58 citations · 290 across the 24 of their papers we have counts for
3 papers · 1 filter
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…