Matthieu Cristelli
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Andrea Zaccaria & Matthieu Cristelli & Andrea Tacchella & Luciano Pietronero, 2014.
"How the Taxonomy of Products Drives the Economic Development of Countries,"
Papers
1408.2138, arXiv.org.
- Andrea Zaccaria & Matthieu Cristelli & Andrea Tacchella & Luciano Pietronero, 2014. "How the Taxonomy of Products Drives the Economic Development of Countries," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-17, December.
Cited by:
- Mercedes Campi & Marco Dueñas & Le Li & Huabin Wu, 2021.
"Diversification, economies of scope, and exports growth of Chinese firms,"
Working Papers
65, Red Nacional de Investigadores en Economía (RedNIE).
- Mercedes Campi & Marco Due~nas & Le Li & Huabin Wu, 2018. "Diversification, economies of scope, and exports growth of Chinese firms," Papers 1801.02681, arXiv.org, revised Jan 2018.
- Campi, Mercedes & Dueñas, Marco & Fagiolo, Giorgio, 2021. "Specialization in food production affects global food security and food systems sustainability," World Development, Elsevier, vol. 141(C).
- Francesco Lamperti & Mariana Mazzucato & Andrea Roventini & Gregor Semieniuk, 2019.
"The green transition: public policy, finance, and the role of the State,"
SciencePo Working papers Main
hal-04114748, HAL.
- Francesco Lamperti & Mariana Mazzucato & Andrea Roventini & Gregor Semieniuk, 2019. "The green transition: public policy, finance and the role of the State," LEM Papers Series 2019/41, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Mariana Mazzucato & Andrea Roventini & Gregor Semieniuk, 2019. "The Green Transition: Public Policy, Finance, and the Role of the State," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 88(2), pages 73-88.
- Francesco Lamperti & Mariana Mazzucato & Andrea Roventini & Gregor Semieniuk, 2019. "The green transition: public policy, finance, and the role of the State," Post-Print hal-04114748, HAL.
- Orazio Angelini & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2017. "The complex dynamics of products and its asymptotic properties," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-20, May.
- CALDAROLA Bernardo & MAZZILLI Dario & NAPOLITANO Lorenzo & PATELLI Aurelio & SBARDELLA Angelica, 2024.
"Economic complexity and the sustainability transition: A review of data, methods, and literature,"
JRC Working Papers on Corporate R&D and Innovation
2024-01, Joint Research Centre.
- Bernardo Caldarola & Dario Mazzilli & Lorenzo Napolitano & Aurelio Patelli & Angelica Sbardella, 2023. "Economic complexity and the sustainability transition: A review of data, methods, and literature," Papers 2308.07172, arXiv.org, revised Mar 2024.
- Mercedes Campi & Marco Dueñas & Giorgio Fagiolo, 2019.
"How do countries specialize in food production? A complex-network analysis of the global agricultural product space,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2020-48, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Campi, Mercedes & Dueñas, Marco & Fagiolo, Giorgio, 2020. "How do countries specialize in food production? A complex-network analysis of the global agricultural product space," Working papers 29, Red Investigadores de Economía.
- Mercedes Campi & Marco Duenas & Giorgio Fagiolo, 2019. "How do countries specialize in food production? A complex-network analysis of the global agricultural product space," LEM Papers Series 2019/37, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dosi, Giovanni & Mathew, Nanditha & Pugliese, Emanuele, 2019. "What a firm produces matters: diversi cation, coherence and performance of Indian manufacturing," MERIT Working Papers 2019-013, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Emanuele Pugliese & Guido L Chiarotti & Andrea Zaccaria & Luciano Pietronero, 2017. "Complex Economies Have a Lateral Escape from the Poverty Trap," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-18, January.
- Francesco de Cunzo & Alberto Petri & Andrea Zaccaria & Angelica Sbardella, 2022. "The trickle down from environmental innovation to productive complexity," Papers 2206.07537, arXiv.org.
- Yang, Shuhui & Li, Zhongkai & Zhou, Jianlin & Gao, Yancheng & Cui, Xuefeng, 2024. "Evolving patterns of agricultural production space in China: A network-based approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 5(1), pages 121-134.
- Kemp-Benedict, Eric, 2014. "An interpretation and critique of the Method of Reflections," MPRA Paper 60705, University Library of Munich, Germany.
- Lorenzo Napolitano & Angelica Sbardella & Davide Consoli & Nicolo Barbieri & Francois Perruchas, 2020.
"Green Innovation and Income Inequality: A Complex System Analysis,"
SPRU Working Paper Series
2020-11, SPRU - Science Policy Research Unit, University of Sussex Business School.
- Napolitano, Lorenzo & Sbardella, Angelica & Consoli, Davide & Barbieri, Nicolò & Perruchas, François, 2022. "Green innovation and income inequality: A complex system analysis," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 224-240.
- Sabrina Aufiero & Giordano De Marzo & Angelica Sbardella & Andrea Zaccaria, 2023. "Mapping job complexity and skills into wages," Papers 2304.05251, arXiv.org.
- Mercedes Campi & Marco Duenas & Giorgio Fagiolo, 2020.
"Specialization in food production, global food security and sustainability,"
LEM Papers Series
2020/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Campi, Mercedes & Dueñas, Marco & Fagiolo, Giorgio, 2020. "Specialization in food production, global food security and sustainability," Working papers 30, Red Investigadores de Economía.
- Lorenzo Napolitano & Evangelos Evangelou & Emanuele Pugliese & Paolo Zeppini & Graham Room, 2017.
"Technology networks: the autocatalytic origins of innovation,"
Papers
1708.03511, arXiv.org, revised Apr 2018.
- Lorenzo Napolitano & Evangelos Evangelou & Emanuele Pugliese & Paolo Zeppini & Graham Room, 2018. "Technology networks: the autocatalytic origins of innovation," Post-Print halshs-01952447, HAL.
- Angelica Sbardella & Andrea Zaccaria & Luciano Pietronero & Pasquale Scaramozzino, 2021. "Behind the Italian Regional Divide: An Economic Fitness and Complexity Perspective," LEM Papers Series 2021/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Vidmer, Alexandre & Zeng, An & Medo, Matúš & Zhang, Yi-Cheng, 2015. "Prediction in complex systems: The case of the international trade network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 188-199.
- Freire, Clovis, 2019. "Economic diversification: A model of structural economic dynamics and endogenous technological change," Structural Change and Economic Dynamics, Elsevier, vol. 49(C), pages 13-28.
- Seung Hwan Kim & Bogang Jun & Jeong-Dong Lee, 2023. "Technological relatedness: how do firms diversify their technology?," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(9), pages 4901-4931, September.
- Castañeda, Gonzalo & Pietronero, Luciano & Romero-Padilla, Juan & Zaccaria, Andrea, 2022. "The complex dynamic of growth: Fitness and the different patterns of economic activity in the medium and long terms," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 231-246.
- Mika J. Straka & Guido Caldarelli & Tiziano Squartini & Fabio Saracco, 2017. "From Ecology to Finance (and Back?): Recent Advancements in the Analysis of Bipartite Networks," Papers 1710.10143, arXiv.org.
- Onder Nomaler & Bart Verspagen, 2024. "Reinterpreting economic complexity in multiple dimensions," Papers 2409.01830, arXiv.org.
- Tacchella, Andrea & Zaccaria, Andrea & Miccheli, Marco & Pietronero, Luciano, 2023. "Relatedness in the era of machine learning," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
- Emanuele Pugliese & Lorenzo Napolitano & Andrea Zaccaria & Luciano Pietronero, 2019. "Coherent diversification in corporate technological portfolios," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-22, October.
- Filippo Bontadini & Mercedes Campi & Marco Due~nas, 2023.
"Being at the core: firm product specialisation,"
Papers
2302.02767, arXiv.org, revised Mar 2023.
- Filippo Bontadini & Mercedes Campi & Marcos Dueñas, 2023. "Being at the Core: Firm product Specialisation," Working Papers 239, Red Nacional de Investigadores en Economía (RedNIE).
- Filippo Bontadini & Mercedes Campio & Marco Duenas, 2023. "Being at the core: firm product specialisation," LEM Papers Series 2023/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Nanditha Mathew & Emanuele Pugliese, 2019. "What a firm produces matters: diversification, coherence and performance of Indian manufacturing firms," LEM Papers Series 2019/10, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dosi, Giovanni & Mathew, Nanditha & Pugliese, Emanuele, 2022. "What a firm produces matters: Processes of diversification, coherence and performances of Indian manufacturing firms," Research Policy, Elsevier, vol. 51(8).
