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researcher

M. Bartolozzi

8 papers hereh-index 9327 citations22 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author6
  • middle author1

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • cond-mat.dis-nn3
  • q-fin.TR2
  • cond-mat.other1
  • physics.data-an1
  • physics.soc-ph1

identity via Semantic Scholar / OpenAlex

activity
20032007
most citedApplications of physical methods in high-frequency futures markets

7 citations · 12 across the 3 of their papers we have counts for

collaborators
Showing 2003Show all

1 paper · 1 filter

cond-mat.dis-nn2003

Stochastic Cellular Automata Model for Stock Market Dynamics

M. Bartolozzi, A. W. Thomas

In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarc…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.