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- Giulio Cimini, Andrea Zaccaria, Andrea Gabrielli
- J. Informetrics
- 2016

We discuss, at the macro-level of nations, the contribution of research funding and rate of international collaboration to research performance, with important implications for the " science of science policy ". In particular, we cross-correlate suitable measures of these quantities with a scientometric-based assessment of scientific success, studying both… (More)

- A. Zaccaria
- 2011

— We present an overview of some representative Agent-Based Models in Economics. We discuss why and how agent-based models represent an important step in order to explain the dynamics and the statistical properties of financial markets beyond the Classical Theory of Economics. We perform a schematic analysis of several models with respect to some specific… (More)

- Andrea Zaccaria, Matthieu Cristelli, Andrea Tacchella, Luciano Pietronero
- PloS one
- 2014

We introduce an algorithm able to reconstruct the relevant network structure on which the time evolution of country-product bipartite networks takes place. The significant links are obtained by selecting the largest values of the projected matrix. We first perform a number of tests of this filtering procedure on synthetic cases and a toy model. Then we… (More)

- M. Cristelli, A. Zaccaria
- 2009

We introduce a microscopic model for the dynamics of the order book to study how the lack of liquidity influences price fluctuations. We use the average density of the stored orders (granularity g) as a proxy for liquidity. This leads to a Price Impact Surface which depends on both volume ω and g. The dependence on the volume (averaged over the granularity)… (More)

- Federico Garzarelli, Matthieu Cristelli, Gabriele Pompa, Andrea Zaccaria, Luciano Pietronero
- Scientific reports
- 2014

Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns in price time series. According standard economical theories these strategies should not be used because they cannot be profitable. On the contrary, it is well-known that technical traders exist and operate on different… (More)

- Emanuele Pugliese, Guido L. Chiarotti, Andrea Zaccaria, Luciano Pietronero
- PloS one
- 2017

We analyze the decisive role played by the complexity of economic systems at the onset of the industrialization process of countries over the past 50 years. Our analysis of the input growth dynamics, considering a further dimension through a recently introduced measure of economic complexity, reveals that more differentiated and more complex economies face… (More)

- Francesco Corradi, Andrea Zaccaria, Luciano Pietronero
- Physical review. E, Statistical, nonlinear, and…
- 2015

We present an empirical analysis of the microstructure of financial markets and, in particular, of the static and dynamic properties of liquidity. We find that on relatively large time scales (15 min) large price fluctuations are connected to the failure of the subtle mechanism of compensation between the flows of market and limit orders: in other words,… (More)

- A Zaccaria, M Cristelli, V Alfi, F Ciulla, L Pietronero
- 2009

We show that the statistics of spreads in real order books is characterized by an intrinsic asymmetry due to discreteness effects for even or odd values of the. An analysis of data from the NYSE order book point out that traders' strategies contribute to this asymmetry. We also investigate this phenomenon in the framework of a microscopic model and, by… (More)

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