V. Alfi

Identifiers

• name variant V. Alfi 0.60 · backfill

Papers (9)

1. Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement q-fin.TR · 2009 · author #3
2. Liquidity Crisis, Granularity of the Order Book and Price Fluctuations q-fin.TR · 2009 · author #2
3. Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model physics.soc-ph · 2008 · author #1
4. Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics q-fin.TR · 2008 · author #1
5. Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts q-fin.TR · 2008 · author #1
6. Detecting the traders' strategies in Minority-Majority games and real stock-prices physics.soc-ph · 2006 · author #1
7. Roughness and Finite Size Effect in the NYSE Stock-Price Fluctuations physics.soc-ph · 2006 · author #1
8. Hidden Forces and Fluctuations from Moving Averages: A Test Study physics.soc-ph · 2006 · author #1
9. Exact Results for the Roughness of a Finite Size Random Walk cond-mat.stat-mech · 2006 · author #1

Mentions

• 0906.1387 #3 · backfill · confidence 0.70 V. Alfi
• 0902.4159 #2 · backfill · confidence 0.70 V. Alfi
• 0811.4256 #1 · backfill · confidence 0.70 V. Alfi
• 0808.3565 #1 · backfill · confidence 0.70 V. Alfi
• 0808.3562 #1 · backfill · confidence 0.70 V. Alfi

Frequent Coauthors

• L. Pietronero 7 shared papers
• A. Zaccaria 5 shared papers
• M. Cristelli 5 shared papers
• F. Coccetti 3 shared papers
• A. Petri 2 shared papers
• L.Pietronero 2 shared papers
• M. Marotta 2 shared papers
• A. De Martino 1 shared papers
• A. Tedeschi 1 shared papers
• F. Ciulla 1 shared papers
• M. Takayasu 1 shared papers