Foto del docente

Roberto Dieci

Full Professor

Department of Mathematics

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Publications

F. Tramontana; L. Gardini; R. Dieci; F. Westerhoff, Global Bifurcations in a Three-Dimensional Financial Model of "Bull and Bear" Interactions, in: G. I. BISCHI; C. CHIARELLA; L. GARDINI, Nonlinear Dynamics in Economics, Finance and the Social Sciences, BERLIN, Springer-Verlag, 2010, pp. 333 - 352 [Chapter or essay]

R. Dieci; F. Westerhoff, Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2010, 34, pp. 743 - 764 [Scientific article]

R. Dieci; F. Westerhoff, Interacting cobweb markets, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2010, 75, pp. 461 - 481 [Scientific article]

N. Angelini; R. Dieci; F. Nardini, The role of market-clearing mechanisms in a simple heterogeneous-agent asset pricing model, in: Nonlinear Economic Dynamics, NEW YORK, Nova Science Publishers Inc, 2010, pp. 59 - 72 [Chapter or essay]

Natascia Angelini; Roberto Dieci; Franco Nardini, Bifurcation analysis of a dynamic duopoly model with heterogeneous costs and behavioural rules, «MATHEMATICS AND COMPUTERS IN SIMULATION», 2009, 79, n° 10, pp. 3179 - 3196 [Scientific article]

C. Chiarella; R. Dieci; X.-Z. He, Heterogeneity, Market Mechanisms, and Asset Price Dynamics, in: T. HENS; K. R. SCHENK-HOPPE, Handbook of Financial Markets: Dynamics and Evolution, AMSTERDAM, North-Holland, Elsevier, 2009, pp. 277 - 344 (Handbooks in Finance) [Chapter or essay]

R. Dieci; F. Westerhoff, Stability analysis of a cobweb model with market interactions, «APPLIED MATHEMATICS AND COMPUTATION», 2009, 215 (n. 6), pp. 2011 - 2023 [Scientific article]

F. Tramontana; L. Gardini; R. Dieci; F. Westerhoff, The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets, «DISCRETE DYNAMICS IN NATURE AND SOCIETY», 2009, 2009, doi:10.1155/2009/310471, pp. 1 - 30 [Scientific article]

C. Chiarella; R. Dieci; L. Gardini; L. Sbragia, A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence, «COMPUTATIONAL ECONOMICS», 2008, 32, pp. 55 - 72 [Scientific article]

Candela G.; Castellani M.; Dieci R., Economics of externalities and public policy, «INTERNATIONAL REVIEW OF ECONOMICS», 2008, 55 (3), pp. 285 - 311 [Scientific article]

C. Chiarella; R. Dieci; X.-H. He, Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2007, 62, pp. 408 - 427 [Scientific article]

A. Agliari; R. Dieci; L. Gardini, Homoclinic tangles in a Kaldor-like business cycle model, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2007, 62, pp. 324 - 347 [Scientific article]

Castellani M.; Candela G.; Dieci R., Il turismo responsabile: un’opportunità per le destinazioni turistiche e per i turisti, «POLITICA ECONOMICA», 2007, 23/1, pp. 83 - 102 [Scientific article]

C. Chiarella; R. Dieci; L. Gardini, Asset price and wealth dynamics in a financial market with heterogeneous agents, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2006, 30, pp. 1755 - 1786 [Scientific article]

A. Agliari; R. Dieci, Coexistence of attractors and homoclinic loops in a Kaldor-like bysiness cycle model, in: T. PUU I. SUSHKO, Business Cycle Dynamics - Models and Tools, BERLIN, Springer-Verlag, 2006, pp. 223 - 254 [Chapter or essay]