annalisa fabretti : Citation Profile

Are you annalisa fabretti?

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:

   12 years (2005 - 2017). See details.
   Cites by year: 5
   Journals where annalisa fabretti has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 1 (1.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa262
   Updated: 2022-07-02    RAS profile: 2021-04-06    
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Relations with other researchers

Works with:

Herzel, Stefano (2)

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 (12)

Fagiolo, Giorgio (5)

Grazzini, Jakob (5)

Lamperti, Francesco (5)

Richiardi, Matteo (5)

ausloos, marcel (3)

Addo, Peter Martey (2)

Moneta, Alessio (2)

Orlando, Giuseppe (2)

Guerini, Mattia (2)

Winker, Peter (2)

Cites to:

Gallegati, Mauro (4)

Cirillo, Pasquale (3)

Richiardi, Matteo (3)

Wagner, Gert (2)

Becchetti, Leonardo (2)

Ciciretti, Rocco (2)

Moneta, Alessio (2)

Bianchi, Carlo (2)

Tesfatsion, Leigh (2)

Gennaioli, Nicola (2)

Kirchler, Michael (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 (2021 and 2020)

YearTitle of citing document
2022.

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2021Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863.

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2020Public Health Interventions in the Face of Pandemics: Network Structure, Social Distancing, and Heterogeneity. (2020). Ghaderi, Mohammad. In: Working Papers. RePEc:bge:wpaper:1193.

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2022Heterogeneous 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.

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2020A 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.

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2021Multi-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.

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2021Model 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.

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2022Public 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.

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2021A 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.

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2021Statistical 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.

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2022Bayesian 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.

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2022A 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.

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2020Public health interventions in the face of pandemics: network structure, social distancing, and heterogeneity. (2020). Ghaderi, Mohammad. In: Economics Working Papers. RePEc:upf:upfgen:1732.

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Works by annalisa fabretti:

YearTitleTypeCited
2005Recurrence analysis of the NASDAQ crash of April 2000 In: Papers.
[Full Text][Citation analysis]		paper6
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]		paper2
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]		article42
2006Recurrence analysis near the NASDAQ crash of April 2000 In: Springer Books.
[Citation analysis]		chapter4
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]		article12

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