Alessandra Tedeschi

Generating author description...

All published works

Action	Title	Year	Authors
+ PDF Chat	Growth and allocation of resources in economics: The agent-based approach	2006	Enrico Scalas Mauro Gallegati Éric Guerci David Mas Alessandra Tedeschi
+ PDF Chat	Waiting times between orders and trades in double-auction markets	2005	Enrico Scalas Taisei Kaizoji Michael Kirchler Jürgen Huber Alessandra Tedeschi
+ PDF Chat	Coordination, intermittency and trends in generalized minority games	2005	Alessandra Tedeschi Andrea De Martino Irene Giardina
+ PDF Chat	Generalized minority games with adaptive trend-followers and contrarians	2004	Andrea De Martino Irene Giardina Alessandra Tedeschi Matteo Marsili

Common Coauthors

Coauthor	Papers Together
Enrico Scalas	2
Andrea De Martino	2
Irene Giardina	2
Jürgen Huber	1
Matteo Marsili	1
Mauro Gallegati	1
Michael Kirchler	1
David Mas	1
Éric Guerci	1
Taisei Kaizoji	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Statistical mechanics of the majority game	2003	P Koz owski Matteo Marsili	2
+ PDF Chat	Irrelevance of memory in the minority game	1999	Andrea Cavagna	2
+	Frontiers of finance: Evolution and efficient markets	1999	J. Doyne Farmer Andrew W. Lo	2
+ PDF Chat	Stylized facts in minority games with memory: a new challenge	2004	Damien Challet Matteo Marsili Andrea De Martino	2
+ PDF Chat	Criticality and market efficiency in a simple realistic model of the stock market	2003	Damien Challet Matteo Marsili	2
+	Fractional Calculus and Continuous-Time Finance III : the Diffusion Limit	2001	Rudolf Gorenflo Francesco Mainardi Enrico Scalas Marco Raberto	2
+ PDF Chat	The $-game	2003	Jørgen Vitting Andersen Didier Sornette	2
+ PDF Chat	Modeling market mechanism with minority game	2000	Damien Challet Matteo Marsili Yi‐Cheng Zhang	2
+ PDF Chat	Statistical mechanics of the mixed majority–minority game with random external information	2003	Andrea De Martino Irene Giardina Giancarlo Mosetti	2
+ PDF Chat	Fractional calculus and continuous-time finance II: the waiting-time distribution	2000	Francesco Mainardi Marco Raberto Rudolf Gorenflo Enrico Scalas	2
+ PDF Chat	Fractional calculus and continuous-time finance	2000	Enrico Scalas Rudolf Gorenflo Francesco Mainardi	2
+	Five Years of Continuous-time Random Walks in Econophysics	2006	Enrico Scalas	2
+ PDF Chat	Common scaling patterns in intertrade times of U. S. stocks	2004	Plamen Ch. Ivanov Ainslie Yuen Boris Podobnik Youngki Lee	1
+	EDF Statistics for Goodness of Fit and Some Comparisons	1974	Michael A. Stephens	1
+ PDF Chat	Phase transition and symmetry breaking in the minority game	1999	Damien Challet Matteo Marsili	1
+ PDF Chat	Anomalous waiting times in high-frequency financial data	2004	Enrico Scalas Rudolf Gorenflo Hugh Luckock Francesco Mainardi Maurizio Mantelli Marco Raberto	1
+	A Finitary Characterization of the Ewens Sampling Formula	2005	Ubaldo Garibaldi Domenico Costantini P. Viarengo	1
+ PDF Chat	DYNAMICAL BEHAVIOR OF CONTINUOUS TICK DATA IN FUTURES EXCHANGE MARKET	2003	Kyungsik Kim Seong‐Min Yoon	1
+	Governing equations and solutions of anomalous random walk limits	2002	Mark M. Meerschaert David A. Benson Hans‐Peter Scheffler Peter Becker–Kern	1
+ PDF Chat	Continuous-time random-walk model for financial distributions	2003	Jaume Masoliver Miquel Montero George H. Weiss	1
+ PDF Chat	Statistical theory of the continuous double auction	2003	Eric Smith J. Doyne Farmer László Gillemot Supriya Krishnamurthy	1
+ PDF Chat	The predictive power of zero intelligence in financial markets	2005	J. Doyne Farmer Paolo Patelli Ilija I. Zovko	1
+ PDF Chat	Market force, ecology and evolution	2002	J. Doyne Farmer	1
+	Autoregressive Gamma Processes	2005	Christian Gouriéroux Joann Jasiak	1
+ PDF Chat	Generating functional analysis of the dynamics of the batch minority game with random external information	2001	J. Alexander Heimel A C C Coolen	1
+ PDF Chat	Real payoffs and virtual trading in agent based market models	2004	Fernando F. Ferreira Matteo Marsili	1
+ PDF Chat	Statistical mechanics of money	2000	Adrian A. Drǎgulescu Victor M. Yakovenko	1
+ PDF Chat	Agent-based simulation of a financial market	2001	Marco Raberto Silvano Cincotti Sergio M. Focardi Michele Marchesi	1
+ PDF Chat	Bubbles, crashes and intermittency in agent based market models	2003	Irene Giardina J. P. Bouchaud	1
+ PDF Chat	Economic fluctuations and anomalous diffusion	2000	Vasiliki Plerou Parameswaran Gopikrishnan Luı́s A. Nunes Amaral Xavier Gabaix H. Eugene Stanley	1
+	Five Years of Continuous-time Random Walks in Econophysics	2005	Enrico Scalas	1
+ PDF Chat	Emergent Statistical Wealth Distributions in Simple Monetary Exchange Models: A Critical Review	2005	Thomas Lux	1
+	Interacting Particle Systems	2016	Thomas M. Liggett	1
+	Random walks on lattices	1964	Elliott W. Montroll	1
+ PDF Chat	REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION	2003	Enrico Scalas Rudolf Gorenflo Francesco Mainardi Marco Raberto	1
+ PDF Chat	The origin of bursts and heavy tails in human dynamics	2005	Albert‐László Barabási	1
+ PDF Chat	From market games to real-world markets	2001	Paul Jefferies Michael Hart P. M. Hui Neil F. Johnson	1
+ PDF Chat	Generalized minority games with adaptive trend-followers and contrarians	2004	Andrea De Martino Irene Giardina Alessandra Tedeschi Matteo Marsili	1
+	Random Walks on Lattices. II	1965	Elliott W. Montroll George H. Weiss	1
+ PDF Chat	Power law for the calm-time interval of price changes	2004	Taisei Kaizoji Michiyo Kaizoji	1
+ PDF Chat	Waiting-times and returns in high-frequency financial data: an empirical study	2002	Marco Raberto Enrico Scalas Francesco Mainardi	1
+ PDF Chat	Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation	2004	Enrico Scalas Rudolf Gorenflo Francesco Mainardi	1