M. Cristelli

Identifiers

• name variant M. Cristelli 0.60 · backfill

Papers (6)

1. Critical Overview of Agent-Based Models for Economics q-fin.TR · 2011 · author #1
2. Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement q-fin.TR · 2009 · author #2
3. Liquidity Crisis, Granularity of the Order Book and Price Fluctuations q-fin.TR · 2009 · author #1
4. Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model physics.soc-ph · 2008 · author #2
5. Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics q-fin.TR · 2008 · author #2
6. Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts q-fin.TR · 2008 · author #2

Mentions

• 1101.1847 #1 · backfill · confidence 0.70 M. Cristelli
• 0906.1387 #2 · backfill · confidence 0.70 M. Cristelli
• 0902.4159 #1 · backfill · confidence 0.70 M. Cristelli
• 0811.4256 #2 · backfill · confidence 0.70 M. Cristelli
• 0808.3565 #2 · backfill · confidence 0.70 M. Cristelli
• 0808.3562 #2 · backfill · confidence 0.70 M. Cristelli

Frequent Coauthors

• A. Zaccaria 6 shared papers
• L. Pietronero 5 shared papers
• V. Alfi 5 shared papers
• F. Ciulla 1 shared papers
• L.Pietronero 1 shared papers