5 citations · 6 across the 3 of their papers we have counts for
3 papers
GDP-Driven Structural and Dynamical Heterogeneity in the Synchronization of Chaotic Macroeconomic Networks
Thierry Njougouo, Fernando Fagundes Ferreira, Diego Garlaschelli
We investigate the emergence of synchronization in a network of coupled chaotic macroeconomic systems. Each node represents an economy characterized by three key variables savings,…
Detailed study of a moving average trading rule
Fernando F. Ferreira, A. Christian Silva, Ju-Yi Yen
We present a detailed study of the performance of a trading rule that uses moving average of past returns to predict future returns on stock indexes. Our main goal is to link perfo…
Multi-asset minority games
Ginestra Bianconi, Andrea De Martino, Fernando F. Ferreira +1
We study analytically and numerically Minority Games in which agents may invest in different assets (or markets), considering both the canonical and the grand-canonical versions. W…