Michele Marchesi : Citation Profile


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1028

Citations

RESEARCH PRODUCTION:

24

Articles

7

Papers

3

Chapters

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 48
   Journals where Michele Marchesi has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 14 (1.34 %)

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   Permalink: http://citec.repec.org/pma589
   Updated: 2022-11-19    RAS profile: 2022-06-06    
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Relations with other researchers


Works with:

Pigliaru, Francesco (2)

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

Is cited by:

Westerhoff, Frank (39)

Lux, Thomas (30)

He, Xuezhong (Tony) (25)

Hommes, Cars (24)

Alfarano, Simone (23)

De Grauwe, Paul (21)

Li, Youwei (19)

Napoletano, Mauro (16)

Roventini, Andrea (15)

Raberto, Marco (15)

Chiarella, Carl (12)

Cites to:

Raberto, Marco (26)

Cincotti, Silvano (24)

Westerhoff, Frank (8)

Ottaviano, Gianmarco (7)

Waldmann, Robert (6)

Shleifer, Andrei (6)

Summers, Lawrence (6)

Lux, Thomas (6)

Thisse, Jacques (6)

pagan, adrian (5)

Lebaron, Blake (5)

Main data


Where Michele Marchesi has published?


Journals with more than one article published# docs
Future Internet7
Journal of Economic Behavior & Organization4
Computational Economics3
Physica A: Statistical Mechanics and its Applications3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Michele Marchesi (2022 and 2021)


YearTitle of citing document
2021Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021Pyramid scheme in stock market: a kind of financial market simulation. (2021). Du, Guangle ; Shi, Yong ; Li, BO. In: Papers. RePEc:arx:papers:2102.02179.

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2021Interdependencies between Mining Costs, Mining Rewards and Blockchain Security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:2102.08107.

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2021MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price. (2021). Guo, Qiutong ; Fang, Zhiyang ; Ye, Qing ; Lei, Shun. In: Papers. RePEc:arx:papers:2105.00707.

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2021Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus ; Kazakevicius, Rytis. In: Papers. RePEc:arx:papers:2108.02506.

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2021Psychological dimension of adaptive trading in cryptocurrency markets. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2109.12166.

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2021Clustering Market Regimes using the Wasserstein Distance. (2021). Muguruza, Aitor ; Issa, Zacharia ; Horvath, Blanka. In: Papers. RePEc:arx:papers:2110.11848.

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2022Investing in a cryptocurrency price bubble: speculative Ponzi schemes and cyclic stochastic price pumps. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2111.11315.

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2021A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon. (2021). Bornholdt, Stefan. In: Papers. RePEc:arx:papers:2112.06290.

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2022FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance. (2021). Wang, Zhaoran ; Yang, Hongyang ; Qingyang, Liu ; Gao, Jiechao ; Rui, Jingyang ; Liu, Xiao-Yang ; Guo, Jian. In: Papers. RePEc:arx:papers:2112.06753.

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2022Multiscaling and rough volatility: an empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2201.10466.

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2022Instability of financial markets by optimizing investment strategies investigated by an agent-based model. (2022). Takashima, Kosei ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2202.00831.

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2022Machine Learning Simulates Agent-Based Model Towards Policy. (2022). Furtado, Bernardo ; Andreao, Gustavo Onofre. In: Papers. RePEc:arx:papers:2203.02576.

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2022Dependency structures in cryptocurrency market from high to low frequency. (2022). Aste, Tomaso ; Briola, Antonio. In: Papers. RePEc:arx:papers:2206.03386.

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2022Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2022Modeling Randomly Walking Volatility with Chained Gamma Distributions. (2022). Zhou, Youzhou ; Niu, Qiang ; Zhang, DI. In: Papers. RePEc:arx:papers:2207.01151.

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2022Biased or Limited: Modeling Sub-Rational Human Investors in Financial Markets. (2022). Vyetrenko, Svitlana S ; Dwarakanath, Kshama ; Liu, Penghang. In: Papers. RePEc:arx:papers:2210.08569.

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2021Do constraints created by economic growth targets benefit sustainable development? Evidence from China. (2021). Wu, Haitao ; Hao, YU ; Chai, Jingxia ; Yang, Yuemiao. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:4188-4205.

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2021Interdependencies between Mining Costs, Mining Rewards and Blockchain Security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2021:v:22:i:1:ciaiankancsrajcaniova.

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2021The closed-form option pricing formulas under the sub-fractional Poisson volatility models. (2021). Yang, Zijian ; Wang, Xiaotian ; Cao, Piyao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921003660.

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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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2022Demand shocks and price stickiness in housing market dynamics. (2022). Fan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000669.

