Sfoglia per Autore FABRETTI, ANNALISA
Mostrati risultati da 1 a 17 di 17
Recurrence plot and recurrence quantification analysis techniques for detecting a critical regime: examples from financial market indices
2005-01-01 Fabretti, A; Ausloos, M
Recurrence analysis of the Nasdaq crash of April 2000
2006-01-01 Fabretti, A; Ausloos, M
Calibration of an agent based model for financial markets
2011-01-01 Fabretti, A
Delegated portfolio management with socially responsible investment constraints
2012-01-01 Fabretti, A; Herzel, S
Active management of socially responsible portfolios
2013-01-01 Fabretti, A; Herzel, S
On the problem of calibrating an agent based model for financial markets
2013-01-01 Fabretti, A
Delegated portfolio management under ambiguity aversion
2014-01-01 Fabretti, A; Herzel, S; Pınar, M
An Agent-Based Model to Study the Impact of Convex Incentives on Financial Markets
2016-01-01 Fabretti, A; Gärling, T; Herzel, S; Holmen, M
Convex incentives in financial markets: an agent-based analysis
2017-01-01 Fabretti, A; Garling, T; Herzel, S; Holmen, M
An agent-based model for a double auction with convex incentives
2017-01-01 Fabretti, A; Herzel, S
EDITORIAL FOR TOPICAL ISSUE: ARTIFICIAL ECONOMICS
2017-12-01 D'Orazio, P; Fabretti, A
Markov chain analysis in agent-based model calibration by classical and simulated minimum distance
2019-01-01 Fabretti, A
What an Experimental Limit Order Book Can Tell Us About Real Markets?
2020-01-01 Fabretti, A
random distributions via sequential array
2020-01-01 Fabretti, A
A Dynamical Model for Financial Market: Among Common Market Strategies Who and How Moves the Price to Fluctuate, Inflate, and Burst?
2022-02-01 Fabretti, A
A Further Look at the Gender Gap in Italian Academic Careers
2023-01-01 Fabretti, A; Brunetti, M; Zoli, M
Gender Matters in Gender Difference Perceptions: The Case of University of Rome Tor Vergata,
2024-01-01 Fabretti, A; Brunetti, M; Zoli, M; Colasanti, N
Mostrati risultati da 1 a 17 di 17
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