Details about Silvano Cincotti

Access statistics for papers by Silvano Cincotti.

Last updated 2013-04-09. Update your information in the RePEc Author Service.

Short-id: pci28

Working Papers

2013

1. Modeling non-stationarities in high-frequency financial time series
   Papers, arXiv.org

2012

2. Macroprudential policies in an agent-based artificial economy
   Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain)
   See also Journal Article in Revue de l'OFCE (2012)

2011

3. Debt deleveraging and business cycles: An agent-based perspective
   Economics Discussion Papers, Kiel Institute for the World Economy View citations (8)
   See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2012)
4. The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach
   Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (1)
   See also Journal Article in Advances in Complex Systems (ACS) (2012)

2010

5. Credit money and macroeconomic instability in the agent-based model and simulator Eurace
   Economics Discussion Papers, Kiel Institute for the World Economy View citations (7)
   See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2010)

2006

6. Duopolistic competition in an electricity markets with heterogeneous cost functions
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

7. A dynamic model of a monetary production economy under the disequilibrium economics approach
   Computing in Economics and Finance 2005, Society for Computational Economics
8. Agent-based simulation of power exchange with heterogeneous production companies
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
9. Multi-agent modeling and simulation of a sequential monetary production economy
   Computational Economics, EconWPA
   Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)

2004

10. A double-auction artificial market with time-irregularly spaced orders
    Computing in Economics and Finance 2004, Society for Computational Economics

2001

11. Agent-based simulation of a financial market
    Papers, arXiv.org View citations (14)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2001)

Journal Articles

2012

1. Debt, deleveraging and business cycles: An agent-based perspective
   Economics - The Open-Access, Open-Assessment E-Journal, 2012, 6, (27), 1-49 View citations (1)
   See also Working Paper (2011)
2. Macroprudential Policies in an Agent-Based Artificial Economy
   Revue de l'OFCE, 2012, N° 124, (5), 205-234
   See also Working Paper (2012)
3. Reply to Comments
   Revue de l'OFCE, 2012, N° 124, (5), 50a-52a
4. THE IMPACT OF BANKS' CAPITAL ADEQUACY REGULATION ON THE ECONOMIC SYSTEM: AN AGENT-BASED APPROACH
   Advances in Complex Systems (ACS), 2012, 15, (su), 1250040-1-1250040-27 View citations (1)
   See also Working Paper (2011)

2010

5. Credit money and macroeconomic instability in the agent-based model and simulator Eurace
   Economics - The Open-Access, Open-Assessment E-Journal, 2010, 4, (26), 1-32 View citations (17)
   See also Working Paper (2010)

2008

6. Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design
   Computational Economics, 2008, 32, (1), 147-162 View citations (8)
7. Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms
   Computational Economics, 2008, 32, (1), 73-98
8. New Advances in Financial Economics: Heterogeneity and Simulation
   Computational Economics, 2008, 32, (1), 1-2

2006

9. A general equilibrium model of a production economy with asset markets
   Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 75-80 View citations (1)

2005

10. Clustering of financial time series with application to index and enhanced index tracking portfolio
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 145-151 View citations (3)
11. Modeling and implementation of an artificial electricity market using agent-based technology
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 69-76 View citations (2)
12. Modeling and simulation of a double auction artificial financial market
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 34-45 View citations (2)

2003

13. Traders' Long-Run Wealth in an Artificial Financial Market
    Computational Economics, 2003, 22, (2), 255-272 View citations (8)
14. Who wins? Study of long-run trader survival in an artificial stock market
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 227-233 View citations (4)

2002

15. Self-organization and market crashes
    Journal of Economic Behavior & Organization, 2002, 49, (2), 241-267 View citations (3)

2001

16. Agent-based simulation of a financial market
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (1), 319-327 View citations (15)
    See also Working Paper (2001)