Marco Raberto

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Should I stay or should I go? An agent-based setup for a trading and monetary union Journal of Economic Dynamics and Control	2020-05-19	Paper
Anomalous waiting times in high-frequency financial data Quantitative Finance	2019-01-15	Paper
A general equilibrium model of a production economy with asset markets. Physica A	2013-02-12	Paper
Semi-Markov Graph Dynamics	2011-05-11	Paper
Endogenous credit dynamics as source of business cycles in the EURACE model Lecture Notes in Economics and Mathematical Systems	2010-10-28	Paper
Prospect Theory Behavioral Assumptions in an Artificial Financial Economy Lecture Notes in Economics and Mathematical Systems	2008-10-15	Paper
Integrating real and financial markets in an agent-based economic model: An application to monetary policy design Computational Economics	2008-09-12	Paper
A dynamic general disequilibrium model of a sequential monetary production economy Chaos, Solitons and Fractals	2008-09-09	Paper
Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages Lecture Notes in Economics and Mathematical Systems	2008-02-22	Paper
The waiting-time distribution of trading activity in a double auction artificial financial market	2006-06-26	Paper
scientific article; zbMATH DE number 2209540 (Why is no real title available?)	2005-09-28	Paper
scientific article; zbMATH DE number 2209541 (Why is no real title available?) (available as arXiv preprint)	2005-09-28	Paper
REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION Fractals	2004-07-12	Paper
scientific article; zbMATH DE number 2067993 (Why is no real title available?)	2004-05-27	Paper
Traders' long-run wealth in an artificial financial market Computational Economics	2003-12-18	Paper
Who wins? Study of long-run trader survival in an artificial stock market Physica A	2003-05-21	Paper
scientific article; zbMATH DE number 1977295 (Why is no real title available?)	2003-01-01	Paper
Waiting-times and returns in high-frequency financial data: An empirical study Physica A	2002-12-03	Paper
Agent-based simulation of a financial market Physica A	2001-10-23	Paper
scientific article; zbMATH DE number 1642344 (Why is no real title available?)	2001-09-09	Paper

Research outcomes over time

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