Search Results - "Bardoscia, Marco"

Pathways towards instability in financial networks by Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio, Caldarelli, Guido

“…Following the financial crisis of 2007–2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed…”
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DebtRank: A Microscopic Foundation for Shock Propagation by Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio, Caldarelli, Guido

“…The DebtRank algorithm has been increasingly investigated as a method to estimate the impact of shocks in financial networks, as it overcomes the limitations…”
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Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank by Bardoscia, Marco, Caccioli, Fabio, Perotti, Juan Ignacio, Vivaldo, Gianna, Caldarelli, Guido

“…We consider a dynamical model of distress propagation on complex networks, which we apply to the study of financial contagion in networks of banks connected to…”
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Territorial bias in university rankings: a complex network approach by Bellantuono, Loredana, Monaco, Alfonso, Amoroso, Nicola, Aquaro, Vincenzo, Bardoscia, Marco, Loiotile, Annamaria Demarinis, Lombardi, Angela, Tangaro, Sabina, Bellotti, Roberto

“…University rankings are increasingly adopted for academic comparison and success quantification, even to establish performance-based criteria for funding…”
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Correction: DebtRank: A Microscopic Foundation for Shock Propagation by Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio, Caldarelli, Guido

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Network valuation in financial systems by Barucca, Paolo, Bardoscia, Marco, Caccioli, Fabio, D'Errico, Marco, Visentin, Gabriele, Caldarelli, Guido, Battiston, Stefano

“…We introduce a general model for the balance‐sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an…”
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Simulating liquidity stress in the derivatives market by Bardoscia, Marco, Ferrara, Gerardo, Vause, Nicholas, Yoganayagam, Michael

“…We investigate whether margin calls on derivative counterparties could exceed their available liquid assets and, by preventing immediate payment of those…”
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Forward-looking solvency contagion by Bardoscia, Marco, Barucca, Paolo, Codd, Adam Brinley, Hill, John

“…Solvency contagion risk is a key channel through which systemic risk can come about. We introduce a model that accounts not only for losses transmitted after…”
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The physics of financial networks by Bardoscia, Marco, Barucca, Paolo, Battiston, Stefano, Caccioli, Fabio, Cimini, Giulio, Garlaschelli, Diego, Saracco, Fabio, Squartini, Tiziano, Caldarelli, Guido

“…As the total value of the global financial market outgrew the value of the real economy, financial institutions created a global web of interactions that…”
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Multiplex network analysis of the UK over‐the‐counter derivatives market by Bardoscia, Marco, Bianconi, Ginestra, Ferrara, Gerardo

“…In this paper, we analyse the network of exposures constructed by using the UK trade repository data for three different categories of contracts: interest…”
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The Social Climbing Game by Bardoscia, Marco, De Luca, Giancarlo, Livan, Giacomo, Marsili, Matteo, Tessone, Claudio J.

“…The structure of societies depends, to some extent, on the incentives of the individuals they are composed of. We study a stylized model of this interplay,…”
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Phenotypic constraints promote latent versatility and carbon efficiency in metabolic networks by Bardoscia, Marco, Marsili, Matteo, Samal, Areejit

“…System-level properties of metabolic networks may be the direct product of natural selection or arise as a by-product of selection on other properties. Here we…”
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Solving Heterogeneous General Equilibrium Economic Models with Deep Reinforcement Learning by Hill, Edward, Bardoscia, Marco, Turrell, Arthur

“…General equilibrium macroeconomic models are a core tool used by policymakers to understand a nation's economy. They represent the economy as a collection of…”
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Satisfiability-unsatisfiability transition in the adversarial satisfiability problem by Bardoscia, Marco, Nagaj, Daniel, Scardicchio, Antonello

“…Adversarial satisfiability (AdSAT) is a generalization of the satisfiability (SAT) problem in which two players try to make a Boolean formula true (resp…”
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A Dynamical Model for Operational Risk in Banks by Bardoscia, Marco

“…Proceedings of the International School of Physics "Enrico Fermi" 176 (2012), pp. 399-403 Operational risk is the risk relative to monetary losses caused by…”
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Mind the gap in university rankings: a complex network approach towards fairness by Bellantuono, Loredana, Monaco, Alfonso, Amoroso, Nicola, Aquaro, Vincenzo, Bardoscia, Marco, Loiotile, Annamaria Demarinis, Lombardi, Angela, Tangaro, Sabina, Bellotti, Roberto

“…University rankings are increasingly adopted for academic comparison and success quantification, even to establish performance-based criteria for funding…”
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Lost in Diversification by Bardoscia, Marco, d'Arienzo, Daniele, Marsili, Matteo, Volpati, Valerio

“…As financial instruments grow in complexity more and more information is neglected by risk optimization practices. This brings down a curtain of opacity on the…”
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Statistical mechanics of complex economies by Bardoscia, Marco, Livan, Giacomo, Marsili, Matteo

“…Journal of Statistical Mechanics: Theory and Experiment (2017) P043401 In the pursuit of ever increasing efficiency and growth, our economies have evolved to…”
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Network Valuation in Financial Systems by Barucca, Paolo, Bardoscia, Marco, Caccioli, Fabio, D'Errico, Marco, Visentin, Gabriele, Caldarelli, Guido, Battiston, Stefano

“…Mathematical Finance (2020) We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial…”
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The Physics of Financial Networks by Bardoscia, Marco, Barucca, Paolo, Battiston, Stefano, Caccioli, Fabio, Cimini, Giulio, Garlaschelli, Diego, Saracco, Fabio, Squartini, Tiziano, Caldarelli, Guido

“…Nat. Rev. Phys. 3 (7), 490-507 (2021) The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made…”
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