«Education 2004–2008 PhD. Finance, Leeds University Business School and School of Computing, Uni- versity of Leeds. 2001–2004 BSc. Computer ...»
Daniel Department of Economics
Ladley University of Leicester
+44 (116) 252 5285
2004–2008 PhD. Finance, Leeds University Business School and School of Computing, Uni-
versity of Leeds.
2001–2004 BSc. Computer Science, School of Computing, University of Leeds, 1st.
PhD thesis title Essays on Computational Finance supervisors K. R. Schenk-Hoppé and Netta Cohen Experience 4/2014– Senior Lecturer in Finance, Department of Economics, University of Leicester.
present 9/2008– Lecturer in Finance, Department of Economics, University of Leicester.
3/2014 2009–present Deputy Director, Institute of Finance, University of Leicester.
Publications Chiarella, C., Ladley, D. (2016) Chasing trends at the micro-level: The eﬀect of technical trading on order book dynamics Journal of Banking and Finance Forth- coming.
Jackson, A., Ladley, D. (2016) Market Ecologies: The Eﬀect of Interaction on the Interaction and Proﬁtability of Technical Trading Strategies International Review of Financial Analysis Forthcoming.
Charemza, W., Ladley D. (2016) Central banks’ forecasts and their bias: Evidence, eﬀects and explanation International Journal of Forecasting Forthcoming.
Ladley, D., Lensberg, T., Palczewski, J., Schenk-Hoppé, K. R. (2015) Fragmentation and Stability of Markets Journal of Economic Behaviour and Organisation, 2015, 119, 466-481.
Lensberg, T., Schenk- Hoppé, K. R., Ladley D. (2015) The costs and beneﬁts of ﬁnancial regulation: Short-selling bans and transaction taxes, Journal of Banking and Finance, 51, 103-118.
Ladley, D., Wilkinson, I., Young, L. (2015) The Impact of Individual versus Group Rewards on Work Group Performance and Cooperation: A Computational Social Science Approach, Journal of Business Research, 68(11), 2412-2425.
De Kamps, M., Ladley, D., Simaitis, A. (2014) Heterogeneous Beliefs in Over-The- Counter Markets, Journal of Economic Dynamics and Control, 41, 50-68.
Ladley, D. (2013) Contagion and risk sharing on the interbank market, Journal of Economic Dynamics and Control, 37(7), 1384-1400.
Ladley, D. (2012) Zero Intelligence in Economics and Finance, The Knowledge Engineering Review, 27(2), 273-286.
Hall, S. G., Ladley, D. (2012), Introduction to the special issue in honour of Wojciech Charemza, Journal of Economic Change and Restructuring, 45(1), 1-2.
Bullock, S., Kerby, M. Ladley, D. (2012) Wasps, Termites and Waspmites: Distinguishing Competence From Performance in Collective Construction, Artiﬁcial Life, 18(3), 267-290 Ladley, D., Schenk-Hoppé, K. R. (2009) Do stylized facts of order book markets need strategic behaviour? Journal of Economics Dynamics and Control, 33(4),817-831.
Ladley, D., Bullock, S. (2008) The strategic exploitation of limited information and opportunity in networked markets, Computational Economics, 32(3),295-315.
Ladley, D., Bullock, S. (2007) Integrating Segregated Markets. International Transactions on Systems Science and Applications, Special Issue (ed. Akira Namatame) 3(1), 11-18.
Ladley, D., Bullock, S. (2005), The role of logistic constraints in termite construction of chambers and tunnels. Journal of Theoretical Biology, 234(4), 551-564.
Chapters Ladley, D., Pellizzari, P. (2014) The simplicity of optimal trading in order book markets, In Advances in Nonlinear Economic Dynamics and Quantitative Finance, Essays in Honour of Carl Chiarella, (ed. Dierci, R., He, X.-H. & Hommes, C.) 183-199, Berlin-Germany: Springer-Verlag.
