Marco Raberto
Marco Raberto
Associate Professor of Business and Management Engineering, University of Genoa, Italy
Verified email at unige.it
TitleCited byYear
Fractional calculus and continuous-time finance II: the waiting-time distribution
F Mainardi, M Raberto, R Gorenflo, E Scalas
Physica A: Statistical Mechanics and its Applications 287 (3-4), 468-481, 2000
5312000
Waiting-times and returns in high-frequency financial data: an empirical study
M Raberto, E Scalas, F Mainardi
Physica A: Statistical Mechanics and its Applications 314 (1-4), 749-755, 2002
4362002
Agent-based simulation of a financial market
M Raberto, S Cincotti, SM Focardi, M Marchesi
Physica A: Statistical Mechanics and its Applications 299 (1-2), 319-327, 2001
3012001
Fractional calculus and continuous-time finance III: the diffusion limit
R Gorenflo, F Mainardi, E Scalas, M Raberto
Mathematical finance, 171-180, 2001
2722001
Credit money and macroeconomic instability in the agent-based model and simulator Eurace
S Cincotti, M Raberto, A Teglio
Economics: The Open-Access, Open-Assessment E-Journal 4, 2010
1472010
Debt deleveraging and business cycles: An agent-based perspective
M Raberto, A Teglio, S Cincotti
Economics Discussion Paper, 2011
1192011
Anomalous waiting times in high-frequency financial data
E Scalas 7, R Gorenflo, H Luckock, F Mainardi, M Mantelli, M Raberto
Quantitative Finance 4 (6), 695-702, 2004
1032004
Traders' long-run wealth in an artificial financial market
M Raberto, S Cincotti, SM Focardi, M Marchesi
Computational Economics 22 (2-3), 255-272, 2003
872003
Revisiting the derivation of the fractional diffusion equation
E Scalas, R Gorenflo, F Mainardi, M Raberto
Fractals 11 (supp01), 281-289, 2003
612003
Who wins? Study of long-run trader survival in an artificial stock market
S Cincotti, SM Focardi, M Marchesi, M Raberto
Physica A: Statistical Mechanics and its Applications 324 (1-2), 227-233, 2003
582003
THE IMPACT OF BANKS'CAPITAL ADEQUACY REGULATION ON THE ECONOMIC SYSTEM: AN AGENT-BASED APPROACH
A Teglio, M Raberto, S Cincotti
Advances in Complex Systems 15 (supp02), 1250040, 2012
542012
Modeling and simulation of a double auction artificial financial market
M Raberto, S Cincotti
Physica A: Statistical Mechanics and its applications 355 (1), 34-45, 2005
532005
An agent-based stock-flow consistent model of the sustainable transition in the energy sector
L Ponta, M Raberto, A Teglio, S Cincotti
Ecological economics 145, 274-300, 2018
522018
The EIRIN flow-of-funds behavioural model of green fiscal policies and green sovereign bonds
I Monasterolo, M Raberto
Ecological Economics 144, 228-243, 2018
522018
Macroprudential policies in an agent-based artificial economy
S Cincotti, M Raberto, A Teglio
Revue de l'OFCE, 205-234, 2012
522012
Integrated agent-based and system dynamics modelling for simulation of sustainable mobility
E Shafiei, H Stefansson, EI Asgeirsson, B Davidsdottir, M Raberto
Transport Reviews 33 (1), 44-70, 2013
502013
Volatility in the Italian stock market: an empirical study
M Raberto, E Scalas, G Cuniberti, M Riani
Physica A: Statistical Mechanics and its Applications 269 (1), 148-155, 1999
491999
Housing market bubbles and business cycles in an agent-based credit economy
EJ Erlingsson, A Teglio, S Cincotti, H Stefansson, JT Sturlusson, ...
Economics: The Open-Access, Open-Assessment E-Journal 8 (2014-8), 1-42, 2014
472014
The Eurace macroeconomic model and simulator
S Cincotti, M Raberto, A Teglio
Agent-based Dynamics, Norms, and Corporate Governance. The proceedings of …, 2012
472012
Integrating real and financial markets in an agent-based economic model: an application to monetary policy design
M Raberto, A Teglio, S Cincotti
Computational Economics 32 (1-2), 147-162, 2008
462008
The system can't perform the operation now. Try again later.
Articles 1–20