- Emanuele Pugliese & Lorenzo Napolitano & Andrea Zaccaria & Luciano Pietronero, 2017. "Coherent diversification in corporate technological portfolios," Papers 1707.02188, arXiv.org.
- Orazio Angelini & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2016. "The complex dynamics of products and its asymptotic properties," Papers 1610.00274, arXiv.org, revised May 2017.
- Andrea Tacchella & Andrea Zaccaria & Marco Miccheli & Luciano Pietronero, 2021. "Relatedness in the Era of Machine Learning," Papers 2103.06017, arXiv.org.
- Massimiliano Fessina & Giambattista Albora & Andrea Tacchella & Andrea Zaccaria, 2022. "Which products activate a product? An explainable machine learning approach," Papers 2212.03094, arXiv.org.
- Aurelio Patelli & Andrea Zaccaria & Luciano Pietronero, 2021. "Universal Database for Economic Complexity," Papers 2110.00302, arXiv.org.
- Giambattista Albora & Matteo Straccamore & Andrea Zaccaria, 2024. "Machine learning-based similarity measure to forecast M&A from patent data," Papers 2404.07179, arXiv.org.
- Hausmann, Ricardo & Stock, Daniel P. & Yıldırım, Muhammed A., 2022. "Implied comparative advantage," Research Policy, Elsevier, vol. 51(8).
- Fabio Saracco & Riccardo Di Clemente & Andrea Gabrielli & Luciano Pietronero, 2015.
"From innovation to diversification: a simple competitive model,"
Papers
1508.03571, arXiv.org, revised Nov 2015.
- Fabio Saracco & Riccardo Di Clemente & Andrea Gabrielli & Luciano Pietronero, 2015. "From Innovation to Diversification: A Simple Competitive Model," PLOS ONE, Public Library of Science, vol. 10(11), pages 1-19, November.
- Cimini, Giulio & Zaccaria, Andrea & Gabrielli, Andrea, 2016. "Investigating the interplay between fundamentals of national research systems: Performance, investments and international collaborations," Journal of Informetrics, Elsevier, vol. 10(1), pages 200-211.
- Emanuele Pugliese & Guido L. Chiarotti & Andrea Zaccaria & Luciano Pietronero, 2015. "Complex economies have a lateral escape from the poverty trap," Papers 1511.08622, arXiv.org.
- Cristelli, Matthieu & Tacchella, Andrea & Zaccaria, Andrea & Pietronero, Luciano, 2014. "Growth scenarios for sub-Saharan countries in the framework of economic complexity," MPRA Paper 71594, University Library of Munich, Germany.
- Alessio Emanuele Biondo & Alfio Giarlotta & Alessandro Pluchino & Andrea Rapisarda, 2016. "Perfect Information vs Random Investigation: Safety Guidelines for a Consumer in the Jungle of Product Differentiation," PLOS ONE, Public Library of Science, vol. 11(1), pages 1-26, January.
- Saurabh Mishra & Robert Koopman & Giuditta De-Prato & Anand Rao & Israel Osorio-Rodarte & Julie Kim & Nikola Spatafora & Keith Strier & Andrea Zaccaria, 2021. "AI Specialization for Pathways of Economic Diversification," Papers 2103.11042, arXiv.org.
- Orazio Angelini & Tiziana Di Matteo, 2018. "Complexity of products: the effect of data regularisation," Papers 1808.08249, arXiv.org, revised Oct 2018.
- Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011.
"Memory effects in stock price dynamics: evidences of technical trading,"
Papers
1110.5197, arXiv.org.
Cited by:
- Eric Kemp-Benedict, 2012. "Second-order Price Dynamics: Approach to Equilibrium with Perpetual Arbitrage," Papers 1202.5926, arXiv.org.
- Ilaria Bordino & Stefano Battiston & Guido Caldarelli & Matthieu Cristelli & Antti Ukkonen & Ingmar Weber, 2011.
"Web search queries can predict stock market volumes,"
Papers
1110.4784, arXiv.org, revised Jun 2012.
- Ilaria Bordino & Stefano Battiston & Guido Caldarelli & Matthieu Cristelli & Antti Ukkonen & Ingmar Weber, 2012. "Web Search Queries Can Predict Stock Market Volumes," PLOS ONE, Public Library of Science, vol. 7(7), pages 1-17, July.
Cited by:
- David Garcia & Claudio Juan Tessone & Pavlin Mavrodiev & Nicolas Perony, 2014. "The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy," Papers 1408.1494, arXiv.org.
- T. T. Chen & B. Zheng & Y. Li & X. F. Jiang, 2017. "New approaches in agent-based modeling of complex financial systems," Papers 1703.06840, arXiv.org.
- Jichang Dong & Wei Dai & Ying Liu & Lean Yu & Jie Wang, 2019. "Forecasting Chinese Stock Market Prices using Baidu Search Index with a Learning-Based Data Collection Method," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(05), pages 1605-1629, September.
- Young Bin Kim & Sang Hyeok Lee & Shin Jin Kang & Myung Jin Choi & Jung Lee & Chang Hun Kim, 2015. "Virtual World Currency Value Fluctuation Prediction System Based on User Sentiment Analysis," PLOS ONE, Public Library of Science, vol. 10(8), pages 1-18, August.
- Guo, Jian-Feng & Ji, Qiang, 2013. "How does market concern derived from the Internet affect oil prices?," Applied Energy, Elsevier, vol. 112(C), pages 1536-1543.
- Zhen-Hua Yang & Jian-Guo Liu & Chang-Rui Yu & Jing-Ti Han, 2017. "Quantifying the effect of investors’ attention on stock market," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-16, May.
- David W Carter & Scott Crosson & Christopher Liese, 2015. "Nowcasting Intraseasonal Recreational Fishing Harvest with Internet Search Volume," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-18, September.
- Matteo Accornero & Mirko Moscatelli, 2018. "Listening to the buzz: social media sentiment and retail depositors' trust," Temi di discussione (Economic working papers) 1165, Bank of Italy, Economic Research and International Relations Area.
- Chih-Yu Chin & Chia-Hsien Tang & Yen-Hsien Lee, 2020. "The Social Network Volume of COVID-19 and Stock Market Response," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(6), pages 1-4.
- Dimitris Andriosopoulos & Michael Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019.
"Computational approaches and data analytics in financial services: A literature review,"
Post-Print
hal-02880149, HAL.
- Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1581-1599, October.
- Dimitris Andriosopoulos & Michael Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Post-Print hal-02879937, HAL.
- Ana Fern'andez Vilas & Rebeca D'iaz Redondo & Ant'on Lorenzo Garc'ia, 2023. "The irruption of cryptocurrencies into Twitter cashtags: a classifying solution," Papers 2312.11531, arXiv.org.
- Pavlicek, Jaroslav & Kristoufek, Ladislav, 2015.
"Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries,"
FinMaP-Working Papers
34, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jaroslav Pavlicek & Ladislav Kristoufek, 2015. "Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-11, May.
- Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011. "Memory effects in stock price dynamics: evidences of technical trading," Papers 1110.5197, arXiv.org.
- Martina Halouskov'a & Daniel Stav{s}ek & Mat'uv{s} Horv'ath, 2022. "The role of investor attention in global asset price variation during the invasion of Ukraine," Papers 2205.05985, arXiv.org, revised Aug 2022.
- Thomas J Hwang, 2013. "Stock Market Returns and Clinical Trial Results of Investigational Compounds: An Event Study Analysis of Large Biopharmaceutical Companies," PLOS ONE, Public Library of Science, vol. 8(8), pages 1-8, August.
- Raphael H Heiberger, 2015. "Collective Attention and Stock Prices: Evidence from Google Trends Data on Standard and Poor's 100," PLOS ONE, Public Library of Science, vol. 10(8), pages 1-14, August.
- Semen Son-Turan, 2016. "The Impact of Investor Sentiment on the "Leverage Effect"," International Econometric Review (IER), Econometric Research Association, vol. 8(1), pages 4-18, April.
- Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht, 2014.
"Do Media Data Help to Predict German Industrial Production?,"
Discussion Papers of DIW Berlin
1393, DIW Berlin, German Institute for Economic Research.
- Dirk Ulbricht & Konstantin A. Kholodilin & Tobias Thomas, 2017. "Do Media Data Help to Predict German Industrial Production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 483-496, August.
- Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014. "Do media data help to predict German industrial production?," DICE Discussion Papers 149, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Halousková, Martina & Stašek, Daniel & Horváth, Matúš, 2022. "The role of investor attention in global asset price variation during the invasion of Ukraine," Finance Research Letters, Elsevier, vol. 50(C).
- Gabriele Ranco & Ilaria Bordino & Giacomo Bormetti & Guido Caldarelli & Fabrizio Lillo & Michele Treccani, 2014. "Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics," Papers 1412.3948, arXiv.org, revised Dec 2015.
- Gabriele Ranco & Ilaria Bordino & Giacomo Bormetti & Guido Caldarelli & Fabrizio Lillo & Michele Treccani, 2016. "Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics," PLOS ONE, Public Library of Science, vol. 11(1), pages 1-14, January.
- Piñeiro-Chousa, Juan Ramón & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María, 2016. "Examining the influence of stock market variables on microblogging sentiment," Journal of Business Research, Elsevier, vol. 69(6), pages 2087-2092.
- Ilaria Gianstefani & Luigi Longo & Massimo Riccaboni, 2022. "The echo chamber effect resounds on financial markets: a social media alert system for meme stocks," Papers 2203.13790, arXiv.org.
- Ji, Qiang & Guo, Jian-Feng, 2015. "Oil price volatility and oil-related events: An Internet concern study perspective," Applied Energy, Elsevier, vol. 137(C), pages 256-264.
- Canhoto, Ana Isabel & Clear, Fintan, 2020. "Artificial intelligence and machine learning as business tools: A framework for diagnosing value destruction potential," Business Horizons, Elsevier, vol. 63(2), pages 183-193.
- Latoeiro, Pedro & Ramos, Sofía B. & Veiga, Helena, 2013. "Predictability of stock market activity using Google search queries," DES - Working Papers. Statistics and Econometrics. WS ws130605, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Xiao-Qian Sun & Hua-Wei Shen & Xue-Qi Cheng & Yuqing Zhang, 2016. "Market Confidence Predicts Stock Price: Beyond Supply and Demand," PLOS ONE, Public Library of Science, vol. 11(7), pages 1-10, July.
- Semen Son Turan, 2014. "Internet Search Volume and Stock Return Volatility: The Case of Turkish Companies," Information Management and Business Review, AMH International, vol. 6(6), pages 317-328.
- Damien Challet & Ahmed Bel Hadj Ayed, 2015.
"Do Google Trend data contain more predictability than price returns?,"
Post-Print
hal-00960875, HAL.
- Damien Challet & Ahmed Bel Hadj Ayed, 2014. "Do Google Trend data contain more predictability than price returns?," Papers 1403.1715, arXiv.org.
- Bai, Lijuan & Yan, Xiangbin & Yu, Guang, 2019. "Impact of CEO media appearance on corporate performance in social media," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Mario Gutiérrez-Roig & Carlota Segura & Jordi Duch & Josep Perelló, 2016. "Market Imitation and Win-Stay Lose-Shift Strategies Emerge as Unintended Patterns in Market Direction Guesses," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-19, August.
- Chong Guan & Wenting Liu & Jack Yu-Chao Cheng, 2022. "Using Social Media to Predict the Stock Market Crash and Rebound amid the Pandemic: The Digital ‘Haves’ and ‘Have-mores’," Annals of Data Science, Springer, vol. 9(1), pages 5-31, February.
- Jaroslav Pavlicek & Ladislav Kristoufek, 2014. "Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries?," Papers 1408.6639, arXiv.org.
- Xianlei Dong & Johan Bollen, 2015. "Computational Models of Consumer Confidence from Large-Scale Online Attention Data: Crowd-Sourcing Econometrics," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-18, March.
- Daniel Felix Ahelegbey & Paola Cerchiello & Roberta Scaramozzino, 2021.
"Network Based Evidence of the Financial Impact of Covid-19 Pandemic,"
DEM Working Papers Series
198, University of Pavia, Department of Economics and Management.
- Ahelegbey, Daniel Felix & Cerchiello, Paola & Scaramozzino, Roberta, 2022. "Network based evidence of the financial impact of Covid-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Paola Cerchiello & Paolo Giudici, 2017. "Categorical network models for systemic risk measurement," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(4), pages 1593-1609, July.
- Ladislav Kristoufek, 2015.
"Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components,"
Papers
1502.00225, arXiv.org.
- Kristoufek, Ladislav, 2015. "Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 194-205.
- Liu, Jian-Guo & Yang, Zhen-Hua & Li, Sheng-Nan & Yu, Chang-Rui, 2018. "A generative model for the collective attention of the Chinese stock market investors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 1175-1182.
- Ding Ding & Chong Guan & Calvin M. L. Chan & Wenting Liu, 2020. "Building stock market resilience through digital transformation: using Google trends to analyze the impact of COVID-19 pandemic," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-21, December.
- David Garcia & Frank Schweitzer, 2015. "Social signals and algorithmic trading of Bitcoin," Papers 1506.01513, arXiv.org, revised Sep 2015.
- Eli Arditi & Eldad Yechiam & Gal Zahavi, 2015. "Association between Stock Market Gains and Losses and Google Searches," PLOS ONE, Public Library of Science, vol. 10(10), pages 1-12, October.
- Milla Siikanen & Kk{e}stutis Baltakys & Juho Kanniainen & Ravi Vatrapu & Raghava Mukkamala & Abid Hussain, 2017. "Facebook drives behavior of passive households in stock markets," Papers 1709.07300, arXiv.org, revised May 2018.
- Coble, David & Pincheira, Pablo, 2017. "Nowcasting Building Permits with Google Trends," MPRA Paper 76514, University Library of Munich, Germany.
- Ahelegbey, Daniel Felix & Celani, Alessandro & Cerchiello, Paola, 2024. "Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
- Shan Lu & Jichang Zhao & Huiwen Wang, 2018. "The Power of Trading Polarity: Evidence from China Stock Market Crash," Papers 1802.01143, arXiv.org.
- Ming-Yuan Yang & Sai-Ping Li & Li-Xin Zhong & Fei Ren, 2018. "Modelling stock correlations with expected returns from investors," Papers 1803.02019, arXiv.org, revised Mar 2018.
- Juan Manuel García Sánchez & Xavier Vilasís Cardona & Alexandre Lerma Martín, 2022. "Influence of Car Configurator Webpage Data from Automotive Manufacturers on Car Sales by Means of Correlation and Forecasting," Forecasting, MDPI, vol. 4(3), pages 1-20, July.
- Long Wen & Chang Liu & Haiyan Song, 2019. "Forecasting tourism demand using search query data: A hybrid modelling approach," Tourism Economics, , vol. 25(3), pages 309-329, May.
- Matija Piv{s}korec & Nino Antulov-Fantulin & Petra Kralj Novak & Igor Mozetiv{c} & Miha Grv{c}ar & Irena Vodenska & Tomislav v{S}muc, 2014. "News Cohesiveness: an Indicator of Systemic Risk in Financial Markets," Papers 1402.3483, arXiv.org.
- Abay,Kibrom A. & Hirfrfot,Kibrom Tafere & Woldemichael,Andinet, 2020. "Winners and Losers from COVID-19 : Global Evidence from Google Search," Policy Research Working Paper Series 9268, The World Bank.
- Asgari, Mahdi & Nemati, Mehdi & Zheng, Yuqing, 2018. "Nowcasting Food Stock Movement using Food Safety Related Web Search Queries," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266323, Southern Agricultural Economics Association.
- Takao Noguchi & Neil Stewart & Christopher Y Olivola & Helen Susannah Moat & Tobias Preis, 2014. "Characterizing the Time-Perspective of Nations with Search Engine Query Data," PLOS ONE, Public Library of Science, vol. 9(4), pages 1-5, April.
- Gabriele Ranco & Darko Aleksovski & Guido Caldarelli & Miha Grčar & Igor Mozetič, 2015. "The Effects of Twitter Sentiment on Stock Price Returns," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-21, September.
- Young Bin Kim & Kyeongpil Kang & Jaegul Choo & Shin Jin Kang & TaeHyeong Kim & JaeHo Im & Jong-Hyun Kim & Chang Hun Kim, 2017. "Predicting the Currency Market in Online Gaming via Lexicon-Based Analysis on Its Online Forum," Complexity, Hindawi, vol. 2017, pages 1-10, December.
