annalisa fabretti : Citation Profile

Are you annalisa fabretti?

Università degli Studi di Roma "Tor Vergata"

3

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 2
   Journals where annalisa fabretti has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (2.78 %)

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   Permalink: http://citec.repec.org/pfa262
   Updated: 2019-02-13    RAS profile: 2018-12-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with annalisa fabretti.

Is cited by:

Roventini, Andrea (10)

Richiardi, Matteo (5)

Grazzini, Jakob (5)

Lamperti, Francesco (5)

Fagiolo, Giorgio (4)

Addo, Peter Martey (2)

Winker, Peter (2)

Tsionas, Mike (1)

Moneta, Alessio (1)

Tabak, Benjamin (1)

Cajueiro, Daniel (1)

Cites to:

Gallegati, Mauro (4)

Cirillo, Pasquale (3)

Richiardi, Matteo (3)

leombruni, roberto (2)

Allen, Franklin (2)

Becchetti, Leonardo (2)

Sunde, Uwe (2)

Kirchler, Michael (2)

Windrum, Paul (2)

Winker, Peter (2)

Schupp, Jürgen (2)

Main data

Where annalisa fabretti has published?

Working Papers Series with more than one paper published# docs
CEIS Research Paper / Tor Vergata University, CEIS2

Recent works citing annalisa fabretti (2018 and 2017)

YearTitle of citing document
2017The Problem of Calibrating an Agent-Based Model of High-Frequency Trading. (2017). Gebbie, Tim ; Platt, Donovan . In: Papers. RePEc:arx:papers:1606.01495.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639.

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2017Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47.

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2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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2018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

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2018Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

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2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

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2019Doing Well by Doing Good: A Systematic Review and Research Agenda for Sustainable Investment. (2019). Talan, Gaurav ; Sharma, Gagan Deep . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:353-:d:196966.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

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2018Using realistic trading strategies in an agent-based stock market model. (2018). Llacay, Barbara ; Peffer, Gilbert. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

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2017Complexity and model comparison in agent based modeling of financial markets. (2017). Winker, Peter ; Mandes, Alexandru . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0173-0.

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2018Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

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2018An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. (2018). Kang, Zhilin ; Li, Zhongfei. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:2:d:10.1007_s00186-017-0614-0.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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2017Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23.

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2018Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2018). Biondo, Alessio Emanuele. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201820.

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Works by annalisa fabretti:

YearTitleTypeCited
2005Recurrence analysis of the NASDAQ crash of April 2000 In: Papers.
[Full Text][Citation analysis]		paper4
2010Delegated Portfolio Management with Socially Responsible Investment Constraints In: Sustainable Investment and Corporate Governance Working Papers.
[Full Text][Citation analysis]		paper2
2012Delegated portfolio management with socially responsible investment constraints.(2012) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2017An Agent Based Model for a Double Auction with Convex Incentives In: Journal of Artificial Societies and Social Simulation.
[Full Text][Citation analysis]		article1
2014Delegated Portfolio Management under Ambiguity Aversion In: CEIS Research Paper.
[Full Text][Citation analysis]		paper1
2015Convex Incentives in Financial Markets: an Agent-Based Analysis In: CEIS Research Paper.
[Full Text][Citation analysis]		paper0
2017Convex incentives in financial markets: an agent-based analysis.(2017) In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2013On the problem of calibrating an agent based model for financial markets In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article23
2005RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. EXAMPLES FROM FINANCIAL MARKET INIDICES In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article4

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