Search Results for author: Michele Marchesi

Found 2 papers, 0 papers with code

Forecasting Bitcoin closing price series using linear regression and neural networks models

no code implementations4 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.

regression

Agent-based simulation of a financial market

no code implementations29 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

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