Matteo Marsili

Permanent Scientific Staff
Senior Research Scientist
Matteo Marsili
Quantitative Life Sciences
+39 040 2240 461
marsili@ictp.it
+39 040 2240 461
marsili@ictp.it
SISSA-210
0000-0001-9437-6989

Matteo Marsili

Matteo Marsili is a theoretical physicist with research interests ranging from non-equilibrium statistical physics and critical phenomena to quantitative economics and finance, high dimensional (featureless) statistical inference and learning, systems biology and neuroscience.

Matteo Marsili gained his PhD from SISSA, Trieste in 1994. After postdoctoral positions in Manchester University, Fribourg University (CH) and SISSA, he first joined INFM as a researcher and later the Abdus Salam ICTP, firts in the CMSP Section and later in the Quantitative Life Sciences Section.
He is interested in understanding how collective behaviour results from the interaction of simple units, be them particles in physics, neurons in a brain tissue or traders in financial markets. He exploits techniques that have been developed in statistical physics to unveil the “un-intended consequences” of interdependencies in other domains of life sciences.

Publications

Journal article
2006
Statistical mechanics of socio-economic systems with heterogeneous agents
Journal of Physics A: Mathematical and General (2006)
De Martino, A. | Marsili, M.
Journal article
2006
Phase coexistence in a forecasting game
Journal of Statistical Mechanics: Theory and Experiment (2006)
Curty, P. | Marsili, M.
Journal article
2006
Dynamic instability in a phenomenological model of correlated assets
Journal of Statistical Mechanics: Theory and Experiment (2006)
Raffaelli, G. | Marsili, M.
Journal article
2006
Phenomenological models of socioeconomic network dynamics
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2006)
Ehrhardt, G.C.M.A. | Marsili, M. | Vega-Redondo, F.
Journal article
2006
Effect of degree correlations on the loop structure of scale-free networks
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2006)
Bianconi, G. | Marsili, M.
Journal article
2006
Risk bubbles and market instability
Physica A: Statistical Mechanics and its Applications (2006)
Marsili, M. | Raffaelli, G.
Journal article
2005
Typical properties of optimal growth in the von Neumann expanding model for large random economies
Journal of Statistical Mechanics: Theory and Experiment (2005)
De Martino, A. | Marsili, M.
Journal article
2005
On the non-trivial dynamics of complex networks
Physica A: Statistical Mechanics and its Applications (2005)
Bianconi, G. | Marsili, M. | Vega-Redondo, F.
Journal article
2005
Potts model on random trees
Journal of Statistical Mechanics: Theory and Experiment (2005)
Ehrhardt, G.C.M.A. | Marsili, M.
Journal article
2005
Real payoffs and virtual trading in agent based market models
Physica A: Statistical Mechanics and its Applications (2005)
Ferreira, F.F. | Marsili, M.
Journal article
2005
Species lifetime distribution for simple models of ecologies
Proceedings of the National Academy of Sciences of the United States of America (2005)
Pigolotti, S. | Flammini, A. | Marsili, M. | Maritan, A.
Journal article
2005
Clustering, cooperation, and search in social networks
Journal of the European Economic Association (2005)
Vega-Redondo, F. | Marsili, M. | Slanina, F.
Journal article
2005
Statistical mechanics model for the emergence of consensus
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2005)
Raffaelli, G. | Marsili, M.
Journal article
2005
Loops of any size and Hamilton cycles in random scale-free networks
Journal of Statistical Mechanics: Theory and Experiment (2005)
Bianconi, G. | Marsili, M.
Journal article
2004
Stylized facts in minority games with memory: A new challenge
Physica A: Statistical Mechanics and its Applications (2004)
Challet, D. | Marsili, M. | De Martino, A.
Journal article
2004
Adaptive drivers in a model of urban traffic
Europhysics Letters (2004)
De Martino, A. | Marsili, M. | Mulet, R.
Journal article
2004
The rise and fall of a networked society: A formal model
Proceedings of the National Academy of Sciences of the United States of America (2004)
Marsili, M. | Vega-Redondo, F. | Slanina, F.
Journal article
2004
Clogging and self-organized criticality in complex networks
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2004)
Bianconi, G. | Marsili, M.
Journal article
2004
Generalized minority games with adaptive trend-followers and contrarians
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2004)
De Martino, A. | Giardina, I. | Tedeschi, A. | Marsili, M.
Journal article
2004
Shedding light on El Farol
Physica A: Statistical Mechanics and its Applications (2004)
Challet, D. | Marsili, M. | Ottino, G.
Journal article
2004
Statistical mechanics analysis of the equilibria of linear economies
Journal of Statistical Mechanics: Theory and Experiment (2004)
De Martino, A. | Marsili, M. | Pérez Castillo, I.
Journal article
2003
Criticality and market efficiency in a simple realistic model of the stock market
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (2003)
Challet, D. | Marsili, M.
Journal article
2003
Scale invariance and criticality in financial markets
Physica A: Statistical Mechanics and its Applications (2003)
Marsili, M.
Journal article
2003
Statistical mechanics of the majority game
Journal of Physics A: Mathematical and General (2003)
Kozłowski, P. | Marsili, M.
Journal article
2002
Are financial markets efficient? Phase transition in the aggregation of information
Complexity (2002)
Berg, J. | Marsili, M. | Rustichini, A. | Zecchina, R.
Journal article
2002
Algorithms of maximum likelihood data clustering with applications
Physica A: Statistical Mechanics and its Applications (2002)
Giada, L. | Marsili, M.
Journal article
2002
Colored minority games
Physica A: Statistical Mechanics and its Applications (2002)
Marsili, M. | Piai, M.
Journal article
2002
Diffusion, peer pressure, and tailed distributions
Physical Review Letters (2002)
Cecconi, F. | Marsili, M. | Banavar, J.R. | Maritan, A.
Journal article
2002
Dissecting financial markets: Sectors and states
Quantitative Finance (2002)
Marsili, M.
Journal article
2001
Continuum time limit and stationary states of the minority game
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2001)
Marsili, M. | Challet, D.

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