ALFI, Valentina
ALFI, Valentina
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
Conference registration: how people react to a deadline
2007 Alfi, Valentina; Parisi, Giorgio; Pietronero, Luciano
Detecting the traders’ strategies in minority–majority games and real stock-prices
2007 Alfi, Valentina; A., DE MARTINO; Pietronero, Luciano; A., Tedeschi
Exact results for the roughness of a finite size random walk
2006 Alfi, Valentina; F., Coccetti; M., Marotta; A., Petri; Pietronero, Luciano
Hidden forces and fluctuations from moving averages: A test study
2006 Alfi, Valentina; F., Coccetti; M., Marotta; Pietronero, Luciano; M., Takayasu
How people react to a deadline: time distribution of conference registrations and fee payments
2009 Alfi, Valentina; Andrea, Gabrielli; Pietronero, Luciano
Liquidity crisis, granularity of the order book and price fluctuations
2010 Cristelli, Matthieu; Alfi, Valentina; Pietronero, Luciano; A., Zaccaria
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
Reconstructing Agents' Strategies from Price Behavior
2011 Alfi, Valentina; Cristelli, Matthieu; Pietronero, Luciano; Andrea, Zaccaria
Roughness and finite size effect in the NYSE stock-price fluctuations
2007 Alfi, Valentina; F., Coccetti; A., Petri; Pietronero, Luciano
Self-organization for the stylized facts and finite-size effects in a financial-market model
2009 Alfi, Valentina; Pietronero, Luciano; A., Zaccaria