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Michele Marchesi

Personal Details

First Name:Michele
Middle Name:
Last Name:Marchesi
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RePEc Short-ID:pma589
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Affiliation

Università degli Studi di Cagliari / Dipartimento di Ingegneria Elettrica e Elettronica (University of Cagliari, Dept. of Electric and Electronic Engineering)

http://www.diee.unica.it
Italy, Cagliari

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Nicola Uras & Lodovica Marchesi & Michele Marchesi & Roberto Tonelli, 2020. "Forecasting Bitcoin closing price series using linear regression and neural networks models," Papers 2001.01127, arXiv.org.
  2. Luisanna Cocco & Michele Marchesi, 2016. "Modeling and Simulation of the Economics of Mining in the Bitcoin Market," Papers 1605.01354, arXiv.org.
  3. M. Deidda & M. Marchesi & L. Cocco & F. Pigliaru, 2015. "Can islands profit from economies of density? An application to the retail sector," Working Paper CRENoS 201513, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  4. K. Mannaro & M. Marchesi & L. Cocco & F. Cerina & F. Pigliaru, 2015. "Insularity and the development of a local network: a simulation model applied to the Italian railway system," Working Paper CRENoS 201522, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  5. Luisanna Cocco & Giulio Concas & Michele Marchesi, 2014. "Using an Artificial Financial Market for studying a Cryptocurrency Market," Papers 1406.6496, arXiv.org.
  6. Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002. "Traders’ long-run wealth in an artificial financial market," Computing in Economics and Finance 2002 301, Society for Computational Economics.
  7. 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. Luisanna Cocco & Roberto Tonelli & Michele Marchesi, 2022. "Bitcoin as a Safe Haven during COVID-19 Disease," Future Internet, MDPI, vol. 14(4), pages 1-24, March.
  2. Luisanna Cocco & Roberto Tonelli & Michele Marchesi, 2022. "A System Proposal for Information Management in Building Sector Based on BIM, SSI, IoT and Blockchain," Future Internet, MDPI, vol. 14(5), pages 1-20, April.
  3. Luisanna Cocco & Roberto Tonelli & Michele Marchesi, 2021. "Blockchain and Self Sovereign Identity to Support Quality in the Food Supply Chain," Future Internet, MDPI, vol. 13(12), pages 1-19, November.
  4. Giuseppe Antonio Pierro & Roberto Tonelli & Michele Marchesi, 2020. "An Organized Repository of Ethereum Smart Contracts’ Source Codes and Metrics," Future Internet, MDPI, vol. 12(11), pages 1-15, November.
  5. F. Cerina & L. Cocco & K. Mannaro & M. Marchesi & F. Pigliaru, 2020. "Insularity and the development of a local railway network," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 683-702, July.
  6. Luisanna Cocco & Manuela Deidda & Michele Marchesi & Francesco Pigliaru, 2019. "Insularity and economies of density: analyzing the efficiency of a logistic network using an econometric simulation-based approach," Regional Studies, Taylor & Francis Journals, vol. 53(6), pages 900-911, June.
  7. Luisanna Cocco & Roberto Tonelli & Michele Marchesi, 2019. "An Agent Based Model to Analyze the Bitcoin Mining Activity and a Comparison with the Gold Mining Industry," Future Internet, MDPI, vol. 11(1), pages 1-12, January.
  8. Simona Ibba & Andrea Pinna & Maria Ilaria Lunesu & Michele Marchesi & Roberto Tonelli, 2018. "Initial Coin Offerings and Agile Practices," Future Internet, MDPI, vol. 10(11), pages 1-21, October.
  9. Luisanna Cocco & Andrea Pinna & Michele Marchesi, 2017. "Banking on Blockchain: Costs Savings Thanks to the Blockchain Technology," Future Internet, MDPI, vol. 9(3), pages 1-20, June.
  10. Luisanna Cocco & Giulio Concas & Michele Marchesi, 2017. "Using an artificial financial market for studying a cryptocurrency market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 345-365, July.
  11. Luisanna Cocco & Michele Marchesi, 2016. "Modeling and Simulation of the Economics of Mining in the Bitcoin Market," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-31, October.
  12. Erika Corona & Sabrina Ecca & Michele Marchesi & Alessio Setzu, 2008. "The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 99-119, September.
  13. Sabrina Ecca & Michele Marchesi & Alessio Setzu, 2008. "Modeling and Simulation of an Artificial Stock Option Market," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 37-53, September.
  14. Mannaro, Katiuscia & Marchesi, Michele & Setzu, Alessio, 2008. "Using an artificial financial market for assessing the impact of Tobin-like transaction taxes," Journal of Economic Behavior & Organization, Elsevier, vol. 67(2), pages 445-462, August.
  15. Michele Marchesi & Giancarlo Succi & Barbara Russo, 2007. "A model of the dynamics of the market of COTS software, in the absence of new entrants," Information Systems Frontiers, Springer, vol. 9(2), pages 257-265, July.
  16. Concas, Giulio & Marchesi, Michele & Pinna, Sandro & Serra, Nicola, 2006. "On the suitability of Yule process to stochastically model some properties of object-oriented systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(2), pages 817-831.
  17. 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.
  18. Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003. "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 255-272, October.
  19. Lux, Thomas & Marchesi, Michele, 2002. "Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 143-147, October.
  20. 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.
  21. Chen, Shu-Heng & Lux, Thomas & Marchesi, Michele, 2001. "Testing for non-linear structure in an artificial financial market," Journal of Economic Behavior & Organization, Elsevier, vol. 46(3), pages 327-342, November.
  22. 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.
  23. Thomas Lux & Michele Marchesi, 2000. "Volatility Clustering In Financial Markets: A Microsimulation Of Interacting Agents," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(04), pages 675-702.
  24. Thomas Lux & Michele Marchesi, 1999. "Scaling and criticality in a stochastic multi-agent model of a financial market," Nature, Nature, vol. 397(6719), pages 498-500, February.

Chapters

  1. Filippo E. Pani & Daniele Sanna & Michele Marchesi & Giulio Concas, 2010. "Transferring FAME, a Methodology for Assessing Open Source Solutions, from University to SMEs," Springer Books, in: Alessandro D'Atri & Marco De Marco & Alessio Maria Braccini & Francesca Cabiddu (ed.), Management of the Interconnected World, pages 495-502, Springer.
  2. Sabrina Ecca & Mario Locci & Michele Marchesi, 2007. "Studies on the Impact of the Option Market on the Underlying Stock Market," Lecture Notes in Economics and Mathematical Systems, in: Andrea Consiglio (ed.), Artificial Markets Modeling, chapter 9, pages 127-139, Springer.
  3. Marco Raberto & Silvano Cincotti & Christian Dose & Sergio M. Focardi & Michele Marchesi, 2005. "Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 305-315, Springer.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (4) 2014-06-28 2016-03-06 2016-05-08 2020-01-13
  2. NEP-PAY: Payment Systems and Financial Technology (2) 2016-05-08 2020-01-13
  3. NEP-BIG: Big Data (1) 2020-01-13
  4. NEP-COM: Industrial Competition (1) 2015-10-25
  5. NEP-FOR: Forecasting (1) 2020-01-13
  6. NEP-MST: Market Microstructure (1) 2014-06-28
  7. NEP-PKE: Post Keynesian Economics (1) 2016-05-08
  8. NEP-TRE: Transport Economics (1) 2016-03-06
  9. NEP-URE: Urban and Real Estate Economics (1) 2016-03-06

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