Milan Lovric
MSc. Milan Lovric
Department of Business Economics
Erasmus School of Economics (ESE)
T: +31 10 4088946
Office: H09-34
Profile
Milan Lovric is a PhD student at the Erasmus School of Economics. His research interests are artificial stock markets and behavioral finance, and in his project he studies how agent-based research can be utilized to investigate market- wise implications of investor behavior and psychological biases. His work is carried under supervision of Prof. Dr. Jaap Spronk and Prof. Dr. Ir. Uzay Kaymak.
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Professional experience
| Academic Researcher | |
|---|---|
| Department: | Decision and Information Sciences |
| School/Faculty: | Rotterdam School of Management |
| University: | Erasmus University Rotterdam |
| PhD Candidate | |
| Department: | Econometrics |
| School/Faculty: | Erasmus School of Economics |
| University: | Erasmus University Rotterdam |
| PhD Candidate | |
| Department: | ERIM |
| School/Faculty: | Erasmus School of Economics |
| University: | Erasmus University Rotterdam |
Publications
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- Spronk, J., Lovric, M. & Kaymak, U. (). Modeling Loss Aversion and Biased Self-Attribution Using a Fuzzy Aggregation Operator. In 2010 IEEE International Conference on Fuzzy Systems.
- Spronk, J., Lovric, M. & Kaymak, U. (2010). Modeling investor sentiment and overconfidence in an agent-based stock market. Human Systems Management, 29, 1-13.
- Lovric, M., Kaymak, U. & Spronk, J. (2009). Overconfident investors in the LLS agent-based artificial financial market. In Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering (CIFEr 2009) (pp. 58-65).
- Lovric, M., Almeida, R.J., Kaymak, U. & Spronk, J. (2009). Modeling Investor Optimism with Fuzzy Connectives. In Proceedings of the IFSA World Congress (pp. 1803-1808). Lisbon.
- Lovric, M., Almeida, R.J., Kaymak, U. & Spronk, J. (2009). Modeling investor sentiment with fuzzy connectives. In Proceedings of the IFSA World Congress / EUSFLAT Conference (IFSA-EUSFLAT 2009) (pp. 1803-1808).
- Lovric, M., Kaymak, U. & Spronk, J. (2008). The Conceptual Model of Investor Behavior. ERIM Report Series (Int. rep. ERS-2008-030-FA). ERIM.
- Lovric, M., Kaymak, U. & Spronk, J. (2008). A Conceptual Model of Investor Behavior. Cognitive Systems Doctoral Consortium: Munich (2008, juni 28 - 2008, juni 28).
- Lovric, M. (2007). Social Learning and Wealth Maximization in an Agent-Based Artificial Stock Market. 22nd European Conference on Operational Research EURO XXII: Prague (2007, juli 08 - 2007, juli 11).
ERIM Research Events
Repast: An Agent Simulation ToolkitMar 17, 10 | ERIM Research Seminar | Information Management |
