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Self-organization and market c...
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Cincotti, Silvano
26
Raberto, Marco
21
Focardi, Sergio M.
19
Teglio, Andrea
18
Fabozzi, Frank J.
16
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11
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Interaction and market structure : essays on heterogeneity in economics ; [selected sample of the papers presented at the 3rd WEHIA Workshop held at the University of Ancona on May 29 - 30, 1998]
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technovation : an international journal of technical innovation and entrepreneurship
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The complex networks of economic interactions : essays in agent-based economics and econophysics ; [9th International Workshop on Heterogenous Interacting Agents (WEHIA), which was held at Kyoto University, Japan, from May 27 to 29. 2004]
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Self-organization and market crashes
Focardi, Sergio
;
Cincotti, Silvano
;
Marchesi, Michele
- In:
Journal of economic behavior & organization : JEBO
49
(
2002
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10001702991
Saved in:
2
Self-organization in global stochastic models of production and inventory dynamics
Focardi, Sergio
;
Marchesi, Michele
- In:
Interaction and market structure : essays on …
,
(pp. 167-183)
.
2000
Persistent link: https://www.econbiz.de/10001487971
Saved in:
3
Price formation in an artificial market: limit order book versus matching of supply and demand
Raberto, Marco
;
Cincotti, Silvano
;
Dose, Christian
; …
- In:
Nonlinear dynamics and heterogeneous interacting agents …
,
(pp. 305-315)
.
2005
Persistent link: https://www.econbiz.de/10002775808
Saved in:
4
Financial modeling of the equity market : from CAPM to cointegration
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Kolm, Petter N.
-
2006
Persistent link: https://www.econbiz.de/10002933247
Saved in:
5
Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Kolm, Petter N.
-
2010
Persistent link: https://www.econbiz.de/10003898661
Saved in:
6
Facing the complexity of the economy : an opportunity for the new alliance between economics and engineering
Cincotti, Silvano
- In:
Journal of industrial and business economics
48
(
2021
)
4
,
pp. 581-588
Persistent link: https://www.econbiz.de/10012662398
Saved in:
7
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
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8
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372570
Saved in:
9
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng
;
Lux, Thomas
;
Marchesi, Michele
-
1999
Persistent link: https://www.econbiz.de/10001372680
Saved in:
10
Studies on the impact of the option market on the underlying stock market
Ecca, Sabrina
;
Locci, Mario
;
Marchesi, Michele
- In:
Artificial markets modeling : methods and applications
,
(pp. 127-139)
.
2007
Persistent link: https://www.econbiz.de/10003854792
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