Search Results - "Gualdi, Stanislao"

V-, U-, L- or W-shaped economic recovery after Covid-19: Insights from an Agent Based Model by Sharma, Dhruv, Bouchaud, Jean-Philippe, Gualdi, Stanislao, Tarzia, Marco, Zamponi, Francesco

“…We discuss the impact of a Covid-19-like shock on a simple model economy, described by the previously developed Mark-0 Agent-Based Model. We consider a mixed…”
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On the emergence of scale-free production networks by Gualdi, Stanislao, Mandel, Antoine

“…We propose a simple dynamical model for the formation of production networks among monopolistically competitive firms. The model subsumes the standard general…”
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Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors by Primicerio, Kevin, Challet, Damien, Gualdi, Stanislao

“…The average portfolio structure of institutional investors is shown to reproduce the structure which optimally accounts for transaction costs when investment…”
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Optimal inflation target: Insights from an agent-based model by Bouchaud, Jean-Philippe, Gualdi, Stanislao, Tarzia, Marco, Zamponi, Francesco

“…Which level of inflation should Central Banks be targeting? The authors investigate this issue in the context of a simplified Agent Based Model of the economy…”
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Endogenous growth in production networks by Gualdi, Stanislao, Mandel, Antoine

“…We investigate the interplay between technological change and macro- economic dynamics in an agent-based model of the formation of production networks. On the…”
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Assessing the regional redistributive effect of renewable power production through a spot market algorithm simulator: The case of Italy by Concettini, Silvia, Creti, Anna, Gualdi, Stanislao

“…In order to study the sensitivity of market equilibria to changes in production from renewable units at different locations, we developed an algorithm that…”
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Portfolio Construction Matters by Ciliberti, Stefano, Gualdi, Stanislao

“…The role of portfolio construction in the implementation of equity market neutral factors is often underestimated. Taking the classical momentum strategy as an…”
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Temporal effects in the growth of networks by Medo, Matúš, Cimini, Giulio, Gualdi, Stanislao

“…We show that to explain the growth of the citation network by preferential attachment (PA), one has to accept that individual nodes exhibit heterogeneous…”
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Statistically validated network of portfolio overlaps and systemic risk by Gualdi, Stanislao, Cimini, Giulio, Primicerio, Kevin, Di Clemente, Riccardo, Challet, Damien

“…Common asset holding by financial institutions ( portfolio overlap ) is nowadays regarded as an important channel for financial contagion with the potential to…”
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Tipping points in macroeconomic agent-based models by Gualdi, Stanislao, Tarzia, Marco, Zamponi, Francesco, Bouchaud, Jean-Philippe

“…The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABMs) can reproduce. We propose a methodology,…”
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Endogenous crisis waves: stochastic model with synchronized collective behavior by Gualdi, Stanislao, Bouchaud, Jean-Philippe, Cencetti, Giulia, Tarzia, Marco, Zamponi, Francesco

“…We propose a simple framework to understand commonly observed crisis waves in macroeconomic agent-based models, which is also relevant to a variety of other…”
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Is ESG an Equity Factor or Just an Investment Guide? by Breedt, André, Ciliberti, Stefano, Gualdi, Stanislao, Seager, Philip

“…Environmental, social, and governance (ESG) information demands attention within the asset manage-ment industry since it has become widely accepted that making…”
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Monetary policy and dark corners in a stylized agent-based model by Gualdi, Stanislao, Tarzia, Marco, Zamponi, Francesco, Bouchaud, Jean-Philippe

“…We extend in a minimal way the stylized macroeconomic Agent-Based model introduced in our previous paper (Gualdi et al. in J Econ Dyn Control 50:29–61, 2015a…”
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Optimal inflation target: insights from an agentbased model by Bouchaud, Jean-Philippe, Gualdi, Stanislao, Tarzia, Marco, Zamponi, Francesco

“…Which level of inflation should Central Banks be targeting? The authors investigate this issue in the context of a simplified Agent Based Model of the economy…”
Get full text

Monetary policy and dark corners in a stylized agent-based model by Gualdi, Stanislao, Tarzia, Marco, Zamponi, Francesco, Bouchaud, Jean-Philippe

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Optimal inflation target: insights from an agent-based model by Jean-Philippe Bouchaud, Stanislao Gualdi, Marco Tarzia, Francesco Zamponi

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Portfolio Construction Matters by Ciliberti, Stefano, Gualdi, Stanislao

“…The role of portfolio construction in the implementation of equity market neutral factors is often underestimated. Taking the classical momentum strategy as an…”
Get full text

On the emergence of scale-free production networks by Gualdi, Stanislao, Mandel, Antoine

“…We propose a simple dynamical model of the formation of production networks among monopolistically competitive firms. The model subsumes the standard general…”
Get full text

V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model by Sharma, Dhruv, Bouchaud, Jean-Philippe, Gualdi, Stanislao, Tarzia, Marco, Zamponi, Francesco

“…PLoS ONE 16, e0247823 (2021) We discuss the impact of a Covid-19--like shock on a simple model economy, described by the previously developed Mark-0…”
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Wisdom of the institutional crowd by Primicerio, Kevin, Challet, Damien, Gualdi, Stanislao

“…The average portfolio structure of institutional investors is shown to have properties which account for transaction costs in an optimal way. This implies that…”
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