Learning is neither sufficient nor necessary: a dynamic agent-based model of long memory in financial markets. - Neil Rayner; Steve Phelps; Nick Constantinou (ICEC, 2011)

Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts. - Neil Rayner; Steve Phelps; Nick Constantinou (AMEC/TADA, 2011)

Risk-neutral valuation of power barrier options. - Siti Nur Iqmal Ibrahim; John G. O'Hara; Nick Constantinou (Appl. Math. Lett., 2013)

Periodicities of Foreign Exchange Markets and the Directional Change Power Law. - Iacopo Giampaoli; Wing Lon Ng; Nick Constantinou (Intell. Syst. Account. Finance Manag., 2013)

Learning is neither sufficient nor necessary: An agent-based model of long memory in financial markets. - Neil Rayner; Steve Phelps; Nick Constantinou (AI Commun., 2014)

A path-independent approach to integrated variance under the CEV model. - Hengxu Wang; John G. O'Hara; Nick Constantinou (Math. Comput. Simul., 2015)