58 citations · 290 across the 24 of their papers we have counts for
6 papers · 1 filter
Dynamical instabilities in a simple minority game with discounting
Damien Challet, Andrea De Martino, Matteo Marsili
We explore the effect of discounting and experimentation in a simple model of interacting adaptive agents. Agents belong to either of two types and each has to decide whether to pa…
Nature and statistics of majority rankings in a dynamical model of preference aggregation
G. L. Columbu, A. De Martino, A. Giansanti
We present numerical results on a complex dynamical model for the aggregation of many individual rankings of S alternatives by the pairwise majority rule under a deliberative scena…
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…
Statistical mechanics of socio-economic systems with heterogeneous agents
Andrea De Martino, Matteo Marsili
We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented thr…
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…
Typical properties of optimal growth in the Von Neumann expanding model for large random economies
Andrea De Martino, Matteo Marsili
We calculate the optimal solutions of the fully heterogeneous Von Neumann expansion problem with processes and goods in the limit . This model provides an eleme…