80 citations · 177 across the 7 of their papers we have counts for
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q-fin.TR2008★ 39 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.TR2008★ 80 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.TR2008★ 2 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…