papers
Publications (13)
cond-mat.other2005
Influence of Local Interactions in the Bak-Sneppen Model and Economic Applications
M. Bartolozzi, D. B. Leinweber, A. W. Thomas
q-fin.TR2007
Applications of physical methods in high-frequency futures markets
M. Bartolozzi, C. Mellen, F. Chan +3
cond-mat.dis-nn2005
Scale-free networks in complex systems
M. Bartolozzi, D. B. Leinweber, T. Surungan +2
cond-mat.other2004
Self-Organized Criticality and Stock Market Dynamics: an Empirical Study
M. Bartolozzi, D. B. Leinweber, A. W. Thomas
physics.soc-ph2005
Stochastic Opinion Formation in Scale-Free Networks
M. Bartolozzi, B. Leinweber, A. W. Thomas
cond-mat.dis-nn2006
Spin glass behavior of the antiferromagnetic Ising model on a scale-free network
M. Bartolozzi, T. Surungan, D. B. Leinweber +1
q-fin.TR2007
Effects of diversification among assets in an agent-based market model
F. Ghoulmié, M. Bartolozzi, C. P. Mellen +1
q-fin.RM2011
Local Risk Decomposition for High-frequency Trading Systems
M. Bartolozzi, C. Mellen
physics.soc-ph2006
Scale-free avalanche dynamics in the stock market
M. Bartolozzi, D. B. Leinweber, A. W. Thomas
q-fin.ST2007
Multi-scale correlations in different futures markets
M. Bartolozzi, C. Mellen, T. Di Matteo +1
physics.data-an2007
Scale-free avalanches in the multifractal random walk
M. Bartolozzi
cond-mat.other2005
Self-Similar Log-Periodic Structures in Western Stock Markets from 2000
M. Bartolozzi, S. Drozdz, D. B. Leinweber +2
cond-mat.dis-nn2005
Stochastic Cellular Automata Model for Stock Market Dynamics
M. Bartolozzi, A. W. Thomas