Ladley, D., Bullock, S. (2007), The eﬀects of market structure on a heterogeneous evolving population of traders, In Emergent Intelligence of Networked Agents, Proceedings of the Workshop on Emergent Intelligence of Networked Agents, WEIN 06 (ed. Namatame, A., Kurihara, S., Fukuda, K., Hirotsu, T., Sugawara, T. & Sato, S.),pp 83-97. Berlin Germany: Springer-Verlag Ladley, D., Bullock, S. (2006), Who to listen to: Exploiting information quality in a ZIP-agent Market. In Agent-Mediated Electronic Commerce. Designing Trading Agents and Mechanisms, Proceedings of AAMAS 2205 Workshop AMEC 2005 and IJCAI 2005 Workshop, TADA 2005 (ed. La Poutre, H., Sadeh, N. M. & Janson S.), pp 200-211. Berlin Germany: Springer-Verlag Ladley, D., Bullock, S. (2004), Logistic Constraints on 3D termite construction, In Ant Colony Optimization and Swarm Intelligence, Proceedings of the 4th International Workshop, ANTS 2004 (ed. Dorigo, M., Birattari, M., Blum, C., Gambardella, L. M., Mondada, F. & Stutzle, T.),pp 178-189. Berlin Germany: Springer-Verlag Working Papers The role of interbank lending in ﬁnancial crisis: The case of the 1873 panic (with Rousseau, P.) The eﬀect of hormones on ﬁnancial market stability (with Bose, S. and Lin X.) Margin Trading (with Liu, G. and Rockey, J.) A model of party formation and competition (with Rockey, J.) Conference Presentations Royal Economic Society, 2016 HeForShe, 2015 Financial Risk and Network Theory, 2015 5th International Financial Engineering and Banking Society Conference, 2015 7th International Finance and Banking Society Conference, 2015* 21st International Conference on Computing in Economics and Finance, 2015* Financial Risk and Network Theory, 2014 4th International Financial Engineering and Banking Society Conference, 2014 6th International Finance and Banking Society Conference, 2014 MDEF - Dynamic Models in Economics and Finance, 2014* Royal Economic Society, 2014* European Public Choice Society, 2014* FEBS/LabEx-ReFi: Financial Regulation and Systemic Risk, 2013 Royal Economics Society Conference, 2013 18th Workshop on Economic Science with Heterogeneous Interacting Agents, 2013 4th International Finance and Banking Society Conference, 2012 18th International Conference on Computing in Economics and Finance, 2012 21st Silvaplana Workshop on Political Economy, 2012* 11th Society for the Advancement of Economic Theory Conference, 2011 ICEC 2011 Workshop on Robustness and Reliability of Electronic Marketplaces, 2011 26th Congress of the European Economic Association, 2011* 6th European Consortium for Political Research General Meeting, 2011 Banking and Finance Post-Crisis, Institute of Finance Workshop, 2011 6th BMRC-QASS Conference on Macro and Financial Economic, 2011 16th International Conference on Computing in Economics and Finance, 2010 TradeTech2010 CESifo 4th Workshop on Political Economy, 2010* 15th International Conference on Computing in Economics and Finance, 2009 Nonlinear dynamics in economics, Jonkoping, 2009 14th International Conference on Computing in Economics and Finance, 2008 Artiﬁcial Life XI, 2008 COMISEF workshop, University of Essex, 2008 Agent Based Modelling in Economics and Finance, UNSW, 2008 International Conference on Complex Systems 2007 International Marketing and Purchasing group conference 2007 Complex07 - 8th Asia-Paciﬁc Complex Systems Conference, 2007 Complex Adaptive Economic Systems workshop, 2007 The Seventh Trans-Atlantic Doctoral Conference, 2007 12th International Conference on Computing in Economics and Finance, 2006 Social Network Analysis: Second Forum on Advances and Empirical Applications, 2006 WEIN06: Workshop on Emergent Intelligence of Networked Agents, 2006 TADA05: Trading Agent Design and Analysis, 2005 Ant Colony Optimization and Swarm Intelligence, 2004 * - Joint paper presentation given by co-author.
Invited Seminars 2016 University of Bath, University of Santiago 2015 King’s College London 2013 University of York 2012 University of Oxford 2011 Bank of England, CFA Masterclass series, University of Amsterdam 2010 University of Amsterdam, City University, University of Nottingham, Cass Business School 2009 The Financial Services Authority 2008 University of Leicester, University of Essex 2007 University of Technology, Sydney., University of Western Sydney, University of New South Wales, ETH Teaching Experience Fellow of the Higher Education Academy 2015-2016 Advanced Financial Risk Management, Postgraduate module, Most recent evaluation: 4.64/5.0.
2011-2016 Financial Risk Management, Postgraduate module, Most recent evaluation:
2010-2014 Financial Derivatives, Postgraduate module, Most recent evaluation: 4.82/5.0.
2008-2009 Money and Banking, 2nd year undergraduate module.
2008 Investment Management, Postgraduate module.
2010-2011 Matlab Programming, PhD course.
2009-2015 Postgraduate project supervision.
2009-2011 Undergraduate project supervision.
PhD Supervision Hossein Sedghi: Financial Market Stability and Regulation. Completed 2011.
Antony Jackson: Computational Models of Financial Markets. Completed 2013.
Piotr Jelonik: Tempered Stable Distributions and Interbank Stability. Completed 2013.
Guanqing Liu: Technical Trading in Futures Markets. Completed 2015.
Li Xin: High Frequency Trading. Expected Finish 2016.
Evangelos Litos: Dark Pools. Expected Finish 2017.
Umer Naru: Liquidity Spillovers. Expected Finish 2017.
Alena Zhulyaeva: Financial Networks. Expected Finish 2018.
Stamatoula Fragkou: Stress Testing. Expected Finish 2018.
Chi T. M. Tran: Financial Risk Management. Expected Finish 2019.
