11
H index
11
i10 index
1137
Citations
| 11 H index 11 i10 index 1137 Citations RESEARCH PRODUCTION: 24 Articles 7 Papers 3 Chapters RESEARCH ACTIVITY: 21 years (1999 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma589 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Marchesi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Future Internet | 7 |
Journal of Economic Behavior & Organization | 4 |
Physica A: Statistical Mechanics and its Applications | 3 |
Computational Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 4 |
Year | Title of citing document |
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2024 | Biased 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. Full description at Econpapers || Download paper |
2023 | A Classical Model of Speculative Asset Price Dynamics. (2023). Smith, Vernon ; Inoua, Sabiou. In: Papers. RePEc:arx:papers:2307.00410. Full description at Econpapers || Download paper |
2023 | News-driven Expectations and Volatility Clustering. (2023). Inoua, Sabiou. In: Papers. RePEc:arx:papers:2309.04876. Full description at Econpapers || Download paper |
2023 | Adaptive Agents and Data Quality in Agent-Based Financial Markets. (2023). Ratliff-Crain, Ethan ; van Oort, Colin M ; Wshah, Safwan ; Tivnan, Brian F. In: Papers. RePEc:arx:papers:2311.15974. Full description at Econpapers || Download paper |
2023 | DIGITAL CURRENCIES, SWOT ANALYSIS. (2023). Kristjnsdttir, Helga ; Eyrsson, Grtar R ; Sigursson, Kjartan. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2023:9:3:1. Full description at Econpapers || Download paper |
2023 | Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39. Full description at Econpapers || Download paper |
2023 | A classical model of speculative asset price dynamics. (2023). Smith, Vernon ; Inoua, Sabiou M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001022. Full description at Econpapers || Download paper |
2023 | Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197. Full description at Econpapers || Download paper |
2023 | Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173. Full description at Econpapers || Download paper |
2023 | Computational applications of extended SIR models: A review focused on airborne pandemics. (2023). Lazebnik, Teddy. In: Ecological Modelling. RePEc:eee:ecomod:v:483:y:2023:i:c:s0304380023001539. Full description at Econpapers || Download paper |
2023 | Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920. Full description at Econpapers || Download paper |
2024 | Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper |
2023 | Barriers to blockchain adoption: Empirical observations from securities services value network. (2023). Natti, Satu ; Komulainen, Ruey. In: Journal of Business Research. RePEc:eee:jbrese:v:159:y:2023:i:c:s0148296323000723. Full description at Econpapers || Download paper |
2023 | Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137. Full description at Econpapers || Download paper |
2024 | Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256. Full description at Econpapers || Download paper |
2024 | Universality of area occupancy-based fundamental diagrams in mixed traffic. (2024). Chilukuri, Bhargava Rama ; Laval, Jorge A ; Maiti, Nandan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:640:y:2024:i:c:s0378437124002012. Full description at Econpapers || Download paper |
2024 | Why risk attitude differs between macro and micro level? A decoherence perspective. (2024). Zhang, Yuwei ; Zhu, Chao ; Yi, Zhen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:978-997. Full description at Econpapers || Download paper |
2023 | A hybrid approach for forecasting bitcoin series. (2023). Belkacem, Lotfi ; Boubaker, Heni ; Mtiraoui, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s027553192300137x. Full description at Econpapers || Download paper |
2023 | Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226. Full description at Econpapers || Download paper |
2023 | Simulation Modeling in Supply Chain Management Research of Ethanol: A Review. (2023). Choi, Yeona ; Kim, Sojung. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:21:p:7429-:d:1273669. Full description at Econpapers || Download paper |
2023 | Behavior of Banks’ Stock Market Prices during Long-Term Crises. (2023). Chua-Chow, Clare ; Ruzgar, Nursel Selver. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:31-:d:1059544. Full description at Econpapers || Download paper |
2023 | Impact of Proof of Work (PoW)-Based Blockchain Applications on the Environment: A Systematic Review and Research Agenda. (2023). Sapra, Nishant ; Dash, Ashutosh ; Shaikh, Imlak. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:218-:d:1112406. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4. Full description at Econpapers || Download paper |
2023 | Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model. (2023). Gutkin, Boris ; Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Vrizzi, Stefano ; Lussange, Johann. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10249-3. Full description at Econpapers || Download paper |
2023 | Price Prediction of Cryptocurrency Using a Multi-Layer Gated Recurrent Unit Network with Multi Features. (2023). Mohanty, Mihir Narayan ; Patra, Gyana Ranjan. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10310-1. Full description at Econpapers || Download paper |
2024 | Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Zhou, Chunyang ; Li, Xiaoping. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4. Full description at Econpapers || Download paper |
2023 | Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5. Full description at Econpapers || Download paper |
2024 | Policy and market forces delay real estate price declines on the US coast. (2024). Landry, Craig E ; Gopalakrishnan, Sathya ; Williams, Zachary ; Smith, Martin D ; McNamara, Dylan E. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46548-6. Full description at Econpapers || Download paper |