- Tiziano Squartini & Guido Caldarelli & Giulio Cimini & Andrea Gabrielli & Diego Garlaschelli, 2018. "Reconstruction methods for networks: the case of economic and financial systems," Papers 1806.06941, arXiv.org.
- Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2019. "Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions," Papers 1909.03792, arXiv.org, revised Sep 2019.
- Won Sang Lee & Hyo Shin Choi & So Young Sohn, 2018. "Forecasting new product diffusion using both patent citation and web search traffic," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-12, April.
- Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2020. "Tehran stock exchange prediction using sentiment analysis of online textual opinions," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(1), pages 22-37, January.
- Merve Alanyali & Tobias Preis & Helen Susannah Moat, 2016. "Tracking Protests Using Geotagged Flickr Photographs," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-8, March.
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- Wang, Jue & Athanasopoulos, George & Hyndman, Rob J. & Wang, Shouyang, 2018. "Crude oil price forecasting based on internet concern using an extreme learning machine," International Journal of Forecasting, Elsevier, vol. 34(4), pages 665-677.
- M. Cristelli & L. Pietronero & A. Zaccaria, 2011.
"Critical Overview of Agent-Based Models for Economics,"
Papers
1101.1847, arXiv.org.
Cited by:
- Aleksejus Kononovicius & Vygintas Gontis, 2012. "Three-state herding model of the financial markets," Papers 1210.1838, arXiv.org, revised Jan 2013.
- Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011. "Memory effects in stock price dynamics: evidences of technical trading," Papers 1110.5197, arXiv.org.
- Tseng, Jie-Jun & Li, Sai-Ping, 2012. "Quantifying volatility clustering in financial time series," International Review of Financial Analysis, Elsevier, vol. 23(C), pages 11-19.
- Aleksejus Kononovicius & Vygintas Gontis & Valentas Daniunas, 2012. "Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance," Papers 1202.3533, arXiv.org, revised Jun 2012.
- Alexandru Mandes & Peter Winker, 2015.
"Complexity and Model Comparison in Agent Based Modeling of Financial Markets,"
MAGKS Papers on Economics
201528, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Alexandru Mandes & Peter Winker, 2017. "Complexity and model comparison in agent based modeling of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 469-506, October.
- Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe, 2015. "Tipping points in macroeconomic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 29-61.
- Pierre Blanc & Jonathan Donier & Jean-Philippe Bouchaud, 2015. "Quadratic Hawkes processes for financial prices," Papers 1509.07710, arXiv.org.
- Vikram Krishnamurthy & Sujay Bhatt, 2015. "Sequential Detection of Market shocks using Risk-averse Agent Based Models," Papers 1511.01965, arXiv.org.
- Kononovicius, A. & Gontis, V., 2014. "Control of the socio-economic systems using herding interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 80-84.
- Efstathios Panayi & Gareth W. Peters, 2015. "Stochastic simulation framework for the limit order book using liquidity-motivated agents," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-52.
- Jan A. Lipski & Ryszard Kutner, 2013. "Agent-Based Stock Market Model with Endogenous Agents' Impact," Papers 1310.0762, arXiv.org, revised Dec 2013.
- Jean Philippe Bouchaud & Matteo Marsili & Jean-Pierre Nadal, 2023. "Application of spin glass ideas in social sciences, economics and finance," Post-Print hal-04145594, HAL.
- Aleksejus Kononovicius & Vygintas Gontis, 2014. "Herding interactions as an opportunity to prevent extreme events in financial markets," Papers 1409.8024, arXiv.org, revised May 2015.
- Jan A. Lipski & Ryszard Kutner, 2013. "Trust in foreseeing neighbours - a novel threshold model of financial market," Papers 1301.1824, arXiv.org.
- Biondi, Yuri & Giannoccolo, Pierpaolo & Galam, Serge, 2012.
"Formation of share market prices under heterogeneous beliefs and common knowledge,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5532-5545.
- Yuri Biondi & Pierpaolo Giannoccolo & Serge Galam, 2011. "The formation of share market prices under heterogeneous beliefs and common knowledge," Papers 1105.3228, arXiv.org.
- Zeng, Yayun & Wang, Jun & Xu, Kaixuan, 2017. "Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 364-376.
- Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
- Jean-Philippe Bouchaud, 2012. "Crises and collective socio-economic phenomena: simple models and challenges," Papers 1209.0453, arXiv.org, revised Dec 2012.
- Pietro DeLellis & Franco Garofalo & Francesco Lo Iudice & Elena Napoletano, 2015. "Wealth distribution across communities of adaptive financial agents," Papers 1509.01217, arXiv.org, revised Sep 2015.
- Minh Tran & Thanh Duong & Duc Pham-Hi & Marc Bui, 2020. "Detecting the Proportion of Traders in the Stock Market: An Agent-Based Approach," Mathematics, MDPI, vol. 8(2), pages 1-14, February.
- Efstathios Panayi & Gareth Peters, 2015. "Stochastic simulation framework for the Limit Order Book using liquidity motivated agents," Papers 1501.02447, arXiv.org, revised Jan 2015.
- Aleksejus Kononovicius & Vygintas Gontis, 2015. "Herding interactions as an opportunity to prevent extreme events in financial markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 88(7), pages 1-6, July.
- Vygintas Gontis & Aleksejus Kononovicius, 2013. "Fluctuation analysis of the three agent groups herding model," Papers 1305.5958, arXiv.org.
- Elena Green & Daniel M. Heffernan, 2019. "An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns," Papers 1901.05053, arXiv.org.
- Aleksejus Kononovicius & Vygintas Gontis, 2011. "Agent based reasoning for the non-linear stochastic models of long-range memory," Papers 1106.2685, arXiv.org, revised Aug 2011.
- Aleksejus Kononovicius & Julius Ruseckas, 2014. "Continuous transition from the extensive to the non-extensive statistics in an agent-based herding model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(8), pages 1-7, August.
- Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
- Aleksejus Kononovicius & Vygintas Gontis, 2013. "Control of the socio-economic systems using herding interactions," Papers 1309.6105, arXiv.org, revised Feb 2014.
- Aleksejus Kononovicius & Valentas Daniunas, 2013. "Agent-based and macroscopic modeling of the complex socio-economic systems," Papers 1303.3693, arXiv.org, revised Apr 2013.
- M. Cristelli & V. Alfi & L. Pietronero & A. Zaccaria, 2009.
"Liquidity Crisis, Granularity of the Order Book and Price Fluctuations,"
Papers
0902.4159, arXiv.org, revised Jul 2009.
- M. Cristelli & V. Alfi & L. Pietronero & A. Zaccaria, 2010. "Liquidity crisis, granularity of the order book and price fluctuations," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 73(1), pages 41-49, January.
Cited by:
- Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011. "Memory effects in stock price dynamics: evidences of technical trading," Papers 1110.5197, arXiv.org.
- James Paulin & Anisoara Calinescu & Michael Wooldridge, 2018. "Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach," Papers 1805.08454, arXiv.org.
- Kononovicius, Aleksejus & Ruseckas, Julius, 2019. "Order book model with herd behavior exhibiting long-range memory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 171-191.
- Iris Lucas & Michel Cotsaftis & Cyrille Bertelle, 2017. "Heterogeneity and Self-Organization of Complex Systems Through an Application to Financial Market with Multiagent Systems," Post-Print hal-02114933, HAL.
- Hernández, Juan Antonio & Benito, Rosa Marı´a & Losada, Juan Carlos, 2012. "An adaptive stochastic model for financial markets," Chaos, Solitons & Fractals, Elsevier, vol. 45(6), pages 899-908.
- Roberto Mota Navarro & Francois Leyvraz & Hern'an Larralde, 2023. "Dynamical properties of volume at the spread in the Bitcoin/USD market," Papers 2304.01907, arXiv.org, revised May 2023.
- Paulin, James & Calinescu, Anisoara & Wooldridge, Michael, 2019. "Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 200-229.
- Aleksejus Kononovicius & Julius Ruseckas, 2018. "Order book model with herd behavior exhibiting long-range memory," Papers 1809.02772, arXiv.org, revised Apr 2019.
- A. Zaccaria & M. Cristelli & V. Alfi & F. Ciulla & L. Pietronero, 2009.
"Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement,"
Papers
0906.1387, arXiv.org, revised May 2010.
Cited by:
- Linda Ponta & Mailan Trinh & Marco Raberto & Enrico Scalas & Silvano Cincotti, 2012.
