401 citations · 2.8k across the 88 of their papers we have counts for
8 papers · 1 filter
Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model
V. Alfi, M. Cristelli, L. Pietronero +1
We present a detailed analysis of the self-organization phenomenon in which the stylized facts originate from finite size effects with respect to the number of agents considered an…
Stochastic dynamics of a sheared granular medium
Alberto Petri, Andrea Baldassarri, Fergal Dalton +3
We experimentally investigate the response of a sheared granular medium in a Couette geometry. The apparatus exhibits the expected stick-slip motion and we probe it in the very int…
Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics
V. Alfi, M. Cristelli, L. Pietronero +1
We present a detailed study of the statistical properties of an Agent Based Model and of its generalization to the multiplicative dynamics. The aim of the model is to consider the…
Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts
V. Alfi, M. Cristelli, L. Pietronero +1
We introduce a minimal Agent Based Model for financial markets to understand the nature and Self-Organization of the Stylized Facts. The model is minimal in the sense that we try t…
Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets
V. Alfi, L. Pietronero, A. Zaccaria
We introduce a minimal Agent Based Model with two classes of agents, fundamentalists (stabilizing) and chartists (destabilizing) and we focus on the essential features which can ge…
Finite size Berezinski-Kosterlitz-Thouless transition at grain boundaries in solid He and role of He impurities
S. Gaudio, E. Cappelluti, G. Rastelli +1
We analyze the complex phenomenology of the Non-Classical Rotational Inertia (NCRI) observed at low temperature in solid He within the context of a two dimensional Berezinski-K…
Collaborate, compete and share
Emanuele Pugliese, Claudio Castellano, Matteo Marsili +1
We introduce and study a model of an interacting population of agents who collaborate in groups which compete for limited resources. Groups are formed by random matching agents and…
Absence of self-averaging and of homogeneity in the large scale galaxy distribution
Francesco Sylos Labini, Nikolay L. Vasilyev, Luciano Pietronero +1
The properties of the galaxy distribution at large scales are usually studied using statistics which are assumed to be self-averaging inside a given sample. We present a new analys…