2023 | The Robotic Herd: Using Human-Bot Interactions to Explore Irrational Herding. (2023). Ronzani, Piero ; Vaccario, Giacomo ; Verginer, Luca. In: SocArXiv. RePEc:osf:socarx:ajusq. Full description at Econpapers || Download paper |
2023 | Eliminating Environmental Costs to Proof-of-Work-Based Cryptocurrencies: A Proposal. (2023). Mathy, Gabriel. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:2:d:10.1057_s41302-023-00235-4. Full description at Econpapers || Download paper |
2024 | The Impact of Blockchain in Financial Industry: A Concept Paper. (2024). Arisha, Nur Aina ; Hussin, Nurul Najihah ; Mohd, Alya Ayuniey ; Ali, Mazurina Mohd. In: Information Management and Business Review. RePEc:rnd:arimbr:v:16:y:2024:i:1:p:190-196. Full description at Econpapers || Download paper |
2023 | A multivocal literature review of decentralized finance: Current knowledge and future research avenues. (2023). Schellinger, Benjamin ; Principato, Marc ; Guggenberger, Tobias ; Gramlich, Vincent ; Urbach, Nils. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00637-4. Full description at Econpapers || Download paper |
2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
2023 | Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1. Full description at Econpapers || Download paper |
2023 | “Less is more” or “more is better”? The effect of asymmetric information distribution on market efficiency and wealth inequality. (2023). Morone, Andrea ; Nuzzo, Simone ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00365-6. Full description at Econpapers || Download paper |
2023 | Agents interaction and price dynamics: evidence from the laboratory. (2023). Morone, Andrea ; Tedeschi, Gabriele ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00366-5. Full description at Econpapers || Download paper |
2023 | Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x. Full description at Econpapers || Download paper |
2023 | Impacts of short and long-term between cryptocurrencies and stock exchange indexes. (2023). Souza, Adriano Mendona ; Senna, Viviane. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01356-2. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Using an Artificial Financial Market for studying a Cryptocurrency Market In: Papers. [Full Text][Citation analysis] | paper | 20 |
2017 | Using an artificial financial market for studying a cryptocurrency market.(2017) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2016 | Modeling and Simulation of the Economics of Mining in the Bitcoin Market In: Papers. [Full Text][Citation analysis] | paper | 16 |
2016 | Modeling and Simulation of the Economics of Mining in the Bitcoin Market.(2016) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2020 | Forecasting Bitcoin closing price series using linear regression and neural networks models In: Papers. [Full Text][Citation analysis] | paper | 12 |
2001 | Agent-based simulation of a financial market In: Papers. [Full Text][Citation analysis] | paper | 85 |
2001 | Agent-based simulation of a financial market.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | article | |
2015 | Can islands profit from economies of density? An application to the retail sector In: Working Paper CRENoS. [Full Text][Citation analysis] | paper | 1 |
2015 | Insularity and the development of a local network: a simulation model applied to the Italian railway system In: Working Paper CRENoS. [Full Text][Citation analysis] | paper | 0 |
2001 | Testing for non-linear structure in an artificial financial market In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 72 |
2002 | Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 8 |
2002 | Self-organization and market crashes In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 18 |
2008 | Using an artificial financial market for assessing the impact of Tobin-like transaction taxes In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 69 |
2003 | Who wins? Study of long-run trader survival in an artificial stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2006 | On the suitability of Yule process to stochastically model some properties of object-oriented systems In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
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2003 | Traders Long-Run Wealth in an Artificial Financial Market In: Computational Economics. [Full Text][Citation analysis] | article | 26 |
2002 | Traders’ long-run wealth in an artificial financial market.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2008 | Modeling and Simulation of an Artificial Stock Option Market In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
2008 | The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
1999 | Scaling and criticality in a stochastic multi-agent model of a financial market In: Nature. [Full Text][Citation analysis] | article | 490 |
2020 | Insularity and the development of a local railway network In: Economia Politica: Journal of Analytical and Institutional Economics. [Full Text][Citation analysis] | article | 2 |
2007 | A model of the dynamics of the market of COTS software, in the absence of new entrants In: Information Systems Frontiers. [Full Text][Citation analysis] | article | 1 |
2005 | Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 2 |
2007 | Studies on the Impact of the Option Market on the Underlying Stock Market In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2010 | Transferring FAME, a Methodology for Assessing Open Source Solutions, from University to SMEs In: Springer Books. [Citation analysis] | chapter | 0 |
2019 | Insularity and economies of density: analyzing the efficiency of a logistic network using an econometric simulation-based approach In: Regional Studies. [Full Text][Citation analysis] | article | 2 |
2000 | VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 267 |
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