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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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2022Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Ergu, Daji ; Qian, Qian ; Li, Tie ; Chen, Jia ; Ran, Qin ; Chao, Xiangrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000035.

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2022The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach. (2022). Pantelous, Athanasios A ; Chen, Yanhua. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004621.

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2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

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2021Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136.

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2022Causes of fragile stock market stability. (2022). Westerhoff, F ; Sushko, I ; Schmitt, N ; Radi, D ; Gardini, L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498.

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2021The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. (2021). di Matteo, T ; Magafas, L ; Brandi, Giuseppe ; Antoniades, I P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308591.

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2021Information flux in complex networks: Path to stylized facts. (2021). Bosco, A R ; Atman, A. P. F., ; Ducha, F A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309365.

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2021Trends, reversion, and critical phenomena in financial markets. (2021). Schmidhuber, Christof. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309407.

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2021Attitude interaction for financial price behaviours by contact system with small-world network topology. (2021). Wang, Jun ; Xiao, DI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001369.

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2021Boltzmann-like income distribution in low and middle income classes: Evidence from the United Kingdom. (2021). , Yongtao ; Tao, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003873.

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2021Self-organized Speculation Game for the spontaneous emergence of financial stylized facts. (2021). Akiyama, Eizo ; Chen, YU ; Katahira, Kei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005008.

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2021Is the choice of the candlestick dimension relevant in econophysics?. (2021). Bosco, A R ; de Resende, Charlene C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005069.

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2022A three-state opinion formation model for financial markets. (2022). Stanley, Eugene H ; Nelson, Kenric P ; Wang, Chao ; Zubillaga, Bernardo J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008001.

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2022A q-spin Potts model of markets: Gain–loss asymmetry in stock indices as an emergent phenomenon. (2022). Bornholdt, Stefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008384.

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2022Financial markets and the phase transition between water and steam. (2022). Schmidhuber, Christof. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:592:y:2022:i:c:s0378437122000152.

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2022Estimating a model of herding behavior on social networks. (2022). , Maxime. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684.

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2022Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568.

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2022Capital control and monetary policy coordination: Tobin tax revisited. (2022). Xiao, Zumian ; Peng, Hongfeng ; Yin, Zhichao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001355.

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2021Interdependencies between Mining Costs, Mining Rewards and Blockchain Security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2021_02.

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2021Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. (2021). Uthemann, Andreas ; Cipriani, Marco ; Guarino, Antonio. In: Staff Reports. RePEc:fip:fednsr:93431.

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2022The Role of Crypto Trading in the Economy, Renewable Energy Consumption and Ecological Degradation. (2022). Karnowski, Jakub ; Matan, Krzysztof ; Mikiewicz, Radosaw. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3805-:d:821066.

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2022Machine Learning the Carbon Footprint of Bitcoin Mining. (2022). Calvo Pardo, Hector ; Mancini, Tullio ; Calvo-Pardo, Hector F ; Olmo, Jose. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:71-:d:742638.

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2022Blockchain Technology as a Game Changer for Green Innovation: Green Entrepreneurship as a Roadmap to Green Economic Sustainability in Peru. (2022). Saleh, Abu ; Kabir, Ahmed Imran ; Hasan, Mohammad Rashed ; Tabash, Mosab I ; Karim, Ridoan. In: JOItmC. RePEc:gam:joitmc:v:8:y:2022:i:2:p:62-:d:782175.

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2022Tourism Dynamics and Sustainability: A Comparative Analysis between Mediterranean Islands—Evidence for Post-COVID-19 Strategies. (2022). Calo, Patrizia ; Ruggieri, Giovanni. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4183-:d:784554.

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2022Conception d’un modèle microscopique adapté aux marchés financiers émergents. (2022). Lekhal, Mostafa ; el Oubani, Ahmed. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:398.

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2021Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Lazarevich, Ivan ; Lussange, Johann ; Gutkin, Boris. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w.

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2021Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Li, Han Dong ; Zhou, Xuan ; Shi, YU ; Luo, Qixuan. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z.

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2021Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach. (2021). Tramontana, Fabio ; Muzzioli, Silvia ; Campisi, Giovanni. In: Department of Economics. RePEc:mod:depeco:0186.

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2022Transitions among states behind interactive agent model. (2022). Cheng, Po-Keng. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:28:y:2022:i:1:d:10.1007_s10588-021-09337-w.

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2021Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z.

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2021Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach. (2021). Campisi, Giovanni ; Tramontana, Fabio ; Muzzioli, Silvia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00346-7.

