Details about Matthieu Cristelli

Access statistics for papers by Matthieu Cristelli.

Last updated 2015-12-11. Update your information in the RePEc Author Service.

Short-id: pcr214

Working Papers

2014

1. How the Taxonomy of Products Drives the Economic Development of Countries
   Papers, arXiv.org View citations (50)

2012

2. Web search queries can predict stock market volumes
   Papers, arXiv.org View citations (68)

2011

3. Critical Overview of Agent-Based Models for Economics
   Papers, arXiv.org View citations (29)
4. Memory effects in stock price dynamics: evidences of technical trading
   Papers, arXiv.org View citations (1)

2010

5. Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement
   Papers, arXiv.org View citations (1)

2009

6. Liquidity Crisis, Granularity of the Order Book and Price Fluctuations
   Papers, arXiv.org View citations (1)
   See also Journal Article Liquidity crisis, granularity of the order book and price fluctuations, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2010) View citations (7) (2010)

2008

7. Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model
   Papers, arXiv.org View citations (3)
8. Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts
   Papers, arXiv.org View citations (1)
9. Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics
   Papers, arXiv.org View citations (2)

Journal Articles

2013

1. Economic complexity: Conceptual grounding of a new metrics for global competitiveness
   Journal of Economic Dynamics and Control, 2013, 37, (8), 1683-1691 View citations (111)

2010

2. Liquidity crisis, granularity of the order book and price fluctuations
   The European Physical Journal B: Condensed Matter and Complex Systems, 2010, 73, (1), 41-49 View citations (7)
   See also Working Paper Liquidity Crisis, Granularity of the Order Book and Price Fluctuations, Papers (2009) View citations (1) (2009)

2009

3. Minimal agent based model for financial markets I
   The European Physical Journal B: Condensed Matter and Complex Systems, 2009, 67, (3), 385-397 View citations (36)
   Also in The European Physical Journal B: Condensed Matter and Complex Systems, 2009, 67, (3), 399-417 (2009) View citations (32)