older stuff

The short report in oil price has been updated with new data.

The short report in oil derivatives price has been upodated with new data.

Prices are retrieved using the Alpha Vantage provider and adjusted for stock splits. Data and procedure are described here.

I updated my old tutorial on how to download historical time series from Yahoo Finance. Daily price series from 1990 to 2020 for all S&P 500 component stocks are provided as an example.

This year Stefano Galatolo, Università di Pisa and Isaia Nisoli, UFRJ presented "An introduction to random dynamical systems and their perturbations". See the web page of the school and the following nice picture

Some times ago, Yahoo Finance stopped providing direct download of historical price data. Alpha Vantage seems to provide a valuable alternative. I've created a short tutorial on how to use it.

A short talk for the meeting of the Sant'Anna group on Information Theory and Machine Learning.

This year Marco Lippi lectured about "Mathematical Methods for Time Series Analysis". See the web page of the school and the following nice picture (some students are missing)

I presented a short talk on Betting Strategies, Market Selection, and the Role of Luck.

I presented a short talk on Rational expectations, beliefs heterogeneity and market dynamics in the Workshop Unifying approach to the study of complex systems

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

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

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

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

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

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.

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

I spoke about The relevance of distributional properties in firm dynamics: theory and empirics at the ICC Conference in Berkeley, CA.

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

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.

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

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

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.

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.

This year has been my turn as a lecturer. With Pietro Dindo and Daniele Giachini we have organized and delivered the teaching at the Summer School of Mathematics for Economics and Social Sciences in San Miniato. See the web page. The title of the lectures was Financial Economics 2.0: bubbles, instability and speculation and here is the syllabus.

I've been invited to lecture at the Hokkaido University as part of a Graduate Summer School. I've been told that this page was the announcement on local newspaper (it's in Japanese!). They organized a nice round table collecting scientists from different disciplines and I had the chance to speak a bit about the relevance of distributional properties in Economic analysis. Many thanks to Simona Settepanella for inviting me!

I lectured many students selected among the best Italian High Schools about the history of the notion of risk in Economics and Finance. The video (in Italian) is available on the website Scuola Estiva 2015.

The gbutils package is now part of the Debian official repositories Many thanks to the maintainer Pietro Battiston!

Updated to use the new mathematical modules of Python. Check the project page for more information.

has been revamped! A new edition is ready. It is based on Linux Mint, with the modern Cinnamon graphic interface and the usual mix of econometrics and mathematical packages. Check the project page for more information.

This new debianized version include a 'man' page for all main programs, updated help messages with examples and new features. New deb packages and the source code are available in the usual cafed repository. More information are available in the project page

The School is a collaboration between the International Doctoral Program in Economics in Scuola Sant'Anna and the Research Center in Mathematics "Ennio de Giorgi". The topic of this year was "The Evolution of Games and Social Contacts: Preferences, Norms and Interactions" and the main teachers were Leonardo Boncinelli and Paolo Pin.

I've added a page collecting the errata in my papers that I'm aware of. If you happen to notice other mistakes, please notify me.

I've presented at the 15th Conference of the International Schumpeter Society. See the slides of my presentation.

The new version include a 'man' page for all main programs, updated help messages with examples and new features. The utilities gbacorr and gbxcorr for correlation analysis has been rewritten from scratch. The new deb packages and the source code ara available in the usual cafed repository. More information are available in the project page.

I lectured a group of undergraduate students from the Beijing Normal University about Betting rules and Information Theory.

The School is a collaboration between the International Doctoral Program in Economics in Scuola Sant'Anna and the Research Center in Mathematics "Ennio de Giorgi". The topic of this year was "Information theory, chaos and ergodicity with application to data analysis" and the main teachers were Stefano Marmi and Fabrizio Lillo

I lectured about recent and less-recent results on wealth selection in asset markets with an Introduction to Evolutionary Fianance in a COST action sponsored PhD School.

The third meeting of the project The growth of firms and countries: distributional properties and economic determinants was organized by the Sant'Anna unit in Pisa. The program is available here

The second meeting of the project The growth of firms and countries: distributional properties and economic determinants was organized by the Sant'Anna unit in Pisa. The program is available here.

Our students in Economics are offered a variety of math courses. Watch the presentation online. More details in the teaching section.

Routinely, members of the faculty are requested to make a short presentation of their research activity to students. Watch my presentation online. This year, I've put more emphasis on the empirical side.

