Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Gabriella Vaglica"'
Autor:
Gabriella Vaglica, Rosario N. Mantegna, Javier Vicente, Esteban Moro, Fabrizio Lillo, Aurig Gerig, Doyne James Farmer, Luis G. Moyano
We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These are statistically reconstructed based on information about market mem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f7a81d67e730d25f1228e11bdc044af9
https://ora.ox.ac.uk/objects/uuid:88a270db-8bdb-4607-b417-9e28009e446a
https://ora.ox.ac.uk/objects/uuid:88a270db-8bdb-4607-b417-9e28009e446a
Publikováno v:
The European Physical Journal B. 45:47-53
We report on transient effects in the microwave second-harmonic response of different type of superconductors in the mixed state. The samples have contemporarily been exposed to a dc magnetic field, varying with a constant rate of 60 Oe/s, and a puls
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1def01be7f147025d5cf818cf93ada2e
https://doi.org/10.1140/epjb/e2005-00163-x
https://doi.org/10.1140/epjb/e2005-00163-x
Publikováno v:
Physica C: Superconductivity. 404:6-10
We report on transient effects in the microwave second-order response of two ceramic MgB2 samples. The time evolution of the second-harmonic signal is investigated for about 500 s after the sample has been exposed to a variation of the dc magnetic fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc0694ea1f00fd7715629a17d575c39d
https://doi.org/10.1016/j.physc.2003.10.039
https://doi.org/10.1016/j.physc.2003.10.039
We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market members and of other market participants which are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9b89a622fac02fc7c9102992fc323c32
http://hdl.handle.net/10447/74716
http://hdl.handle.net/10447/74716
Autor:
Esteban Moro, Javier Vicente, Luis G. Moyano, Austin Gerig, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo, Rosario N. Mantegna
We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These are reconstructed based on information about market member codes usin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d73098de2fce44690d1012d4e354843
Publikováno v:
77 (2008).
info:cnr-pdr/source/autori:Vaglica, G; Lillo, F; Moro, E; Mantegna, RN/titolo:Scaling laws of strategic behavior and size heterogeneity in agent dynamics/doi:/rivista:/anno:2008/pagina_da:/pagina_a:/intervallo_pagine:/volume:77
info:cnr-pdr/source/autori:Vaglica, G; Lillo, F; Moro, E; Mantegna, RN/titolo:Scaling laws of strategic behavior and size heterogeneity in agent dynamics/doi:/rivista:/anno:2008/pagina_da:/pagina_a:/intervallo_pagine:/volume:77
The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some systems the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b7e89961b17bfdd0ca1b018945fb88f
http://www.cnr.it/prodotto/i/3673
http://www.cnr.it/prodotto/i/3673
Publikováno v:
New Journal of Physics. 10:043019
Agent-based models of financial markets usually make assumptions about agent’s preferred stylized strategies. Empirical validations of these assumptions have not been performed so far on a full-market scale. Here we present a comprehensive study of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59bc1e2c117021b60ec0f7d142fbaeb0
https://doi.org/10.1088/1367-2630/10/4/043019
https://doi.org/10.1088/1367-2630/10/4/043019