Selected research & engineering work
Jonas Stephan
Research & Engineering Portfolio
Selected work in data analysis and agent-based modelling.
Projects
One empirical foundation.
One explanatory system.
Bitcoin Market Dynamics Analysis
An empirical study of price behaviour, returns, tail risk and participation signals in the Bitcoin market.
View case study
Agent-Based Market Simulation
A behavioural market model that investigates how participation, strategy shifts and FOMO can produce endogenous boom-and-bust dynamics.
View case studyHow the work connects
Evidence informs the model.
The model tests the mechanism.
The Bitcoin analysis establishes the empirical patterns: large price deviations, heavy-tailed returns, volatility clustering and shifts in market participation. The agent-based model then asks how simple behavioural rules can generate those patterns without assuming an external shock.