80 citations · 133 across the 3 of their papers we have counts for
3 papers
physics.soc-ph2008★ 14 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.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…