Details about Michele Marchesi

Access statistics for papers by Michele Marchesi.

Last updated 2022-06-06. Update your information in the RePEc Author Service.

Short-id: pma589

Working Papers

2020

1. Forecasting Bitcoin closing price series using linear regression and neural networks models
   Papers, arXiv.org View citations (2)

2016

2. Modeling and Simulation of the Economics of Mining in the Bitcoin Market
   Papers, arXiv.org View citations (14)
   See also Journal Article in PLOS ONE (2016)

2015

3. Can islands profit from economies of density? An application to the retail sector
   Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia View citations (1)
4. Insularity and the development of a local network: a simulation model applied to the Italian railway system
   Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia

2014

5. Using an Artificial Financial Market for studying a Cryptocurrency Market
   Papers, arXiv.org View citations (2)
   See also Journal Article in Journal of Economic Interaction and Coordination (2017)

2002

6. Traders’ long-run wealth in an artificial financial market
   Computing in Economics and Finance 2002, Society for Computational Economics View citations (6)
   See also Journal Article in Computational Economics (2003)

2001

7. Agent-based simulation of a financial market
   Papers, arXiv.org View citations (85)
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2001)

Journal Articles

2022

1. A System Proposal for Information Management in Building Sector Based on BIM, SSI, IoT and Blockchain
   Future Internet, 2022, 14, (5), 1-20
2. Bitcoin as a Safe Haven during COVID-19 Disease
   Future Internet, 2022, 14, (4), 1-24

2021

3. Blockchain and Self Sovereign Identity to Support Quality in the Food Supply Chain
   Future Internet, 2021, 13, (12), 1-19 View citations (2)

2020

4. An Organized Repository of Ethereum Smart Contracts’ Source Codes and Metrics
   Future Internet, 2020, 12, (11), 1-15
5. Insularity and the development of a local railway network
   Economia Politica: Journal of Analytical and Institutional Economics, 2020, 37, (2), 683-702 View citations (2)

2019

6. An Agent Based Model to Analyze the Bitcoin Mining Activity and a Comparison with the Gold Mining Industry
   Future Internet, 2019, 11, (1), 1-12 View citations (1)
7. Insularity and economies of density: analyzing the efficiency of a logistic network using an econometric simulation-based approach
   Regional Studies, 2019, 53, (6), 900-911 View citations (2)

2018

8. Initial Coin Offerings and Agile Practices
   Future Internet, 2018, 10, (11), 1-21 View citations (2)

2017

9. Banking on Blockchain: Costs Savings Thanks to the Blockchain Technology
   Future Internet, 2017, 9, (3), 1-20 View citations (10)
10. Using an artificial financial market for studying a cryptocurrency market
    Journal of Economic Interaction and Coordination, 2017, 12, (2), 345-365 View citations (15)
    See also Working Paper (2014)

2016

11. Modeling and Simulation of the Economics of Mining in the Bitcoin Market
    PLOS ONE, 2016, 11, (10), 1-31 View citations (13)
    See also Working Paper (2016)

2008

12. Modeling and Simulation of an Artificial Stock Option Market
    Computational Economics, 2008, 32, (1), 37-53 View citations (1)
13. The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach
    Computational Economics, 2008, 32, (1), 99-119 View citations (9)
14. Using an artificial financial market for assessing the impact of Tobin-like transaction taxes
    Journal of Economic Behavior & Organization, 2008, 67, (2), 445-462 View citations (56)

2007

15. A model of the dynamics of the market of COTS software, in the absence of new entrants
    Information Systems Frontiers, 2007, 9, (2), 257-265 View citations (1)

2006

16. On the suitability of Yule process to stochastically model some properties of object-oriented systems
    Physica A: Statistical Mechanics and its Applications, 2006, 370, (2), 817-831 View citations (1)

2003

17. Traders' Long-Run Wealth in an Artificial Financial Market
    Computational Economics, 2003, 22, (2), 255-272 View citations (31)
    See also Working Paper (2002)
18. 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 (13)

2002

19. Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets
    Journal of Economic Behavior & Organization, 2002, 49, (2), 143-147 View citations (8)
20. Self-organization and market crashes
    Journal of Economic Behavior & Organization, 2002, 49, (2), 241-267 View citations (18)

2001

21. Agent-based simulation of a financial market
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (1), 319-327 View citations (82)
    See also Working Paper (2001)
22. Testing for non-linear structure in an artificial financial market
    Journal of Economic Behavior & Organization, 2001, 46, (3), 327-342 View citations (71)

2000

23. VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
    International Journal of Theoretical and Applied Finance (IJTAF), 2000, 03, (04), 675-702 View citations (116)

1999

24. Scaling and criticality in a stochastic multi-agent model of a financial market
    Nature, 1999, 397, (6719), 498-500 View citations (417)

Chapters

2010

1. Transferring FAME, a Methodology for Assessing Open Source Solutions, from University to SMEs
   Springer

2007

2. Studies on the Impact of the Option Market on the Underlying Stock Market
   Springer

2005

3. Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand
   Springer View citations (5)