Annalisa Fabretti

Publication Activity (10 Years)

Years Active: 2011-2020
Publications (10 Years): 4

Top Topics

Agent Based Models

Transition Matrix

Portfolio Management

Financial Markets

Top Venues

Oper. Res. Lett.

J. Artif. Soc. Soc. Simul.

Knowl. Inf. Syst.

PAAMS (Special Sessions)

Publications

Annalisa Fabretti
What an Experimental Limit Order Book Can Tell Us About Real Markets? PAAMS (Workshops) (2020)
Annalisa Fabretti
Markov chain analysis in agent-based model calibration by classical and simulated minimum distance. Knowl. Inf. Syst. 61 (1) (2019)
Annalisa Fabretti, Stefano Herzel
An Agent Based Model for a Double Auction with Convex Incentives. J. Artif. Soc. Soc. Simul. 20 (1) (2017)
Annalisa Fabretti, Tommy Gärling, Stefano Herzel, Martin Holmen
An Agent-Based Model to Study the Impact of Convex Incentives on Financial Markets. PAAMS (Special Sessions) (2016)
Annalisa Fabretti, Stefano Herzel, Mustafa Ç. Pinar
Delegated portfolio management under ambiguity aversion. Oper. Res. Lett. 42 (2) (2014)
Annalisa Fabretti
Calibration of an Agent Based Model for Financial Markets. PAAMS (Special Sessions) (2011)