Confusion and misinformation on financial chaos. - Blake LeBaron (Complex., 1995)

A bootstrap evaluation of the effect of data splitting on financial time series. - Blake LeBaron; Andreas S. Weigend (IEEE Trans. Neural Networks, 1998)

An artificial stock market. - R. G. Palmer; W. Brian Arthur; John H. Holland; Blake LeBaron (Artif. Life Robotics, 1999)

Empirical regularities from interacting long- and short-memory investors in an agent-based stock market. - Blake LeBaron (IEEE Trans. Evol. Comput., 2001)

Agent-Based Modeling: the Santa Fe Institute Artificial Stock Market Model Revisited (Lecture Notes in Economics and Mathematical Systems) by Norman Ehrentreich. - Blake LeBaron (J. Artif. Soc. Soc. Simul., 2009)

Alma Lilia Garcia Almanza, and Edward Tsang: Evolutionary applications for financial prediction: classification methods to gather patterns using genetic programming - VDM Verlag Dr. Müller, 2011, ISBN: 978-3639307672. - Blake LeBaron (Genet. Program. Evolvable Mach., 2012)