66 citations · 98 across the 3 of their papers we have counts for
5 papers
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…
Waiting times between orders and trades in double-auction markets
Enrico Scalas, Taisei Kaizoji, Michael Kirchler +2
In this paper, the survival function of waiting times between orders and the corresponding trades in a double-auction market is studied both by means of experiments and of empirica…
Growth and Allocation of Resources in Economics: The Agent-Based Approach
Enrico Scalas, Mauro Gallegati, Eric Guerci +2
Some agent-based models for growth and allocation of resources are described. The first class considered consists of conservative models, where the number of agents and the size of…
Coordination, intermittency and trends in generalized Minority Games
A. Tedeschi, A. De Martino, I. Giardina
The Minority Game framework was recently generalized to account for the possibility that agents adapt not only through strategy selection but also by diversifying their response ac…
Generalized minority games with adaptive trend-followers and contrarians
A. De Martino, I. Giardina, M. Marsili +1
We introduce a simple extension of the minority game in which the market rewards contrarian (resp. trend-following) strategies when it is far from (resp. close to) efficiency. The…