"Modeling non-stationarities in high-frequency financial time series,"
Papers
1212.0479, arXiv.org, revised Feb 2017.
- Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano, 2019. "Modeling non-stationarities in high-frequency financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 173-196.
- Linda Ponta & Mailan Trinh & Marco Raberto & Enrico Scalas & Silvano Cincotti, 2012.
"Modeling non-stationarities in high-frequency financial time series,"
Papers
1212.0479, arXiv.org, revised Feb 2017.
- V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria, 2008.
"Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts,"
Papers
0808.3562, arXiv.org.
Cited by:
- Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011. "Memory effects in stock price dynamics: evidences of technical trading," Papers 1110.5197, arXiv.org.
- V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria, 2008.
"Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model,"
Papers
0811.4256, arXiv.org.
Cited by:
- Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011. "Memory effects in stock price dynamics: evidences of technical trading," Papers 1110.5197, arXiv.org.
- Monira Essa Aloud, 2016. "Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 87-95.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria, 2008.
"Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics,"
Papers
0808.3565, arXiv.org.
Cited by:
- Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011. "Memory effects in stock price dynamics: evidences of technical trading," Papers 1110.5197, arXiv.org.
- Danilo Delpini & Giacomo Bormetti, 2012. "Stochastic Volatility with Heterogeneous Time Scales," Papers 1206.0026, arXiv.org, revised Apr 2013.
Articles
- Tacchella, A. & Cristelli, M. & Caldarelli, G. & Gabrielli, A. & Pietronero, L., 2013.
"Economic complexity: Conceptual grounding of a new metrics for global competitiveness,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1683-1691.
Cited by:
- Claudius Graebner-Radkowitsch, 2022. "Elements of an evolutionary approach to comparative economic studies: complexity, systemism, and path dependent development," ICAE Working Papers 134, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Giovanni Dosi & Andrea Roventini & Emanuele Russo, 2020.
"Public policies and the art of catching up: matching the historical evidence with a multicountry agent-based model,"
Post-Print
hal-04090415, HAL.
- Giovanni Dosi & Andrea Roventini & Emanuele Russo, 2020. "Public policies and the art of catching up: matching the historical evidence with a multi-country agent-based model," LEM Papers Series 2020/10, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Andrea Roventini & Emanuele Russo, 2020. "Public policies and the art of catching up: matching the historical evidence with a multi-country agent-based model," Documents de Travail de l'OFCE 2020-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giovanni Dosi & Andrea Roventini & Emanuele Russo, 2021. "Public policies and the art of catching up: matching the historical evidence with a multicountry agent-based model [Catching up, forging ahead, and falling behind]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(4), pages 1011-1036.
- Giovanni Dosi & Andrea Roventini & Emanuele Russo, 2020. "Public policies and the art of catching up: matching the historical evidence with a multicountry agent-based model," SciencePo Working papers Main hal-04090415, HAL.
- Chu, Lan Khanh & Ghosh, Sudeshna & Doğan, Buhari & Nguyen, Nam Hoai & Shahbaz, Muhammad, 2023. "Energy security as new determinant of renewable energy: The role of economic complexity in top energy users," Energy, Elsevier, vol. 263(PC).
- Adam, Antonis & Garas, Antonios & Lapatinas, Athanasios, 2019.
"Economic complexity and jobs: an empirical analysis,"
MPRA Paper
92401, University Library of Munich, Germany.
- Antonis Adam & Antonios Garas & Marina-Selini Katsaiti & Athanasios Lapatinas, 2023. "Economic complexity and jobs: an empirical analysis," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 32(1), pages 25-52, January.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021.
"Better to stay apart: asset commonality, bipartite network centrality, and investment strategies,"
Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2018. "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Papers 1811.01624, arXiv.org.
- Balland, Pierre-Alexandre & Broekel, Tom & Diodato, Dario & Giuliani, Elisa & Hausmann, Ricardo & O'Clery, Neave & Rigby, David, 2022. "The new paradigm of economic complexity," Research Policy, Elsevier, vol. 51(3).
- Garas, Antonios & Guthmuller, Sophie & Lapatinas, Athanasios, 2019.
"The development of nations conditions the disease space,"
MPRA Paper
92831, University Library of Munich, Germany.
- Garas, Antonios & Guthmuller, Sophie & Lapatinas, Athanasios, 2019. "The development of nations conditions the disease space," Working Papers 2019-09, Joint Research Centre, European Commission.
- Antonios Garas & Sophie Guthmuller & Athanasios Lapatinas, 2021. "The development of nations conditions the disease space," PLOS ONE, Public Library of Science, vol. 16(1), pages 1-35, January.
- Gräbner, Claudius & Tamesberger, Dennis & Heimberger, Philipp & Kapelari, Timo & Kapeller, Jakob, 2019.
"Trade models in the European Union,"
ifso working paper series
3, University of Duisburg-Essen, Institute for Socioeconomics (ifso).
- Claudius Graebner & Dennis Tamesberg & Timo Kapelari & Philipp Heimberger & Jakob Kapeller, 2019. "Trade Models in the European Union," ICAE Working Papers 95, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Claudius Gräbner-Radkowitsch & Dennis Tamesberger & Philipp Heimberger & Timo Kapelari & Jakob Kapeller, 2022. "Trade Models In The European Union," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 67(235), pages 7-36, October –.
- Gräbner, Claudius & Tamesberger, Dennis & Heimberger, Philipp & Kapelari, Timo & Kapeller, Jakob, 2020. "Trade models in the European Union," ifso working paper series 6, University of Duisburg-Essen, Institute for Socioeconomics (ifso).
- Pengcheng Song & Xiangyu Zong & Ximing Chen & Qin Zhao & Lubingzhi Guo, 2021. "The Shortest Duration Constrained Hidden Markov Model: Data denoise and forecast optimization on the country-product matrix for the Fitness-Complexity Algorithm," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-18, July.
- Francesco de Cunzo & Alberto Petri & Andrea Zaccaria & Angelica Sbardella, 2022. "The trickle down from environmental innovation to productive complexity," Papers 2206.07537, arXiv.org.
- Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2020.
"Public Policies And The Art Of Catching Up,"
Working Papers
hal-03242369, HAL.
- Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2020. "Public Policies And The Art Of Catching Up," SciencePo Working papers Main hal-03242369, HAL.
- Nguyen, Canh Phuc & Su, Thanh Dinh, 2021. "Economic integration and economic complexity: The role of basic resources in absorptive capability in 40 selected developing countries," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 609-625.
- Kamguia, Brice & Tadadjeu, Sosson & Miamo, Clovis & Njangang, Henri, 2022.
"Does foreign aid impede economic complexity in developing countries?,"
International Economics, Elsevier, vol. 169(C), pages 71-88.
- Brice Kamguia & Sosson Tadadjeu & Clovis Miamo & Henri Njangang, 2022. "Does foreign aid impede economic complexity in developing countries?," International Economics, CEPII research center, issue 169, pages 71-88.
- Balland, Pierre-Alexandre & Broekel, Tom & Diodato, Dario & Giuliani, Elisa & Hausmann, Ricardo & O'Clery, Neave & Rigby, David, 2022. "Reprint of The new paradigm of economic complexity," Research Policy, Elsevier, vol. 51(8).
- Philipp Koch, 2020.
"Economic Complexity and Growth: Can value-added exports better explain the link?,"
Papers
2009.07599, arXiv.org, revised Nov 2020.
- Koch, Philipp, 2021. "Economic complexity and growth: Can value-added exports better explain the link?," Economics Letters, Elsevier, vol. 198(C).
- Koch, Philipp, 2020. "Economic Complexity and Growth: Can value-added exports better explain the link?," Research Papers 14, EcoAustria – Institute for Economic Research.
- Felipe Orsolin Teixeira & Fabricio Jose Missio & Ricardo Dathein, 2022. "Economic complexity, structural transformation and economic growth in a regional context: Evidence for Brazil," PSL Quarterly Review, Economia civile, vol. 75(300), pages 63-79.
- Sèna Kimm Gnangnon, 2023. "Do unilateral trade preferences help reduce poverty in beneficiary countries?," International Journal of Economic Policy Studies, Springer, vol. 17(1), pages 249-288, February.
- Sudeshna Ghosh & Buhari Doğan & Muhlis Can & Muhammad Ibrahim Shah & Nicholas Apergis, 2023. "Does economic structure matter for income inequality?," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 2507-2527, June.
