Valentina Alfi

Position

Address

Dipartimento di Fisica,

Universita` "La Sapienza", P.le A. Moro 2,

00185 Roma, Italy

Tel. +39 06 49913450

Fax +39 06 4463158

Mail

Valentina.Alfi@roma1.infn.it

Research Topics

Research Topics

Curriculum Vitae

• cv.pdf: CV (pdf)

Publications

• ALFI V., M. CRISTELLI, L. PIETRONERO, A. ZACCARIA. (2009). Minimal agent based model for financial markets I - Origin and self-organization of stylized facts THE EUROPEAN PHYSICAL JOURNAL. B, CONDENSED MATTER PHYSICS. vol. 67, pp. 385-397 ISSN: 1434-6028. doi:10.1140/epjb/e2009-00028-4.

• ALFI V., M. CRISTELLI, L. PIETRONERO, A. ZACCARIA, Minimal agent based model for financial markets II - Statistical properties of the linear and multiplicative dynamics. THE EUROPEAN PHYSICAL JOURNAL. B, vol. 67, pp. 399-417 (2009) doi:10.1140/epjb/e2009-00029-3.

• ALFI V., G. PARISI, L. PIETRONERO, Conference Registration: How people react to a dead line. NATURE PHYSICS. vol. 743, pp. 3 (2007). doi:10.1038/nphys761.

• V. Alfi, A. De Martino, L. Pietronero, A. Tedeschi, Detecting the traders’ strategies in minority–majority games and real stock-prices, Physica. A. vol. 382, pp. 1-8 (2007).

• V. Alfi, F. Coccetti, A. Petri, L.Pietronero, Roughness and finite size effect in the NYSE stock-price fluctuations, Eur. Phys. J. B., vol. 55, pp. 135-142 (2007) http://arxiv.org/abs/physics/0602052

• V. Alfi, F. Coccetti, M. Marotta, L.Pietronero, M. Takayasu, Hidden Forces and Fluctuations from Moving Averages: A Test Study, Physica A, vol. 370, pp. 30-37 (2006). http://arxiv.org/abs/physics/0601089

• V. Alfi, F. Coccetti, M. Marotta, A. Petri, L.Pietronero, Exact Results for the Roughness of a Finite Size Random Walk, Physica A, vol. 370, pp. 127-131 (2006). http://arxiv.org/abs/cond-mat/0601230