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Silvano Cincotti

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This is information that was supplied by Silvano Cincotti in registering through RePEc. If you are Silvano Cincotti , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Silvano
Middle Name:
Last Name: Cincotti
Suffix:

RePEc Short-ID: pci28

Email: [This author has chosen not to make the email address public]
Homepage: http://www.cinef.it/cincotti/
Postal Address:
Phone:

Affiliation

Centro Interdisciplinario in Economia e Finanza (CINEF)
Università degli Studi di Genova
Location: Genova, Italy
Homepage: http://www.cinef.org/
Email:
Phone: +39 0103532080
Fax: +39 0103532290
Postal: Via Opera 11a, 16145 Genova
Handle: RePEc:edi:cinefit (more details at EDIRC)

Works

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Working papers

  1. Linda Ponta & Enrico Scalas & Marco Raberto & Silvano Cincotti, 2012. "Modeling non-stationarities in high-frequency financial time series," Papers 1212.0479, arXiv.org, revised Mar 2013.
  2. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2012. "Macroprudential policies in an agent-based artificial economy," Working Papers 2012/05, Economics Department, Universitat Jaume I, Castellón (Spain).
  3. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2011. "The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach," Working Papers 2011/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  4. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011. "Debt deleveraging and business cycles: An agent-based perspective," Economics Discussion Papers 2011-31, Kiel Institute for the World Economy.
  5. Cincotti, Silvano & Raberto, Marco & Teglio, Andrea, 2010. "Credit money and macroeconomic instability in the agent-based model and simulator Eurace," Economics Discussion Papers 2010-4, Kiel Institute for the World Economy.
  6. Eric Guerci & Stefano Ivaldi & Marco Raberto & Silvano Cincotti, 2006. "Duopolistic competition in an electricity markets with heterogeneous cost functions," Computing in Economics and Finance 2006 412, Society for Computational Economics.
  7. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2005. "Multi-agent modeling and simulation of a sequential monetary production economy," Computational Economics 0503002, EconWPA.
  8. Marco Raberto & Andrea Teglio, 2005. "A dynamic model of a monetary production economy under the disequilibrium economics approach," Computing in Economics and Finance 2005 320, Society for Computational Economics.
  9. Silvano Cincotti & Eric Guerci, 2005. "Agent-based simulation of power exchange with heterogeneous production companies," Computing in Economics and Finance 2005 334, Society for Computational Economics.
  10. Enrico Scalas & Silvano Cincotti, 2004. "A double-auction artificial market with time-irregularly spaced orders," Computing in Economics and Finance 2004 225, Society for Computational Economics.
  11. Marco Raberto & Silvano Cincotti & Sergio M. Focardi & Michele Marchesi, 2001. "Agent-based simulation of a financial market," Papers cond-mat/0103600, arXiv.org, revised Mar 2001.

Articles

  1. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2012. "The Impact Of Banks' Capital Adequacy Regulation On The Economic System: An Agent-Based Approach," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(su), pages 1250040-1-1.
  2. Silvano Cincotti & Marco Raberto & Andrea Teglio, 2012. "Reply to Comments," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 50a-52a.
  3. Silvano Cincotti & Marco Raberto & Andrea Teglio, 2012. "Macroprudential Policies in an Agent-Based Artificial Economy," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 205-234.
  4. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2012. "Debt, deleveraging and business cycles: An agent-based perspective," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6(27), pages 1-49.
  5. Cincotti, Silvano & Raberto, Marco & Teglio, Andrea, 2010. "Credit money and macroeconomic instability in the agent-based model and simulator Eurace," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 4(26), pages 1-32.
  6. Silvano Cincotti & Laura Gardini & Thomas Lux, 2008. "New Advances in Financial Economics: Heterogeneity and Simulation," Computational Economics, Society for Computational Economics, vol. 32(1), pages 1-2, September.
  7. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2008. "Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design," Computational Economics, Society for Computational Economics, vol. 32(1), pages 147-162, September.
  8. Eric Guerci & Stefano Ivaldi & Silvano Cincotti, 2008. "Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms," Computational Economics, Society for Computational Economics, vol. 32(1), pages 73-98, September.
  9. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2006. "A general equilibrium model of a production economy with asset markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 75-80.
  10. Dose, Christian & Cincotti, Silvano, 2005. "Clustering of financial time series with application to index and enhanced index tracking portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 145-151.
  11. Guerci, E. & Ivaldi, S. & Pastore, S. & Cincotti, S., 2005. "Modeling and implementation of an artificial electricity market using agent-based technology," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 69-76.
  12. Raberto, Marco & Cincotti, Silvano, 2005. "Modeling and simulation of a double auction artificial financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 34-45.
  13. Cincotti, Silvano & M. Focardi, Sergio & Marchesi, Michele & Raberto, Marco, 2003. "Who wins? Study of long-run trader survival in an artificial stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 227-233.
  14. Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003. "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Society for Computational Economics, vol. 22(2), pages 255-272, October.
  15. Focardi, Sergio & Cincotti, Silvano & Marchesi, Michele, 2002. "Self-organization and market crashes," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 241-267, October.
  16. Raberto, Marco & Cincotti, Silvano & Focardi, Sergio M. & Marchesi, Michele, 2001. "Agent-based simulation of a financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 319-327.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2011-11-07 2012-02-27
  2. NEP-CBA: Central Banking (2) 2005-11-19 2011-08-22
  3. NEP-CBE: Cognitive & Behavioural Economics (1) 2011-08-22
  4. NEP-CMP: Computational Economics (6) 2004-08-02 2005-04-16 2005-11-19 2010-02-05 2011-08-22 2012-02-27. Author is listed
  5. NEP-COM: Industrial Competition (1) 2005-11-19
  6. NEP-ECM: Econometrics (1) 2012-12-10
  7. NEP-ENE: Energy Economics (1) 2005-11-19
  8. NEP-ETS: Econometric Time Series (1) 2012-12-10
  9. NEP-MAC: Macroeconomics (5) 2004-08-02 2005-04-16 2005-11-19 2010-02-05 2011-08-22. Author is listed
  10. NEP-MON: Monetary Economics (3) 2004-08-02 2005-11-19 2010-02-05. Author is listed
  11. NEP-MST: Market Microstructure (1) 2012-12-10
  12. NEP-REG: Regulation (2) 2011-11-07 2012-02-27
  13. NEP-RMG: Risk Management (1) 2012-02-27

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