Administrative Experience 2009-present Deputy-director of Leicester Institute of Finance 2010,2014 Lecturer Hiring Committee 2015-present College Strategy Board 2014-present College Post-Graduate Teaching Committee 2014-present GARP Coordinator 2010-2014 CFA Program Director 2012-present Postgraduate Finance Degrees Syllabus Committee Chair 2010-2012 MSc. Financial Economics Program Leader 2009-present Postgraduate Learning and Teaching Committee 2010-present Postgraduate Staﬀ Student Committee 2010-2013 University Research Computing Strategy Board 2008-2014 Departmental Computer Oﬃcer 2012-2013 Undergraduate Macro Syllabus Committee member 2010-2012 Undergraduate Finance Syllabus Committee member 2008-2011 Undergraduate Learning and Teaching Committee 2008-2010 Undergraduate Staﬀ Student Committee Professional Experience Subject Matter Expert in Systemic Risk for Professional Risk Managers International Association (PRMIA) Consultancy An SME focussing on green energy, 2013 University of Leicester Planning Oﬃce, 2013 Co-editor Special issue of the Journal of Economic Change and Restructuring PhD University of Essex - Department of Economics, 2015 Examiner University of Essex - School of Computing, 2015 University of Leeds - Leeds University Business School, 2014 Cass Business School, 2013 University of Essex - CCFEA, 2011 Co-Chair International Finance and Banking Society (IFABS) Conference, 2016 Co-Organiser Banking and Finance: Post Crisis Conference, 2011 International Asset Pricing Workshop, 2010 Complex Adaptive Economic Systems Workshop at The European Conference on Artiﬁcial Life, 2007 Scientiﬁc International Finance and Banking Society (IFABS) 2015, 2014 Committee Agent Mediated Electronic Comerce and Trading agent Design and Analysis (AMEC/TADA) 2016, 2015, 2014 Alife XI, 2008 Media BBC Radio, Local Newspaper Experience Reviewer Journal of Banking and Finance, Journal of Economic Dynamics and Control, Journal of Economics Behaviour and Organisation, Journal of Business Research, Oxford Bulletin of Economics and Statistics, European Journal of Finance, Quarterly Review of Economics and Finance, Computational Economics, Economic Modelling, International Journal of Finance and Economics, Journal of Network Theory in Finance, Journal of Financial Regulation, Intelligent Systems in Accounting, Finance and Management, North American Journal of Economics and Finance, Computational Statistics and Data Analysis, Journal of Economic Interaction and Coordination, PLOS ONE, Adaptive Behaviour, IEEE Transactions on Evolutionary Computation, Computational Intelligence, Physics Letters A, Complex Adaptive Systems Modelling, Journal of Innovation and Technology Management, The Journal of Theoretical Biology, Applied Spatial Analysis and Policy, Handbooks in Finance, OUP Handbook on Computational Economics and Finance, Advances in Nonlinear Economic Dynamics and Quantitative Finance Reviewer EPSRC, ESRC, Swiss National Science Foundation, Czech Science Foundation, National Science Centre (Poland) Research Grants and Awards Research Development Fund, Department of Economics, University of Leicester, 2015, £1500 Research Development Fund, College of Social Science, University of Leicester, 2014, £1990 Research Development Fund, College of Social Science, University of Leicester, 2013, £1200 Research Development Fund, College of Social Science, University of Leicester, 2013, £450 Young Research Travel Grant, College of Social Science, University of Leicester, 2011, £1450 Young Research Travel Grant, College of Social Science, University of Leicester, 2011, £650 Research Grant, College of Social Science, University of Leicester, 2011, £350 Departmental Research Prize 2008-2009, £500 University Research Bursary, 2004-2007, £42000 Nuﬃeld Undergraduate Research Bursary, 2003, £1400 Research Visits and Scholarships 8/2016 University of Santiago (Scheduled) 5/2015 Department of Economics, Vanderbilt University 11/2014 Department of Economics, Vanderbilt University 10/2011- Centre for Nonlinear Dynamics in Economics and Finance, University of Amsterdam 12/2011 8/2010 Quantitative Finance Research Centre, University of Technology Sydney, Australia 6/2010 Norwegian School of Economics and Business Administration, Bergen, Norway 8/2009 Norwegian School of Economics and Business Administration, Bergen, Norway 6/2009 Norwegian School of Economics and Business Administration, Bergen, Norway 6/2008- Norwegian School of Economics and Business Administration, Bergen, Norway 7/2008 11/2007 Invited Faculty for the Complex Systems Research Summer School 2007: Agent Based Modelling in Socio-Economic Systems hosted by Centre for Research in Complex Systems, Charles Sturt University, Australia 7/2007 Securities Industry Research Centre of Asia-Paciﬁc, Sydney, Australia 2/2007 Norwegian School of Economics and Business Administration, Bergen, Norway 8/2006 Norwegian School of Economics and Business Administration, Bergen, Norway 7/2006 Fellowship for the 7th CEEL summer school on Agent Based Computational Economics 6/2004- Biosystems Group, School of Computing, University of Leeds 9/2004 6/2003- Biosystems Group, School of Computing, University of Leeds 9/2004
References Available upon request