796 citations · 5.3k across the 118 of their papers we have counts for
3 papers · 1 filter
Statistical physics of the Schelling model of segregation
Luca Dall'Asta, Claudio Castellano, Matteo Marsili
We investigate the static and dynamic properties of a celebrated model of social segregation, providing a complete explanation of the mechanisms leading to segregation both in one-…
Stochastic analysis of an agent-based model
A. Veglio, M. Marsili
We analyze the dynamics of a forecasting game which exhibits the phenomenon of information cascades. Each agent aims at correctly predicting a binary variable and he/she can either…
Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode
Christian Borghesi, Matteo Marsili, Salvatore Miccichè
We investigate the emergence of a structure in the correlation matrix of assets' returns as the time-horizon over which returns are computed increases from the minutes to the daily…