80 citations · 177 across the 7 of their papers we have counts for
4 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…
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…
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…
Hidden Forces and Fluctuations from Moving Averages: A Test Study
V. Alfi, F. Coccetti, M. Marotta +2
The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency…