Recurrence plot and recurrence quantification analysis techniques for detecting a critical regime. Examples from financial market inidices A Fabretti, M Ausloos International Journal of Modern Physics C 16 (05), 671-706, 2005 | 130 | 2005 |
On the problem of calibrating an agent based model for financial markets A Fabretti Journal of Economic Interaction and Coordination 8, 277-293, 2013 | 79 | 2013 |
Delegated portfolio management with socially responsible investment constraints A Fabretti, S Herzel The European Journal of Finance 18 (3-4), 293-309, 2012 | 12 | 2012 |
Delegated portfolio management under ambiguity aversion A Fabretti, S Herzel, MÇ Pınar Operations Research Letters 42 (2), 190-195, 2014 | 10 | 2014 |
Convex incentives in financial markets: an agent-based analysis A Fabretti, T Gärling, S Herzel, M Holmen Decisions in Economics and Finance 40, 375-395, 2017 | 8 | 2017 |
Recurrence analysis near the NASDAQ crash of April 2000 A Fabretti, M Ausloos Practical Fruits of Econophysics: Proceedings of the Third Nikkei …, 2006 | 7 | 2006 |
A Dynamical Model for Financial Market: Among Common Market Strategies Who and How Moves the Price to Fluctuate, Inflate, and Burst? A Fabretti Mathematics 10 (5), 679, 2022 | 6 | 2022 |
Recurrence analysis of the NASDAQ crash of April 2000 A Fabretti, M Ausloos arXiv preprint physics/0505170, 2005 | 6 | 2005 |
Calibration of an agent based model for financial markets A Fabretti Highlights in Practical Applications of Agents and Multiagent Systems: 9th …, 2011 | 5 | 2011 |
Markov chain analysis in agent-based model calibration by classical and simulated minimum distance A Fabretti Knowledge and Information Systems 61 (1), 259-276, 2019 | 4 | 2019 |
A Markov chain approach to ABM calibration A Fabretti Social Simulation Conference, 2014 | 4 | 2014 |
Advances in computational social science and social simulation FJ Miguel Quesada, F Amblard, JA Barceló, M Madella, C Aguirre, ... Social Simulation Conference, 2014 | 3 | 2014 |
An agent based model for a double auction with convex incentives A Fabretti, S Herzel Journal of Artificial Societies and Social Simulation 20 (1), 2017 | 2 | 2017 |
Active management of socially responsible portfolios A Fabretti, S Herzel Entrepreneurship, finance, governance and ethics, 213-236, 2012 | 2 | 2012 |
An agent-based model to study the impact of convex incentives on financial markets A Fabretti, T Gärling, S Herzel, M Holmen Trends in Practical Applications of Scalable Multi-Agent Systems, the PAAMS …, 2016 | 1 | 2016 |
Corporate social responsibility and responsible investment in Italy: An overview R Ciciretti, A Fabretti, M Nicolosi The Routledge Handbook of Responsible Investment, 243-253, 2015 | 1 | 2015 |
Bayesian-Nash Linear Equilibria for Asymmetrically Informed Imperfect Competitive Investors R Monte, A Perrotta, A Fabretti Working Paper, University of Rome Tor Vergata, 2009 | 1 | 2009 |
A Further Look at the Gender Gap in Italian Academic Careers M Brunetti, M Zoli, A Fabretti CEIS Working Paper, 2023 | | 2023 |
What an Experimental Limit Order Book Can Tell Us About Real Markets? A Fabretti Highlights in Practical Applications of Agents, Multi-Agent Systems, and …, 2020 | | 2020 |
Random distributions via Sequential Quantile Array A Fabretti, S Leorato | | 2020 |