most citedMinimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts

80 citations · 177 across the 7 of their papers we have counts for

collaborators

8 papers

physics.soc-ph200814 cited

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…

q-fin.TR200839 cited

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…

q-fin.TR200880 cited

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…

q-fin.TR20082 cited

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…

physics.soc-ph200624 cited

Detecting the traders' strategies in Minority-Majority games and real stock-prices

V. Alfi, A. De Martino, L. Pietronero +1

Price dynamics is analyzed in terms of a model which includes the possibility of effective forces due to trend followers or trend adverse strategies. The method is tested on the da…

physics.soc-ph20069 cited

Roughness and Finite Size Effect in the NYSE Stock-Price Fluctuations

V. Alfi, F. Coccetti, A. Petri +1

We consider the roughness properties of NYSE (New York Stock Exchange) stock-price fluctuations. The statistical properties of the data are relatively homogeneous within the same d…