Giulio Bottazzi

giulio on the rock.jpg

working papers, publications, teaching, cv, errata, grants, software: alka-linux, gbutils, bose, NAIF, multimin, spanning tree, subbotools, YAFiM, varia: yahoo finance data, cvs on cafed, oil price, oil derivatives price

Giulio Bottazzi
Professor of Economics and Dean
Faculty of Social Sciences

Scopus Author ID: 6701726911

Scuola Superiore Sant'Anna
p.zza Martiri della Liberta', 33
56127 Pisa Italy

Recent stuff

Presentation at Computation in Econocmis and Finance (CEF) 2018 [2018-06]

Time and heterogeneity in complex systems between models and data [2018-6]

New Results on Betting Strategies, Market Selection, and the Role of Luck [2018-5]

A new working paper written with Daniele Giachini has been published in the LEM Working Papers series.

Momentum and Reversal in Financial Markets with Persistent Heterogeneity [2018-5]

A new working paper written with Daniele Giachini and Pietro Dindo has been published in the LEM Working Papers series.

gbutils, yafimm and naif [2017-12]

gbutils 5.7.0 has been released and the documentation of yafimm and naif packages updated.

Aggregate fluctuations and the distribution of firm growth rates [2017-09]

A new working paper written with Angelo Secchi and le Li has been published in the LEM Working Papers series.

San Miniato Summer School [2017-09]

This year Fosca Giannotti, Mirco Nanni and Riccardo Guidotti lectured about "Data Mining and Machine Learning for Business and Organizations". See the web page of the school and the following nice picture


New paper on Economic Theory [2017-07]

The paper on survival and dominance of heterogeneous belief traders in a market for long-lived assets written with Daniele Giachini and Pietro Dindo is published.

New paper on Physica A [2016-12]

My paper on diffusive approximation with Daniele Giachini appeared on line. You can download it from the following link valid until February 23, 2017.

Speech at the ICC conference [2016-12]

Historical Data from Yahho Finance [2016-12]

I prepared a short note about downloading historical price data from Yahoo Finance service, using their API. More details in the howto.

New paper on Regional Studies [2016-11]

My paper with Ugo Gragnolati and Fabio Vanni on the measurement of non-linear externality in a geography model appeared on Regional Studies. Check the DOI.

subbotools [2016-10]

New version available in the cafed repository which includes 'laplafit' command to estimate a Laplce symmetric distribution. See the package page for more details.

San Miniato Summer School [2016-09]

This year Maurizio Pratelli with help from Dario Trevisan and Eli Musta lectured about "Stochastic Processes and Stochastic Calculus with application to Economics and Finance". See the web page of the school and the following nice picture


New paper on Small Business Economics [2016-07]

My paper with Stefano Bianchini and Federico Tamagni on the lack of persistence of corporate high growth event appeared on Small Business Economics. Check the DOI.

Lecturing at WEHIA [2016-06]

I had the opportunity to lecture a group of PhD students and young researchers on industrial dynamics at the WHEIA Doctoral Summer School in Castello de la Plana, Spain.

Older stuff

Older material is collected here.

Author: Giulio Bottazzi

Created: 2018-08-07 Tue 23:43