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20012024
most citedDetecting the traders' strategies in Minority-Majority games and real stock-prices

24 citations · 82 across the 7 of their papers we have counts for

collaborators

7 papers

econ.GN2024★ 2 cited

Follow the money: a startup-based measure of AI exposure across occupations, industries and regions

Enrico Maria Fenoaltea, Dario Mazzilli, Aurelio Patelli +5

The integration of artificial intelligence (AI) into the workplace is advancing rapidly, necessitating robust metrics to evaluate its tangible impact on the labour market. Existing…

physics.soc-ph2023★ 4 cited

Emergence of Scale-Free Networks in Social Interactions among Large Language Models

Giordano De Marzo, Luciano Pietronero, David Garcia

Scale-free networks are one of the most famous examples of emergent behavior and are ubiquitous in social systems, especially online social media in which users can follow each oth…

q-fin.TR2009★ 8 cited

Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement

A. Zaccaria, M. Cristelli, V. Alfi +2

We show that the statistics of spreads in real order books is characterized by an intrinsic asymmetry due to discreteness effects for even or odd values of the spread. An analysis…

physics.soc-ph2006★ 24 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-ph2006★ 22 cited

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…

cond-mat.stat-mech2006★ 6 cited

Exact Results for the Roughness of a Finite Size Random Walk

V. Alfi, F. Coccetti, M. Marotta +2

We consider the role of finite size effects on the value of the effective Hurst exponent H. This problem is motivated by the properties of the high frequency daily stock-prices. Fo…