S
Silvano Cincotti
Researcher at University of Genoa
Publications - 158
Citations - 3388
Silvano Cincotti is an academic researcher from University of Genoa. The author has contributed to research in topics: Stock market & Order (exchange). The author has an hindex of 31, co-authored 153 publications receiving 3001 citations. Previous affiliations of Silvano Cincotti include University of Cagliari & Max Planck Society.
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Agent-based simulation of a financial market
TL;DR: In this paper, the authors introduce an agent-based artificial financial market in which heterogeneous agents trade one single asset through a realistic trading mechanism for price formation, where agents are initially endowed with a finite amount of cash and a given finite portfolio of assets.
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A complex systems approach to constructing better models for managing financial markets and the economy
J. Doyne Farmer,Mauro Gallegati,Cars Hommes,Alan Kirman,Paul Ormerod,Silvano Cincotti,Angel Sánchez,Dirk Helbing +7 more
TL;DR: In this paper, the authors outline a vision for an ambitious program to understand the economy and financial markets as a complex evolving system of coupled networks of interacting agents, which is a completely different vision from that currently used in most economic models.
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Credit Money and Macroeconomic Instability in the Agent-Based Model and Simulator Eurace
TL;DR: In this article, the authors investigate the interplay between monetary aggregates and the dynamics and variability of output and prices by considering both the money supplied by commercial banks as credit to firms and the fiat money created by the central bank through quantitative easing monetary policy.
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Clustering of financial time series with application to index and enhanced index tracking portfolio
Christian Dose,Silvano Cincotti +1 more
TL;DR: In this paper, a stochastic optimization technique based on time series cluster analysis is described for index tracking and enhanced index tracking problems, which solves the problem in two steps, i.e., by first selecting a subset of stocks and then setting the weight of each stock as a result of an optimization process.
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Credit Money and Macroeconomic Instability in the Agent-based Model and Simulator Eurace
TL;DR: In this article, the authors presented a study on the relationship between credit money and economic instability by means of an agent-based model and simulator, which is characterized by a complete set of interrelated markets and different types of interacting agents, modelled according to a rigorous balance-sheet approach.