- Dosi, Giovanni & Riccio, Federico & Virgillito, Maria Enrica, 2021.
"Varieties of deindustrialization and patterns of diversification: why microchips are not potato chips,"
Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 182-202.
- Giovanni Dosi & Federico Riccio & Maria Enrica Virgillito, 2020. "Varieties of deindustrialization and patterns of diversification: why microchips are not potato chips," LEM Papers Series 2020/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Angelica Sbardella & Andrea Zaccaria & Luciano Pietronero & Pasquale Scaramozzino, 2021. "Behind the Italian Regional Divide: An Economic Fitness and Complexity Perspective," LEM Papers Series 2021/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bustos, Sebastián & Yıldırım, Muhammed A., 2022. "Production Ability and economic growth," Research Policy, Elsevier, vol. 51(8).
- Angelica Sbardella & Emanuele Pugliese & Andrea Zaccaria & Pasquale Scaramozzino, 2018. "The role of complex analysis in modeling economic growth," Papers 1808.10428, arXiv.org.
- Cassandra Sweet & Dalibor Eterovic, 2014.
"Do Stronger Intellectual Property Rights Increase Innovation?,"
Working Papers ClioLab
18, EH Clio Lab. Instituto de Economía. Pontificia Universidad Católica de Chile.
- Sweet, Cassandra Mehlig & Eterovic Maggio, Dalibor Sacha, 2015. "Do Stronger Intellectual Property Rights Increase Innovation?," World Development, Elsevier, vol. 66(C), pages 665-677.
- Castañeda, Gonzalo & Pietronero, Luciano & Romero-Padilla, Juan & Zaccaria, Andrea, 2022. "The complex dynamic of growth: Fitness and the different patterns of economic activity in the medium and long terms," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 231-246.
- Hao Liao & Xiao-Min Huang & Xing-Tong Wu & Ming-Kai Liu & Alexandre Vidmer & Ming-Yang Zhou & Yi-Cheng Zhang, 2018. "Enhancing Countries’ Fitness with Recommender Systems on the International Trade Network," Complexity, Hindawi, vol. 2018, pages 1-12, October.
- Inga Ivanova & Øivind Strand & Loet Leydesdorff, 2019. "An Eco-Systems Approach To Constructing Economic Complexity Measures: Endogenization Of The Technological Dimension Using Lotka–Volterra Equations," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-21, February.
- Gnangnon, Sèna Kimm, 2021. "Do Unilateral Trade Preferences Help Reduce Poverty in Beneficiary Countries?," EconStor Preprints 247346, ZBW - Leibniz Information Centre for Economics.
- Ivanova, Inga & Strand, Øivind & Kushnir, Duncan & Leydesdorff, Loet, 2017.
"Economic and technological complexity: A model study of indicators of knowledge-based innovation systems,"
Technological Forecasting and Social Change, Elsevier, vol. 120(C), pages 77-89.
- Inga Ivanova & Oivind Strand & Duncan Kushnir & Loet Leydesdorff, 2016. "Economic and Technological Complexity: A Model Study of Indicators of Knowledge-based Innovation Systems," Papers 1602.02348, arXiv.org, revised Dec 2016.
- William Baah-Boateng & Eric Twum, 2019. "Economic Complexity and Employment for Women and Youth: The Case of Ghana," Working Papers idrcdprughana, University of Cape Town, Development Policy Research Unit.
- Nguyen, Canh Phuc & Nguyen, Bach & Duy Tung, Bui & Dinh Su, Thanh, 2021. "Economic complexity and entrepreneurship density: A non-linear effect study," Technological Forecasting and Social Change, Elsevier, vol. 173(C).
- Maurya, Garima & Sahu, Sohini, 2022. "Cross-country variations in economic complexity: The role of individualism," Economic Modelling, Elsevier, vol. 115(C).
- Keneck-Massil, Joseph & Nvuh-Njoya, Youssouf, 2021. "Did colonisation matter for comparative economic complexity?," Economics Letters, Elsevier, vol. 203(C).
- Buhari Doğan & Oana M. Driha & Daniel Balsalobre Lorente & Umer Shahzad, 2021. "The mitigating effects of economic complexity and renewable energy on carbon emissions in developed countries," Sustainable Development, John Wiley & Sons, Ltd., vol. 29(1), pages 1-12, January.
- Zhu, Xiangdong & He, Canfei & Gu, Zhutong, 2021. "Benefit from local or destination? The export expansion of Chinese photovoltaic industry under trade protection," Energy Economics, Elsevier, vol. 104(C).
- Lucrezia Fanti & Marcelo C. Pereira & Maria Enrica Virgillito, 2023.
"A North-South agent based model of segmented labour markets. The role of education and trade asymmetries,"
LEM Papers Series
2023/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lucrezia Fanti & Marcelo C. Pereira & Maria Enrica Virgillito, 2023. "A North-South Agent Based Model of Segmented Labour Markets. The Role of Education and Trade Asymmetries," DISCE - Quaderni del Dipartimento di Politica Economica dipe0032, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Fanti, Lucrezia & Pereira, Marcelo C. & Virgillito, Maria Enrica, 2023. "A North-South agent based model of segmented labour markets. The role of education and trade asymmetries," GLO Discussion Paper Series 1268, Global Labor Organization (GLO).
- Lucrezia Fanti & Marcelo C Pereira & Maria Enrica Virgillito, 2024. "A North-South Agent–Based Model of segmented labor markets: the role of education and trade asymmetries," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 33(2), pages 383-423.
- Giovanni Dosi & Federico Riccio & Maria Enrica Virgillito, 2022.
"Specialize or diversify? And in What? Trade composition, quality of specialization, and persistent growth [Catching up, forging ahead, and falling behind],"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 31(2), pages 301-337.
- Giovanni Dosi & Federico Riccio & Maria Enrica Virgillito, 2022. "Specialize or diversify? And in What? Trade composition, quality of specialization and persistent growth," LEM Papers Series 2022/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dosi, Giovanni & Roventini, Andrea & Russo, Emanuele, 2019.
"Endogenous growth and global divergence in a multi-country agent-based model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 101-129.
- Giovanni Dosi & Andrea Roventini & Emanuele Russo, 2018. "Endogenous growth and global divergence in a multi-country agent-based model," Documents de Travail de l'OFCE 2018-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2018. "Endogenous growth and global divergence in a multi-country agent - based model," SciencePo Working papers Main hal-03471735, HAL.
- Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2018. "Endogenous growth and global divergence in a multi-country agent - based model," Working Papers hal-03471735, HAL.
- Giovanni Dosi & Andrea Roventini & Emanuele Russo, 2017. "Endogenous growth and global divergence in a multi-country agent-based model," LEM Papers Series 2017/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Gómez Zaldívar Manuel de Jesús & Chávez Juan Carlos & Mosqueda Chávez Marco Tulio, 2016. "Economic Complexity and Regional Growth Performance, Evidence From the Mexican Economy," Working Papers 2016-17, Banco de México.
- Stefano Costa & Stefano De Santis & Giovanni Dosi & Roberto Monducci & Angelica Sbardella & Maria Enrica Virgillito, 2021.
"From organizational capabilities to corporate performances: at the roots of productivity slowdown,"
LEM Papers Series
2021/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Stefano Costa & Stefano De Santis & Giovanni Dosi & Roberto Monducci & Angelica Sbardella & Maria Enrica, 2023. "From organizational capabilities to corporate performances: at the roots of productivity slowdown," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(6), pages 1217-1244.
- Guohao Song & Chunlin Ding, 2024. "How Do Local Environmental Regulations Affect the Export Technological Complexity of Enterprises?," Sustainability, MDPI, vol. 16(17), pages 1-16, September.
- Lapatinas, Athanasios & Garas, Antonios & Boleti, Eirini & Kyriakou, Alexandra, 2019. "Economic complexity and environmental performance: Evidence from a world sample," MPRA Paper 92833, University Library of Munich, Germany.
- Inga Ivanova & Nataliya Smorodinskaya & Loet Leydesdorff, 2020. "On measuring complexity in a post-industrial economy: the ecosystem’s approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 54(1), pages 197-212, February.
- Inga Ivanova, 2022. "The relation between complexity and synergy in the case of China: different ways of predicting GDP growth in a complex and adaptive system," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(1), pages 195-215, February.
