no code implementations • 4 Jan 2020 • Nicola Uras, Lodovica Marchesi, Michele Marchesi, Roberto Tonelli
This paper studies how to forecast daily closing price series of Bitcoin, using data on prices and volumes of prior days.
no code implementations • 29 Mar 2001 • Marco Raberto, Silvano Cincotti, Sergio M. Focardi, Michele Marchesi
This paper introduces an agent-based artificial financial market in which heterogeneous agents trade one single asset through a realistic trading mechanism for price formation.
Statistical Mechanics Trading and Market Microstructure