The School is a collaboration between the International Doctoral Program in Economics in Scuola Sant'Anna and the Research Center in Mathematics "Ennio de Giorgi". The topic of this year was "Introduction to Bifurcation Theory" and the main teacher Florian Wagener.

A description of the course is available here.

I had the opportunity to teach a short tutorial on "The growth dynamics of firms” at the WEHIA 2012 meeting in Paris (notes available upon request). In that occasion I also presented the paper "The Evolution of the Business Cycles and Growth Rates Distributions". Here are the slides.

I've presented the paper "Financial Constraints and Firm Dynamics" at the External Developments Division of the European Central Bank. Here are the slides.

The price series of Dubai Crude has been replaced with a weighted average of oil exporters provided by OPEC. The former series has been discontinued by the U.S. Energy Information Administration. The time window in plots showing more recent price movements has been updated to 2003. All data come form public sources and can be freely downloaded.

The kick-off meeting of the project The growth of firms and countries: distributional properties and economic determinants was organized by the Sant'Anna unit in Pisa. The program is available here.

Version 5.4 of the gbutils package has been released. It contains several new programs and a lot of new features. In addition, a couple of nasty bugs has been fixed. If you are already an user, you are urged to switch to the new version. If you never tried it, you will be surprised by the amount of econometrics which can be done from the command line. Check the new project page.

The project The growth of firms and countries: distributional properties and economic determinants has been financed by the Italian Ministry of University and Research. The project is a joint effort of three units. I'm in charge of coordinating the project and, in particular, the research team at the Scuola Sant'Anna. Prof. Davide Fiaschi coordinates the University of Pisa unit and Prof. Enrico Scalas is responsible of the unit at the University of Piemonte Orientale.

Added a new price series to the report, namely the Dubai Crude, particularly relevant for the far east and Chinese market. I have also added a couple of new plots showing the recent divergence between the three main oil price indexes. Data comes form public sources and can be freely downloaded.

The first report produced by the DIME WP 6.8 and authored by Marco Fioretti has been published. The document discuss the advantages of opening to the public the huge amount of information generated by local administrations. It can be downloaded from DIME or LEM lab, or read and commented on line at Marco's blog.

A brief interview by a local TV about the project (in Italian) with Marco Fioretti and me is available here.

See the video on the FINNOV Work Package 4, Performance, here.

### #+BEGIN_HTML ### <object width="400" height="300"><param name="allowfullscreen" value="true" /><param name="allowscriptaccess" value="always" /><param name="movie" value="http://vimeo.com/moogaloop.swf?clip_id=12589733&amp;server=vimeo.com&amp;show_title=1&amp;show_byline=1&amp;show_portrait=0&amp;color=&amp;fullscreen=1" /><embed src="http://vimeo.com/moogaloop.swf?clip_id=12589733&amp;server=vimeo.com&amp;show_title=1&amp;show_byline=1&amp;show_portrait=0&amp;color=&amp;fullscreen=1" type="application/x-shockwave-flash" allowfullscreen="true" allowscriptaccess="always" width="400" height="300"></embed></object><p><a href="http://vimeo.com/12589733">FINNOV - WP4 PERFORMANCE: Overview</a> from <a href="http://vimeo.com/user4055982">Dasha Ivkina</a> on <a href="http://vimeo.com">Vimeo</a>.</p> ### #+END_HTML

Together with Pietro Dindo we are acting as guest editors for a special issue of the Journal of Evolutionary Economics on the evolutionary approach to economic modeling. The issue will contain a selection of the papers presented at the conference hosted by Scuola Sant'Anna the past October.

Structural Change and Economic Dynamics devotes a special issue to empirical analysis of firm dynamics. The call is open and competitive. I'll serve as guest editor together with Angelo Secchi.

This is the second conference on "empirical microeconomics" we organize at LEM. The conference program was quite exciting. The list of speakers can be found here The venue was exciting too, as this picture should testify.

Un incontro per discutere sul presente e vicino futuro dell'economia italiana. La locandina della giornata è disponibile qui

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The DIME network sponsored a three days conference on evolutionary finance. The brochure of the event is available here. Mention on local newspaper Il Tirreno

I have presented a summary of the work on economic geography: empirical analysis and theoretical models. The PDF version of the talk is available here

The CO3 dissemination event was hosted by the wonderful Cracow Museum of Modern Art. I've spoken about recent researches at LEM and their possible policy implications. The PDF version of the talk is available here