Annalisa Fabretti

According to our database, Annalisa Fabretti authored at least 6 papers between 2011 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

What an Experimental Limit Order Book Can Tell Us About Real Markets?

Annalisa Fabretti

Proceedings of the Highlights in Practical Applications of Agents, Multi-Agent Systems, and Trust-worthiness. The PAAMS Collection, 2020

2019

Markov chain analysis in agent-based model calibration by classical and simulated minimum distance.

Annalisa Fabretti

Knowl. Inf. Syst., 2019

2017

An Agent Based Model for a Double Auction with Convex Incentives.

Annalisa Fabretti, Stefano Herzel

J. Artif. Soc. Soc. Simul., 2017

2016

An Agent-Based Model to Study the Impact of Convex Incentives on Financial Markets.

Annalisa Fabretti, Tommy Gärling, Stefano Herzel, Martin Holmen

Proceedings of the Trends in Practical Applications of Scalable Multi-Agent Systems, 2016

2014

Delegated portfolio management under ambiguity aversion.

Annalisa Fabretti, Stefano Herzel, Mustafa Ç. Pinar

Oper. Res. Lett., 2014

2011

Calibration of an Agent Based Model for Financial Markets.

Annalisa Fabretti

Proceedings of the Highlights in Practical Applications of Agents and Multiagent Systems, 2011