A few examples of code that we have developed and published.
- Science of science
- Weihua Li, Tomaso Aste, Fabio Caccioli, Giacomo Livan, "Reciprocity and success in academic careers," arXiv:1808.03781 (2018).
- Evolution of cooperation through indirect reciprocity
- Simone Righi, Károly Takács, "Social closure and the evolution of cooperation via indirect reciprocity", Scientific Reports 8 (2018).
- Network valuation in financial systems
- Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Stefano Battiston, Guido Caldarelli, "Network valuation in financial systems" (2016).
- Larry Eisenberg and Thomas H. Noe, "Systemic risk in financial systems", Management Science 47 (2), 236-249 (2001).
- Mittag-Leffler random number generator
- Daniel Fulger, Enrico Scalas, Guido Germano, "Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation", Physical Review E 77 (2), 021122 (2008).
- T. J. Kozubowski and S. T. Rachev, "Univariate geometric stable laws", Journal of Computational Analysis and Applications 1, 177-219 (1999).
- Generalized Hurst exponent
- Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna "Scaling behaviors in differently developed markets", Physica A: Statistical Mechanics and its Applications 324 (1-2), 183-188 (2003).
- Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna. "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development", Journal of Banking & Finance 29 (4), 827-851 (2005).
- Tiziana Di Matteo, "Multi-scaling in finance", Quantitative Finance 7 (1), 21-36 (2007).