4
H index
2
i10 index
69
Citations
Università degli Studi di Roma "Tor Vergata" | 4 H index 2 i10 index 69 Citations RESEARCH PRODUCTION: 5 Articles 4 Papers 1 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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CEIS Research Paper / Tor Vergata University, CEIS | 2 |
Year | Title of citing document |
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2022 | . Full description at Econpapers || Download paper |
2021 | Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863. Full description at Econpapers || Download paper |
2020 | Public Health Interventions in the Face of Pandemics: Network Structure, Social Distancing, and Heterogeneity. (2020). Ghaderi, Mohammad. In: Working Papers. RePEc:bge:wpaper:1193. Full description at Econpapers || Download paper |
2022 | Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Bank of England working papers. RePEc:boe:boeewp:0976. Full description at Econpapers || Download paper |
2020 | A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294. Full description at Econpapers || Download paper |
2021 | Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664. Full description at Econpapers || Download paper |
2021 | Model calibration and validation via confidence sets. (2021). Centorrino, Samuele ; Secchi, Davide ; Martinoli, Mario ; Seri, Raffaello. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:62-86. Full description at Econpapers || Download paper |
2022 | Public health interventions in the face of pandemics: Network structure, social distancing, and heterogeneity. (2022). Ghaderi, Mohammad. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1016-1031. Full description at Econpapers || Download paper |
2021 | A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317098. Full description at Econpapers || Download paper |
2021 | Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter. (2021). Rigatos, G. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10048-8. Full description at Econpapers || Download paper |
2022 | Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9. Full description at Econpapers || Download paper |
2022 | A Regression-Based Calibration Method for Agent-Based Models. (2022). Desiderio, Saul ; Chen, Siyan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10106-9. Full description at Econpapers || Download paper |
2020 | Public health interventions in the face of pandemics: network structure, social distancing, and heterogeneity. (2020). Ghaderi, Mohammad. In: Economics Working Papers. RePEc:upf:upfgen:1732. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2005 | Recurrence analysis of the NASDAQ crash of April 2000 In: Papers. [Full Text][Citation analysis] | paper | 6 |
2010 | Delegated Portfolio Management with Socially Responsible Investment Constraints In: Sustainable Investment and Corporate Governance Working Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Delegated 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 | |
2017 | An Agent Based Model for a Double Auction with Convex Incentives In: Journal of Artificial Societies and Social Simulation. [Full Text][Citation analysis] | article | 1 |
2014 | Delegated Portfolio Management under Ambiguity Aversion In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 2 |
2015 | Convex Incentives in Financial Markets: an Agent-Based Analysis In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Convex 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 | |
2013 | On the problem of calibrating an agent based model for financial markets In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 42 |
2006 | Recurrence analysis near the NASDAQ crash of April 2000 In: Springer Books. [Citation analysis] | chapter | 4 |
2005 | RECURRENCE 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] | article | 12 |
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