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Titolo Data di pubblicazione Autore(i) File
Correlations in the bond-future market 1-gen-1999 G., Cuniberti; Raberto, Marco; E., Scalas
Volatility in the Italian stock market: an empirical study 1-gen-1999 Raberto, Marco; E., Scalas; G., Cuniberti; Riani, Massimo
Fractional calculus and continuous-time finance II: the waiting-time distribution 1-gen-2000 F., Mainardi; Raberto, Marco; R., Gorenflo; E., Scalas
Fractional calculus and continuous-time finance III: the diffusion limit 1-gen-2001 R., Gorenflo; F., Mainardi; E., Scalas; Raberto, Marco
Agent-based simulation of a financial market 1-gen-2001 Raberto, Marco; Cincotti, Silvano; S., Focardi; M., Marchesi
Waiting-times and returns in high-frequency financial data: an empirical study 1-gen-2002 Raberto, Marco; Scalas, E; Mainardi, F.
Who Wins? Study of Long-Run Trader Survival in an Artificial Stock Market 1-gen-2003 Cincotti, Silvano; S., Focardi; Raberto, Marco; M., Marchesi
The Genoa artificial stock market: microstructure and simulations 1-gen-2003 M., Marchesi; Cincotti, Silvano; Raberto, Marco
Traders' Long-Run Wealth in an Artificial Financial Market 1-gen-2003 Raberto, Marco; Cincotti, Silvano; S. M., Focardi; M., Marchesi
Revisiting the derivation of the fractional diffusion equation 1-gen-2003 E., Scalas; R., Gorenflo; F., Mainardi; Raberto, Marco
Herd behavior in artificial stock markets 1-gen-2004 U., Garibaldi; Raberto, Marco; P., Viarengo
Anomalous waiting times in high-frequency financial data 1-gen-2004 E., Scalas; R., Gorenflo; H., Luckock; F., Mainardi; M., Mantelli; Raberto, Marco
Price dynamics and market power in an agent-based power exchange with heterogeneous production costs 1-gen-2005 Cincotti, Silvano; E., Guerci; Raberto, Marco
Poisson-process generalization for the trading waiting-time distribution in a double-auction mechanism 1-gen-2005 Cincotti, Silvano; Ponta, LINDA MADDALENA; Raberto, Marco; Scalas, E.
Fraudulent agents in an artificial financial market 1-gen-2005 Scalas, E.; Cincotti, S.; Dose, C.; Raberto, Marco
Price dynamics and market power in an agent-based power exchange 1-gen-2005 Cincotti, S.; Guerci, E.; Raberto, M.
Modeling and simulation of a double auction artificial financial market 1-gen-2005 Raberto, Marco; Cincotti, Silvano
Price formation in an artificial market: limit order book versus matching of supply and demand 1-gen-2005 Raberto, Marco; Cincotti, Silvano; Dose, C; Focardi, S; Marchesi, M.
A dynamic general disequilibrium model of a sequential monetary production economy 1-gen-2006 Raberto, Marco; Teglio, Andrea; Cincotti, Silvano
Discriminatory versus uniform electricity auctions in a duopolistic competition scenario with learning agents 1-gen-2006 Cincotti, Silvano; E., Guerci; S., Ivaldi; Raberto, Marco
Mostrati risultati da 1 a 20 di 74
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