The University of Southampton
Email:
rp14g11@ecs.soton.ac.uk

Radu Pruna

Postgraduate research student

Professional

Qualifications

BSc (Hons.) Mathematics with Computer Science

(First Class) University of Southampton

Publications

Pruna, Radu, Polukarov, Maria and Jennings, Nicholas (2017) An asset pricing model with loss aversion and its stylized facts At IEEE SSCI 2016, Greece. 06 - 09 Dec 2016. 8 pp. (doi:10.1109/SSCI.2016.7850003).

Pruna, Radu T., Polukarov, Maria and Jennings, Nicholas R. (2017) Avoiding regret in an agent-based asset pricing model Finance Research Letters (doi:10.1016/j.frl.2017.09.014).

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