- Tacchella, Andrea & Zaccaria, Andrea & Miccheli, Marco & Pietronero, Luciano, 2023. "Relatedness in the era of machine learning," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
- Gnangnon, Sèna Kimm, 2023. "The Quality of Aid for Trade Flows and Economic Complexity," EconStor Preprints 271538, ZBW - Leibniz Information Centre for Economics.
- Canh Phuc Nguyen & Thanh Dinh Su, 2021. "Financing the economy: The multidimensional influences of financial development on economic complexity," Journal of International Development, John Wiley & Sons, Ltd., vol. 33(4), pages 644-684, May.
- Patelli, Aurelio & Napolitano, Lorenzo & Cimini, Giulio & Gabrielli, Andrea, 2023. "Geography of science: Competitiveness and inequality," Journal of Informetrics, Elsevier, vol. 17(1).
- Valeria Costantini & Valerio Leone Sciabolazza & Elena Paglialunga, 2023. "Network-driven positive externalities in clean energy technology production: the case of energy efficiency in the EU residential sector," The Journal of Technology Transfer, Springer, vol. 48(2), pages 716-748, April.
- Ben Saad, Myriam & Brahim, Mariem & Schaffar, Alexandra & Guesmi, Khaled & Ben Saad, Rym, 2023. "Economic complexity, diversification and economic development: The strategic factors," Research in International Business and Finance, Elsevier, vol. 64(C).
- Rita María del Río-Chanona & Jelena Grujić & Henrik Jeldtoft Jensen, 2017. "Trends of the World Input and Output Network of Global Trade," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-14, January.
- Hardik Rajpal & Omar A Guerrero, 2023. "Synergistic Small Worlds that Drive Technological Sophistication," Papers 2301.04579, arXiv.org, revised Jul 2023.
- Henri Njangang & Youssouf Nvuh-Njoya, 2023. "Unravelling the link between democracy and economic complexity: fresh evidence from the Varieties of Democracy data," SN Business & Economics, Springer, vol. 3(3), pages 1-32, March.
- Abdullah Almaatouq, 2016. "Complex Systems and a Computational Social Science Perspective on the Labor Market," Papers 1606.08562, arXiv.org.
- Isaac Ketu & Jules-Eric Tchapchet Tchouto & Arsene Mouongue Kelly, 2022. "Does infrastructure development drive economic complexity in African countries?," Economics Bulletin, AccessEcon, vol. 42(4), pages 2043-2053.
- Valentine Soumtang Bime & Dieudonné Mignamissi & Agathe Cassandra Koumis Ngagni, 2024. "Does financial openness matter for economic transformation in sub-Saharan Africa?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-49, April.
- Claudius Graebner & Anna Hornykewycz, 2020.
"Capability accumulation and product innovation: an agent-based perspective,"
ICAE Working Papers
108, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Claudius Gräbner & Anna Hornykewycz, 2022. "Capability accumulation and product innovation: an agent-based perspective," Journal of Evolutionary Economics, Springer, vol. 32(1), pages 87-121, January.
- Canh Phuc Nguyen & Christophe Schinckus & Thanh Dinh Su, 2020.
"The drivers of economic complexity: International evidence from financial development and patents,"
International Economics, CEPII research center, issue 164, pages 140-150.
- Nguyen, Canh Phuc & Schinckus, Christophe & Su, Thanh Dinh, 2020. "The drivers of economic complexity: International evidence from financial development and patents," International Economics, Elsevier, vol. 164(C), pages 140-150.
- Lapatinas, Athanasios, 2019. "The effect of the Internet on economic sophistication: An empirical analysis," Economics Letters, Elsevier, vol. 174(C), pages 35-38.
- Natera, Jose Miguel & Castellacci, Fulvio, 2021.
"Transformational complexity, systemic complexity and economic development,"
Research Policy, Elsevier, vol. 50(7).
- Jose Miguel Natera & Fulvio Castellacci, 2019. "Transformational Complexity, Systemic Complexity and Economic Development," Working Papers on Innovation Studies 20190315, Centre for Technology, Innovation and Culture, University of Oslo.
- Quang Hoan Truong & Van Chung Dong, 2023. "Impacts of FDI Presence and Product Sophistication on the Demand for Skilled and Unskilled Labour: Evidence from SMEs in Viet Nam," Working Papers DP-2022-40, Economic Research Institute for ASEAN and East Asia (ERIA).
- Andrea Tacchella & Andrea Zaccaria & Marco Miccheli & Luciano Pietronero, 2021. "Relatedness in the Era of Machine Learning," Papers 2103.06017, arXiv.org.
- Daniela MAGGIONI & Alessia LO TURCO & Mauro GALLEGATI, 2014. "Does export complexity matter for firms' output volatility?," Working Papers 407, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Ming-Yang Zhou & Xiao-Yu Li & Wen-Man Xiong & Hao Liao, 2018. "Quantifying the Robustness of Countries’ Competitiveness by Network-Based Methods," Complexity, Hindawi, vol. 2018, pages 1-10, December.
- Massimiliano Fessina & Giambattista Albora & Andrea Tacchella & Andrea Zaccaria, 2022. "Which products activate a product? An explainable machine learning approach," Papers 2212.03094, arXiv.org.
- Angelica Sbardella & Emanuele Pugliese & Luciano Pietronero, 2016. "Economic Development and Inequality: a complex system analysis," Papers 1605.03133, arXiv.org.
- Aurelio Patelli & Andrea Zaccaria & Luciano Pietronero, 2021. "Universal Database for Economic Complexity," Papers 2110.00302, arXiv.org.
- Bjørn Bo Sørensen, 2020. "Turnin' it up a notch: how spillovers from foreign direct investment boost the complexity of South Africa's exports," WIDER Working Paper Series wp-2020-3, World Institute for Development Economic Research (UNU-WIDER).
- You, Wanhai & Zhang, Yue & Lee, Chien-Chiang, 2022. "The dynamic impact of economic growth and economic complexity on CO2 emissions: An advanced panel data estimation," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 112-128.
- Aurelio Patelli & Lorenzo Napolitano & Giulio Cimini & Andrea Gabrielli, 2021. "Geography of Science: Competitiveness and Inequality," Papers 2110.01615, arXiv.org.
- Claudius Graebner-Radkowitsch & Theresa Hager, 2021.
"(Mis)Measuring Competitiveness: The Quantification of a Malleable Concept in the European Semester,"
ICAE Working Papers
130, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Gräbner-Radkowitsch, Claudius & Hager, Theresa, 2021. "(Mis)measuring competitiveness: the quantification of a malleable concept in the European Semester," ZOE Discussion Papers 8, ZOE. institute for future-fit economies, Bonn.
- Cyrielle Gaglio, 2015. "Measuring Country Competitiveness: A Survey of Exporting-based Indexes," GREDEG Working Papers 2015-42, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Riccardo Di Clemente & Guido L Chiarotti & Matthieu Cristelli & Andrea Tacchella & Luciano Pietronero, 2014. "Diversification versus Specialization in Complex Ecosystems," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-8, November.
- Hausmann, Ricardo & Stock, Daniel P. & Yıldırım, Muhammed A., 2022. "Implied comparative advantage," Research Policy, Elsevier, vol. 51(8).
- Veronika Belousova & Nikolai Chichkanov & Grigory Gashnikov & Zhaklin Krayushkina & Thomas Thurner, 2023. "Technology-Intense Service Offerings in the Light of Economic Complexity: Establishing a Holistic Service Ecosystem," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 17(1), pages 7-17.
- Mishra, Saurabh & Tewari, Ishani & Toosi, Siavash, 2020. "Economic complexity and the globalization of services," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 267-280.
- Fabio Saracco & Riccardo Di Clemente & Andrea Gabrielli & Luciano Pietronero, 2015.
"From innovation to diversification: a simple competitive model,"
Papers
1508.03571, arXiv.org, revised Nov 2015.
- Fabio Saracco & Riccardo Di Clemente & Andrea Gabrielli & Luciano Pietronero, 2015. "From Innovation to Diversification: A Simple Competitive Model," PLOS ONE, Public Library of Science, vol. 10(11), pages 1-19, November.
- Robert Kitt, 2016. "Complex Endogenous Growth Model and Its Applications," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 8(1).
- Hao Liao & Xiao-Min Huang & Xing-Tong Wu & Ming-Kai Liu & Alexandre Vidmer & Mingyang Zhou & Yi-Cheng Zhang, 2019. "Enhancing countries' fitness with recommender systems on the international trade network," Papers 1904.02412, arXiv.org.
