSRN Electronic Journal (2018)
HANDBOOK OF COMPUTATIONAL ECONOMICS, VOL 4: HETEROGENEOUS AGENT MODELING (2018)
semanticscholar(2017)
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semanticscholar(2014)
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SSRN Electronic Journal (2013)
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