Catullo, Ermanno; Gallegati, Mauro; Russo, Alberto Forecasting in a complex environment: machine learning sales expectations in a stock flow consistent agent-based simulation model. (English) Zbl 1492.91204 J. Econ. Dyn. Control 139, Article ID 104405, 32 p. (2022). MSC: 91B62 68T05 PDFBibTeX XMLCite \textit{E. Catullo} et al., J. Econ. Dyn. Control 139, Article ID 104405, 32 p. (2022; Zbl 1492.91204) Full Text: DOI
Recchioni, Maria Cristina; Tedeschi, Gabriele; Gallegati, Mauro A calibration procedure for analyzing stock price dynamics in an agent-based framework. (English) Zbl 1401.91564 J. Econ. Dyn. Control 60, 1-25 (2015). MSC: 91G70 91B69 91G80 PDFBibTeX XMLCite \textit{M. C. Recchioni} et al., J. Econ. Dyn. Control 60, 1--25 (2015; Zbl 1401.91564) Full Text: DOI Link
Gallegati, Mauro; Palestrini, Antonio; Rosser, J. Barkley jun. The period of financial distress in speculative markets: interacting heterogeneous agents and financial constraints. (English) Zbl 1273.91196 Macroecon. Dyn. 15, No. 1, 60-79 (2011). MSC: 91B25 91B69 91G10 PDFBibTeX XMLCite \textit{M. Gallegati} et al., Macroecon. Dyn. 15, No. 1, 60--79 (2011; Zbl 1273.91196) Full Text: DOI
Clementi, F.; Gallegati, M.; Kaniadakis, G. \(\kappa \)-generalized statistics in personal income distribution. (English) Zbl 1189.91141 Eur. Phys. J. B, Condens. Matter Complex Syst. 57, No. 2, 187-193 (2007). MSC: 91B82 91G60 62P20 62N05 PDFBibTeX XMLCite \textit{F. Clementi} et al., Eur. Phys. J. B, Condens. Matter Complex Syst. 57, No. 2, 187--193 (2007; Zbl 1189.91141) Full Text: DOI arXiv
Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro A. Validating and calibrating agent-based models: a case study. (English) Zbl 1310.91116 Comput. Econ. 30, No. 3, 245-264 (2007). MSC: 91B74 91B62 PDFBibTeX XMLCite \textit{C. Bianchi} et al., Comput. Econ. 30, No. 3, 245--264 (2007; Zbl 1310.91116) Full Text: DOI
Bischi, Gian-Italo; Gallegati, Mauro; Gardini, Laura; Leombruni, Roberto; Palestrini, Antonio Herd behavior and nonfundamental asset price fluctuations in financial markets. (English) Zbl 1278.91064 Macroecon. Dyn. 10, No. 4, 502-528 (2006). MSC: 91B25 37N40 91B60 PDFBibTeX XMLCite \textit{G.-I. Bischi} et al., Macroecon. Dyn. 10, No. 4, 502--528 (2006; Zbl 1278.91064) Full Text: DOI