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Marco Raberto
Marco Raberto
Professor of Business and Management Engineering, University of Genoa, Italy
Verified email at unige.it
Title
Cited by
Cited by
Year
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
6202000
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
5332002
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
3632001
Fractional calculus and continuous-time finance III: the diffusion limit
R Gorenflo, F Mainardi, E Scalas, M Raberto
Mathematical Finance: Workshop of the Mathematical Finance Research Project …, 2001
3332001
Credit money and macroeconomic instability in the agent-based model and simulator Eurace
S Cincotti, M Raberto, A Teglio
Economics 4 (1), 2010
2152010
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
1822018
Debt, deleveraging and business cycles: An agent-based perspective
M Raberto, A Teglio, S Cincotti
Economics 6 (1), 2012
1552012
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
1142004
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
1132018
The impact of phasing out fossil fuel subsidies on the low-carbon transition
I Monasterolo, M Raberto
Energy Policy 124, 355-370, 2019
1022019
Traders' long-run wealth in an artificial financial market
M Raberto, S Cincotti, SM Focardi, M Marchesi
Computational Economics 22, 255-272, 2003
1002003
From financial instability to green finance: the role of banking and credit market regulation in the Eurace model
M Raberto, B Ozel, L Ponta, A Teglio, S Cincotti
Journal of Evolutionary Economics 29, 429-465, 2019
822019
Integrated agent-based and system dynamics modelling for simulation of sustainable mobility
E Shafiei, H Stefansson, EI Asgeirsson, B Davidsdottir, M Raberto
Handbook of Applied System Science, 341-366, 2016
822016
Macroprudential policies in an agent-based artificial economy
S Cincotti, M Raberto, A Teglio
Revue de l’OFCE, 205-234, 2012
712012
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
692005
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
682012
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
672003
The Eurace macroeconomic model and simulator
S Cincotti, M Raberto, A Teglio
Agent-based Dynamics, Norms, and Corporate Governance. The proceedings of …, 2012
662012
Revisiting the derivation of the fractional diffusion equation
E Scalas, R Gorenflo, F Mainardi, M Raberto
Fractals 11 (supp01), 281-289, 2003
632003
Housing market bubbles and business cycles in an agent-based credit economy
EJ Erlingsson, A Teglio, S Cincotti, H Stefansson, JT Sturluson, M Raberto
Economics 8 (1), 2014
622014
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