Sfoglia per Autore
Mechanisms of self-organization and finite size effects in a minimal agent based model
2009 Alfi, Valentina; Cristelli, Matthieu; Pietronero, Luciano; A., Zaccaria
Minimal agent based model for financial markets I : Origin and self-organization of stylized facts (Interdisciplinary Physics)
2009 Alfi, Valentina; Cristelli, Matthieu; Pietronero, Luciano; A., Zaccaria
Minimal agent based model for financial markets II - Statistical properties of the linear and multiplicative dynamics
2009 Alfi, Valentina; Cristelli, Matthieu; Pietronero, Luciano; A., Zaccaria
Liquidity crisis, granularity of the order book and price fluctuations
2010 Cristelli, Matthieu; Alfi, Valentina; Pietronero, Luciano; A., Zaccaria
Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement
2010 A., Zaccaria; Cristelli, Matthieu; Alfi, Valentina; F., Ciulla; Pietronero, Luciano
Reconstructing Agents' Strategies from Price Behavior
2011 Alfi, Valentina; Cristelli, Matthieu; Pietronero, Luciano; Andrea, Zaccaria
Time evolution of financial cross-correlation coefficients across market crisis
2012 Tacchella, Andrea; Cristelli, Matthieu; Andrea, Zaccaria; Pietronero, Luciano
A New Metrics for Countries' Fitness and Products' Complexity
2012 Tacchella, Andrea; Cristelli, Matthieu; Guido, Caldarelli; Andrea, Gabrielli; Pietronero, Luciano
A Network Analysis of Countries' Export Flows: Firm Grounds for the Building Blocks of the Economy
2012 Guido, Caldarelli; Cristelli, Matthieu; Andrea, Gabrielli; Pietronero, Luciano; Antonio, Scala; Tacchella, Andrea
Competitors’ communities and taxonomy of products according to export fluxes
2012 Cristelli, Matthieu; G., Caldarelli; A., Gabrielli; Pietronero, Luciano; A., Scala; Tacchella, Andrea
Critical overview of agent-based models for economics
2012 Cristelli, Matthieu; Pietronero, Luciano; A., Zaccaria
Universal relation between skewness and kurtosis in complex dynamics.
2012 Cristelli, Matthieu; Andrea, Zaccaria; Pietronero, Luciano
Complexity in financial market. Modeling psychological behavior in agent-based models and order book models
2012 Cristelli, Matthieu
Correction: The complex dynamics of products and its asymptotic properties (PLoS ONE (2017) 12:5 (e0177360) DOI: 10.1371/journal.pone.0177360)
2017 Angelini, Orazio; Cristelli, Matthieu; Zaccaria, Andrea; Pietronero, Luciano
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile