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
2001
Market mechanism and expectations in minority and majority games
Physica A: Statistical Mechanics and its Applications (2001)
Marsili, M.
Journal article
2001
Application of physics in economic modelling: NATO advanced research workshop, Prague, February 8-10, 2001
Physica A: Statistical Mechanics and its Applications (2001)
Bouchaud, J.-P. | Marsili, M. | Roehner, B.M. | Slanina, F.
Journal article
2001
Minority games and stylized facts
Physica A: Statistical Mechanics and its Applications (2001)
Challet, D. | Marsili, M. | Zhang, Y.-C.
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.
Journal article
2001
Replica symmetry breaking in the minority game
Journal of Physics A: Mathematical and General (2001)
De Martino, A. | Marsili, M.
Journal article
2001
Data clustering and noise undressing of correlation matrices
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2001)
Giada, L. | Marsili, M.
Journal article
2001
Statistical mechanics of asset markets with private information
Quantitative Finance (2001)
Berg, J. | Marsili, M. | Rustichini, A. | Zecchina, R.
Journal article
2001
From Minority Games to real markets
Quantitative Finance (2001)
Challet, D. | Chessa, A. | Marsili, M. | Zhang, Y.-C.
Journal article
2001
Stylized facts of financial markets and market crashes in Minority Games
Physica A: Statistical Mechanics and its Applications (2001)
Challet, D. | Marsili, M. | Zhang, Y.-C.
Journal article
2001
Learning to coordinate in a complex and nonstationary world
Physical Review Letters (2001)
Marsili, M. | Mulet, R. | Ricci-Tersenghi, F. | Zecchina, R.
Journal article
2000
Comment on “thermal model for adaptive competition in a market”
Physical Review Letters (2000)
Challet, D. | Marsili, M. | Zecchina, R.
Journal article
2000
First-order phase transition in a nonequilibrium growth process
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (2000)
Giada, L. | Marsili, M.
Journal article
2000
Modeling market mechanism with minority game
Physica A: Statistical Mechanics and its Applications (2000)
Challet, D. | Marsili, M. | Zhang, Y.-C.
Journal article
2000
Nonequilibrium phase transition in a model for social influence
Physical Review Letters (2000)
Castellano, C. | Marsili, M. | Vespignani, A.
Journal article
2000
Relevance of memory in minority games
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (2000)
Challet, D. | Marsili, M.
Journal article
2000
Statistical mechanics of systems with heterogeneous agents: Minority games
Physical Review Letters (2000)
Challet, D. | Marsili, M. | Zecchina, R.
Journal article
2000
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact
Physica A: Statistical Mechanics and its Applications (2000)
Marsili, M. | Challet, D. | Zecchina, R.
Journal article
1999
Generalized dielectric breakdown model
Physical Review B - Condensed Matter and Materials Physics (1999)
Cafiero, R. | Gabrielli, A. | Marsili, M. | Muñoz, M.A. | Pietronero, L.
Journal article
1999
Non-perturbative renormalization group approach to surface growth
Computer Physics Communications (1999)
Muñoz, M.A. | Bianconi, G. | Castellano, C. | Gabrielli, A. | Marsili, M. | Pietronero, L.
Journal article
1999
On the multinomial logit model
Physica A: Statistical Mechanics and its Applications (1999)
Marsili, M.
Journal article
1999
Phase transition and symmetry breaking in the minority game
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1999)
Challet, D. | Marsili, M.
Journal article
1999
Scale invariant dynamics of surface growth
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1999)
Castellano, C. | Marsili, M. | Muñoz, M.A. | Pietronero, L.
Journal article
1998
Comment on “Role of intermittency in urban development: A model of large-scale city formation”
Physical Review Letters (1998)
Marsili, M. | Maslov, S. | Zhang, Y.C.
Journal article
1998
Interacting individuals leading to zipf’s law
Physical Review Letters (1998)
Marsili, M. | Zhang, Y.-C.
Journal article
1998
Nonperturbative renormalization of the kardar-parisi-zhang growth dynamics
Physical Review Letters (1998)
Castellano, C. | Marsili, M. | Pietronero, L.
Journal article
1998
Critical exponents of the anisotropic Bak-Sneppen model
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1998)
Maslov, S. | De Rios, P.L. | Marsili, M. | Zhang, Y.-C.
Journal article
1998
Nonperturbative Renormaltzation of the Kardar-Parisi-Zhang growth dynamics
Physical Review Letters (1998)
Castellano, C. | Marsili, M. | Pietronero, L.
Journal article
1998
Dynamical optimization theory of a diversified portfolio
Physica A: Statistical Mechanics and its Applications (1998)
Marsili, M. | Maslov, S. | Zhang, Y.-C.
Journal article
1998
Overhangs in interface growth and ground-state paths
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1998)
Marsili, M. | Zhang, Y.-C.
Journal article
1998
Expansion around the mean-field solution of the bak-sneppen model
Physical Review Letters (1998)
Marsili, M. | De Los Rios, P. | Maslov, S.

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