An agent based model of the E-Mini S&P 500 applied to flash crash analysis. - Mark E. Paddrik; Roy Hayes; Andrew Todd; Steve Y. Yang; Peter A. Beling; William T. Scherer (CIFEr, 2012)

Behavior based learning in identifying High Frequency Trading strategies. - Steve Y. Yang; Mark E. Paddrik; Roy Hayes; Andrew Todd; Andrei Kirilenko; Peter A. Beling; William T. Scherer (CIFEr, 2012)

Agent based model of the e-mini future: application for policy making. - Roy Hayes; Mark E. Paddrik; Andrew Todd; Steve Y. Yang; Peter A. Beling; William T. Scherer (WSC, 2012)

A study of dark pool trading using an agent-based model. - Sheung Yin Kevin Mo; Mark E. Paddrik; Steve Y. Yang (CIFEr, 2013)

Regulatory management of distressed financial markets using simulation. - Mark E. Paddrik; Gerard P. Learmonth (WSC, 2013)

Visualizations for sense-making in financial market regulation. - Andrew Todd; William T. Scherer; Peter A. Beling; Mark E. Paddrik; Richard Haynes (IEEE BigData, 2014)

An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications. - Anqi Liu; Cheuk Yin Jeffrey Mo; Mark E. Paddrik; Steve Y. Yang (Inf., 2018)

Contagion in Derivatives Markets. - Mark E. Paddrik; Sriram Rajan; H. Peyton Young (Manag. Sci., 2020)