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2022Quantum effects in an expanded Black–Scholes model. (2022). Vvedensky, Dimitri D ; Bhatnagar, Anantya. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:95:y:2022:i:8:d:10.1140_epjb_s10051-022-00402-0.

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2021Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Yan, Kai ; Zhang, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y.

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2021An empirical behavioral order-driven model with price limit rules. (2021). Zhang, Wei ; Xu, Hai-Chuan ; Xiong, Xiong ; Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00288-4.

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2022A bibliometric review of cryptocurrencies: how have they grown?. (2022). Uribe-Toril, Juan ; de Pablo-Valenciano, Jaime ; Cordero-Garcia, Jose Antonio ; Garcia-Corral, Francisco Javier. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00306-5.

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2022Cryptocurrency trading: a comprehensive survey. (2022). Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan ; Li, Lingbo ; Wu, Fan ; Martinez-Rego, David. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6.

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2022Non-Value-Added Tax to improve market fairness and quality. (2022). Harb, Etienne ; Jonath, Arthur ; Veryzhenko, Iryna. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00327-0.

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2022Manipulation of the Bitcoin market: an agent-based study. (2022). Engers, Tom ; Klous, Sander ; Sileno, Giovanni ; Fratri, Peter. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00364-3.

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2022A scalable trust based consensus mechanism for secure and tamper free property transaction mechanism using DLT. (2022). Kushwaha, Dharmender Singh ; Singh, Nikita ; Yadav, Amrendra Singh. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:13:y:2022:i:2:d:10.1007_s13198-021-01335-0.

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2021Time series analysis of Cryptocurrency returns and volatilities. (2021). Malladi, Rama ; Dheeriya, Prakash L. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:1:d:10.1007_s12197-020-09526-4.

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2021Predator–prey model for stock market fluctuations. (2021). Montero, Miquel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00284-4.

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2022Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019). (2022). Righi, Simone ; Iori, Giulia ; di Matteo, Tiziana ; Caccioli, Fabio ; Livan, Giacomo ; Jafarey, Saqib. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-022-00354-9.

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2022Agent-based model generating stylized facts of fixed income markets. (2022). Sornette, Didier ; Westphal, Rebecca ; Kopp, Antoine. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:4:d:10.1007_s11403-022-00355-8.

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2021Market sentiment and heterogeneous agents in an evolutive financial model. (2021). Naimzada, Ahmad ; Pecora, N ; Cavalli, F ; Pireddu, M. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00737-4.

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2022Why do we need agent-based macroeconomics?. (2022). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-022-00071-w.

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2022Self-sustained price bubbles driven by digital currency innovations and adaptive market behavior. (2022). Timofeyev, Ilya ; Perepelitsa, Misha. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:3:d:10.1007_s43546-021-00188-w.

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2021Cryptocurrency price prediction using traditional statistical and machine?learning techniques: A survey. (2021). Sreedharan, Meenu ; Alhashmi, Saadat M ; Elbannany, Magdi ; Raj, Pravija ; Arif, Ifra ; Khedr, Ahmed M. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:28:y:2021:i:1:p:3-34.

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2021Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank H ; Tramontana, Fabio ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:169.

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Works by Michele Marchesi:


YearTitleTypeCited
2014Using an Artificial Financial Market for studying a Cryptocurrency Market In: Papers.
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2017Using an artificial financial market for studying a cryptocurrency market.(2017) In: Journal of Economic Interaction and Coordination.
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2016Modeling and Simulation of the Economics of Mining in the Bitcoin Market In: Papers.
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2016Modeling and Simulation of the Economics of Mining in the Bitcoin Market.(2016) In: PLOS ONE.
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2020Forecasting Bitcoin closing price series using linear regression and neural networks models In: Papers.
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2001Agent-based simulation of a financial market In: Papers.
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2001Agent-based simulation of a financial market.(2001) In: Physica A: Statistical Mechanics and its Applications.
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2015Can islands profit from economies of density? An application to the retail sector In: Working Paper CRENoS.
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2015Insularity and the development of a local network: a simulation model applied to the Italian railway system In: Working Paper CRENoS.
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2001Testing for non-linear structure in an artificial financial market In: Journal of Economic Behavior & Organization.
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2002Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets In: Journal of Economic Behavior & Organization.
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2002Self-organization and market crashes In: Journal of Economic Behavior & Organization.
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2008Using an artificial financial market for assessing the impact of Tobin-like transaction taxes In: Journal of Economic Behavior & Organization.
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2003Who wins? Study of long-run trader survival in an artificial stock market In: Physica A: Statistical Mechanics and its Applications.
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2006On the suitability of Yule process to stochastically model some properties of object-oriented systems In: Physica A: Statistical Mechanics and its Applications.
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