18 citations · 18 across the 3 of their papers we have counts for
3 papers
q-fin.TR2014
Does the "uptick rule" stabilize the stock market? Insights from Adaptive Rational Equilibrium Dynamics
Fabio Dercole, Davide Radi
This paper investigates the effects of the "uptick rule" (a short selling regulation formally known as rule 10a-1) by means of a simple stock market model, based on the ARED (adapt…
math.DS2014★ 18 cited
The Role of Constraints in a Segregation Model: The Symmetric Case
D. Radi, L. Gardini, V. Avrutin
In this paper we study the effects of constraints on the dynamics of an adaptive segregation model introduced by Bischi and Merlone (2011). The model is described by a two dimensio…
math.DS2014
Remarks on the paper "Non-existence of Shilnikov chaos in continuous-time systems"
L. Gardini, D. Radi
The present note refers to a result proposed in [Elhadj and Sprott, 2012], and shows that the Theorem therein is not correct. We explain that a proof of that Theorem cannot be give…