- Ajide, Kazeem Bello, 2022. "Is natural resource curse thesis an empirical regularity for economic complexity in Africa?," Resources Policy, Elsevier, vol. 76(C).
- Konstantīns Beņkovskis & Peter Jarrett & Ze’ev Krill & Oļegs Tkačevs & Naomitsu Yashiro, 2024. "Aim high, shoot low? Product complexity and export survival in Latvia," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(1), pages 185-207, February.
- Charles D. Brummitt & Andres Gomez-Lievano & Ricardo Hausmann & Matthew H. Bonds, 2018. "Machine-learned patterns suggest that diversification drives economic development," Papers 1812.03534, arXiv.org.
- Arnaud Persenda & Alexandre Ruiz, 2023. "Autocatalytic Networks and the Green Economy," GREDEG Working Papers 2023-16, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Maggioni, Daniela & Lo Turco, Alessia & Gallegati, Mauro, 2016. "Does product complexity matter for firms' output volatility?," Journal of Development Economics, Elsevier, vol. 121(C), pages 94-109.
- Cristelli, Matthieu & Tacchella, Andrea & Zaccaria, Andrea & Pietronero, Luciano, 2014. "Growth scenarios for sub-Saharan countries in the framework of economic complexity," MPRA Paper 71594, University Library of Munich, Germany.
- Cieślik, Andrzej & Parteka, Aleksandra, 2021. "Relative Productivity, Country Size and Export Diversification," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 28-44.
- Canh, Nguyen Phuc & Schinckus, Christophe & Thanh, Su Dinh, 2020. "The natural resources rents: Is economic complexity a solution for resource curse?," Resources Policy, Elsevier, vol. 69(C).
- Matthieu Cristelli & Andrea Tacchella & Luciano Pietronero, 2015. "The Heterogeneous Dynamics of Economic Complexity," PLOS ONE, Public Library of Science, vol. 10(2), pages 1-15, February.
- Honoré Tekam Oumbé & Ronald Djeunankan & Alain Mekia Ndzana, 2023. "Does information and communication technologies affect economic complexity?," SN Business & Economics, Springer, vol. 3(4), pages 1-25, April.
- Angelica Sbardella & Emanuele Pugliese & Luciano Pietronero, 2017. "Economic development and wage inequality: A complex system analysis," PLOS ONE, Public Library of Science, vol. 12(9), pages 1-26, September.
- M. Cristelli & V. Alfi & L. Pietronero & A. Zaccaria, 2010.
"Liquidity crisis, granularity of the order book and price fluctuations,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 73(1), pages 41-49, January.
See citations under working paper version above.
- M. Cristelli & V. Alfi & L. Pietronero & A. Zaccaria, 2009. "Liquidity Crisis, Granularity of the Order Book and Price Fluctuations," Papers 0902.4159, arXiv.org, revised Jul 2009.
- V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria, 2009.
"Minimal agent based model for financial markets II,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(3), pages 399-417, February.
- V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria, 2009. "Minimal agent based model for financial markets I," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(3), pages 385-397, February.
Cited by:
- Roberto Mota Navarro & Hern'an Larralde Ridaura, 2016. "A detailed heterogeneous agent model for a single asset financial market with trading via an order book," Papers 1601.00229, arXiv.org, revised Jul 2016.
- Lucas Fievet & Didier Sornette, 2018. "Calibrating emergent phenomena in stock markets with agent based models," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-17, March.
- Wagner, D.C. & Schmitt, T.A. & Schäfer, R. & Guhr, T. & Wolf, D.E., 2014. "Analysis of a decision model in the context of equilibrium pricing and order book pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 347-353.
- D. Delpini & G. Bormetti, 2015. "Stochastic volatility with heterogeneous time scales," Quantitative Finance, Taylor & Francis Journals, vol. 15(10), pages 1597-1608, October.
- Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics review: II. Agent-based models," Post-Print hal-00621059, HAL.
- Vikram Krishnamurthy & Sujay Bhatt, 2015. "Sequential Detection of Market shocks using Risk-averse Agent Based Models," Papers 1511.01965, arXiv.org.
- Yang, G. & Chen, Y. & Huang, J.P., 2016. "The highly intelligent virtual agents for modeling financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 98-108.
- Monira Essa Aloud, 2016. "Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 87-95.
- Kononovicius, A. & Gontis, V., 2014. "Control of the socio-economic systems using herding interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 80-84.
- Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011.
"A Note on institutional hierarchy and volatility in financial markets,"
MPRA Paper
30902, University Library of Munich, Germany.
- S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
- Wenzhi Zheng & Yuting Lou & Yu Chen, 2019. "On the Unsustainable Macroeconomy with Increasing Inequality of Firms Induced by Excessive Liquidity," Sustainability, MDPI, vol. 11(11), pages 1-22, May.
- Ioane Muni Toke, 2011. ""Market making" behaviour in an order book model and its impact on the bid-ask spread," Post-Print hal-01705266, HAL.
- Murakami, Ryo & Nakamura, Tomomichi & Kimura, Shin & Manabe, Masashi & Tanizawa, Toshihiro, 2015. "On possible origins of trends in financial market price changes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 420(C), pages 179-189.
- Antoine Fosset & Jean-Philippe Bouchaud & Michael Benzaquen, 2020. "Endogenous Liquidity Crises," Post-Print hal-02567495, HAL.
- Aleksejus Kononovicius & Vygintas Gontis, 2014. "Herding interactions as an opportunity to prevent extreme events in financial markets," Papers 1409.8024, arXiv.org, revised May 2015.
- Roberto Mota Navarro & Hernán Larralde, 2017. "A detailed heterogeneous agent model for a single asset financial market with trading via an order book," PLOS ONE, Public Library of Science, vol. 12(2), pages 1-27, February.
- Luis Goncalves de Faria, 2022. "An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation," Papers 2206.09772, arXiv.org.
- Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3654-3665.
- Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H., 2020.
"Heterogeneous speculators and stock market dynamics: A simple agent-based computational model,"
BERG Working Paper Series
160, Bamberg University, Bamberg Economic Research Group.
- Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff, 2022. "Heterogeneous speculators and stock market dynamics: a simple agent-based computational model," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1263-1282, October.
- Hongler, Max-Olivier & Gallay, Olivier & Hülsmann, Michael & Cordes, Philip & Colmorn, Richard, 2010. "Centralized versus decentralized control—A solvable stylized model in transportation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(19), pages 4162-4171.
- Kononovicius, Aleksejus & Ruseckas, Julius, 2019. "Order book model with herd behavior exhibiting long-range memory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 171-191.
- Ryo Murakami & Tomomichi Nakamura & Shin Kimura & Masashi Manabe & Toshihiro Tanizawa, 2014. "On possible origins of trends in financial market price changes," Papers 1406.5276, arXiv.org, revised Nov 2014.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Aleksejus Kononovicius, 2017. "Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections," Complexity, Hindawi, vol. 2017, pages 1-15, November.
- Katahira, Kei & Chen, Yu & Akiyama, Eizo, 2021. "Self-organized Speculation Game for the spontaneous emergence of financial stylized facts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
- Elena Green & Daniel M. Heffernan, 2019. "An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns," Papers 1901.05053, arXiv.org.
- Antoine Fosset & Jean-Philippe Bouchaud & Michael Benzaquen, 2019. "Endogenous Liquidity Crises," Papers 1912.00359, arXiv.org, revised Feb 2020.
- Immonen, Eero, 2017. "Simple agent-based dynamical system models for efficient financial markets: Theory and examples," Journal of Mathematical Economics, Elsevier, vol. 69(C), pages 38-53.
- Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
- Aleksejus Kononovicius & Julius Ruseckas, 2018. "Order book model with herd behavior exhibiting long-range memory," Papers 1809.02772, arXiv.org, revised Apr 2019.
- Rytis Kazakevicius & Aleksejus Kononovicius & Bronislovas Kaulakys & Vygintas Gontis, 2021. "Understanding the nature of the long-range memory phenomenon in socioeconomic systems," Papers 2108.02506, arXiv.org, revised Aug 2021.
- Sun, Ye & Chen, Yu, 2018. "On the mechanism of phase transitions in a minimal agent-based macroeconomic model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 613-624.
- Aleksejus Kononovicius & Valentas Daniunas, 2013. "Agent-based and macroscopic modeling of the complex socio-economic systems," Papers 1303.3693, arXiv.org, revised Apr 2013.