Matteo Marsili

Abdus Salam International Centre Theoretical Physics (ICTP)

Strada Costiera 11

34100 Trieste

Italy

SCHOLARLY PAPERS

8

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CITATIONS
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in Total Papers Citations

9

Scholarly Papers (8)

1.

Stylized Facts of Financial Markets and Market Crashes in Minority Games

Number of pages: 6 Posted: 02 Feb 2001
Damien Challet, Matteo Marsili and Yi-Cheng Zhang
CentraleSupélec, Abdus Salam International Centre Theoretical Physics (ICTP) and Universite de Fribourg
Downloads 233 (108,428)
Citation 5

Abstract:

Bounded rationality, heterogeneous agents, inductive behavior, minority game, stylized facts, minimal model

2.

Trading Behavior and Excess Volatility in Toy Markets

SISSA Working Paper No. CM/188/00
Number of pages: 14 Posted: 15 Sep 2000
Matteo Marsili and Damien Challet
Abdus Salam International Centre Theoretical Physics (ICTP) and CentraleSupélec
Downloads 139 (170,560)
Citation 1

Abstract:

Adaptive Learning, El Farol Bar Problem, Minority Games, Market Impact, Adaptive Learning

3.

Statistical Mechanics of Asset Markets with Private Information

Number of pages: 22 Posted: 03 Apr 2001
Abdus Salam International Centre for Theoretical Physics (ICTP), Abdus Salam International Centre Theoretical Physics (ICTP), University of Minnesota - Twin Cities - Department of Economics and Abdus Salam International Centre for Theoretical Physics (ICTP)
Downloads 113 (202,031)
Citation 2

Abstract:

Market efficiency, competitive markets, heterogeneous agents, adaptive learning

4.

Opportunity and Choice in Social Networks

FEEM Working Paper No. 24.2008
Number of pages: 8 Posted: 09 May 2008
Paolo Pin, Silvio Franz and Matteo Marsili
Dipartimento di Economia Politica, Abdus Salam International Centre Theoretical Physics (ICTP) and Abdus Salam International Centre Theoretical Physics (ICTP)
Downloads 74 (257,358)
Citation 1

Abstract:

Social Networks, Choice-Based and Opportunity-Based Homophily

5.

Information Efficiency and Financial Stability

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 4, 2010-20
Number of pages: 21 Posted: 18 Dec 2010
Fabio Caccioli and Matteo Marsili
International School of Advanced Studies (SISSA) and Abdus Salam International Centre Theoretical Physics (ICTP)
Downloads 59 (273,564)

Abstract:

Interacting agents models, market efficiency, market stability, statistical mechanics of financial markets

6.

Shedding light on El Farol

Physica A: Statistical Mechanics and its Applications, Vol. 332 , No. 1, pp. 469-482, February 2004
Posted: 06 Dec 2004
Damien Challet, Matteo Marsili and Gabriele Ottino
CentraleSupélec, Abdus Salam International Centre Theoretical Physics (ICTP) and University of Fribourg (Switzerland) - Department of Finance

Abstract:

El Farol, minority game, exact solution

7.

From Minority Games to Real Markets

Quantitative Finance, Vol. 1, No. 1, pp. 168-176, January 2001
Posted: 25 Sep 2001
CentraleSupélec, Universita di Cagliari, Abdus Salam International Centre Theoretical Physics (ICTP) and Universite de Fribourg

Abstract:

8.

Dynamical Optimization Theory of a Diversified Portfolio

Physica A, Vol. 253, pp. 403-418, 1998
Posted: 08 Jan 2001
Sergei Maslov, Yi-Cheng Zhang and Matteo Marsili
Brookhaven National Laboratory - Department of Physics, Universite de Fribourg and Abdus Salam International Centre Theoretical Physics (ICTP)

Abstract: