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Self-organization and market c...
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Cincotti, Silvano
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Teglio, Andrea
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The Frank J. Fabozzi series
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Valuation, financial modeling, and quantitative tools
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Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
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International review of financial analysis
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1
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Journal of evolutionary economics : JEE
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Journal of industrial and business economics
1
Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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]
1
Theory and method of evolutionary political economy : a Cyprus symposium
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1
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
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:
5
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
Saved in:
6
Using an artificial financial market for assessing the impact of Tobin-like transaction taxes
Mannaro, Katiuscia
;
Marchesi, Michele
;
Setzu, Alessio
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
2
,
pp. 445-462
Persistent link: https://www.econbiz.de/10003746630
Saved in:
7
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng
;
Lux, Thomas
;
Marchesi, Michele
- In:
Journal of economic behavior & organization : JEBO
46
(
2001
)
3
,
pp. 327-342
Persistent link: https://www.econbiz.de/10001649219
Saved in:
8
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
9
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
Saved in:
10
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372570
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