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Publications

Year Title Reference Author
2014 Stress testing financial networks with incomplete information in preparation
Gurciullo S., Battiston S., Caldarelli G., Zimmerman P., Ota T.
2014 Rehypotecation chains and systemic risk in preparation
Napoletano M., Battiston S., Stieber H.
2014 Capital and Contagion in Financial Networks MPRA Paper No. 52141
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Di Iasio G., Battiston S., Infante L., Pierobon F.
2014 Default probability in financial networks to be submitted to AER
Battiston S., Stiglitz J.E., Tasca P.
2014 The price of complexity to be submitted to PNAS
Battiston S., Roukny T., Stiglitz J.E., Caldarelli G., May R.
2014 Diversification and Financial Stability LSE, Systemic Risk Center WP no. 10
Tasca P., Battiston S.
2014 A Network Analysis of the Evolution of the German Interbank Market Deutsche Bundesbank Working paper
Roukny T., Co-Pierre G., Battiston S.
2014 Econophysics of Agent-Based Models New Economic Windows. Book, Springer- 219–228 (2014)
Abergel F., Aoyama H., Chakrabarti B.K., Chakraborti A., Ghosh A.
2014 Stock trade volume prediction with Yahoo! Finance user browsing ICDE 2014 (Submitted)
Bordino I., Kourtellis N., Laptev N., Billawala Y.
2013 Weighted networks as randomly reinforced urn processes. Physical Review E 87, 020106 (2013)
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Caldarelli G., Chessa A., Crimaldi I., Pammolli F.
2013 Structural Embeddedness and Economic Cooperation: Evidence from Microfinance Working Paper, University of Oxford
Sabin N., Reed-Tsochas F.
2013 Simulating the Synchronising Behaviour of High-Frequency Trading in Multiple Markets Working Paper, University of Oxford
Myers B., Gerig A.
2013 Semantic Data Mining of Financial News Articles Discovery Science, 2013 (2013).
Vavpetic A.
2013 Econophysics of Systemic Risk and Network Dynamics Springer, 39 - 47 (2013)
Fujiwara Y.
2013 Network opportunity Nature Physics 9, 121–123 (2013)
Catanzaro M., Buchanan M.
2013 Monitoring the Twitter sentiment during the Bulgarian elections Computer Journal (2013)
Smailovic J.
2013 Economic complexity: Conceptual grounding of a new metrics for global competitiveness Journal of Economic Dynamics and Control (2013).
Tacchella A., Cristelli M., Caldarelli G., Gabrielli A., Pietronero L.
2013 Analysing Financial Vocabulary Using a New Semantic Subgroup Discovery System Hedwig Jozef Stefan International Postgraduate School, 2013 (2013)
Vavpetic A.
2013 A Stochastic Feedback Model for Volatility arXiv:1306.4975
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Golan R., Gerig A.
2013 A Simple Generative Model of Collective Online Behaviour SSRN Electronic Journal
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Gleeson J.P., Cellai D., Onnela J.P., Porter M.A., Reed-Tsochas F.
2013 Leveraged network-based financial accelerator. Journal of Economic Dynamics and Control, 37, 8, 1626–1640 (2013)
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Riccetti L., Russo A., Gallegati M.
2013 The power to control Nature Physics 9, 126–128 (2013)
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Galbiati M., Delpini D., Battiston S.
2013 Reconstructing a credit network Nature Physics 9, 125–126 (2013)
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Caldarelli G., Chessa A., Pammolli F., Gabrielli A., Puliga M.
2013 Complex derivatives Nature Physics 9, 123–125
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Battiston S., Caldarelli G., Georg C., May R., Stiglitz J.E.
2013 Default Cascades in Complex Networks: Topology and Systemic Risk Scientific Reports
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Roukny T., Bersini H., Pirotte H., Caldarelli G., Battiston S.
2013 Low-Temperature Behaviour of Social and Economic Systems Entropy 15, 3238-3259 (2013)
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Garlaschelli D., Ahnert S.E., Fink T.M., Caldarelli G.
2013 Measuring the Intangibles a Metrics for the Economics Complexity of Countries and Products PLOS One 8 e70726 (2013)
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Cristelli M., Gabrielli A., Tacchella A., Caldarelli G., Pietronero L.
2013 Credit default swaps drawup networks: too interconnected to be stable? PloS one 8, e61815 (2013).
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Kaushik R., Battiston S.
2013 Evolution of controllability in interbank networks Scientific Reports 3 (2013)
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Delpini D., Battiston S., Riccaboni M., Pammolli F., Gabbi G., Caldarelli G.
2012 The Longevity of Rankings Physics 5, 105 (2012)
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Caldarelli G.
2012 Networks: a very short introduction 335, (Oxford University Press, 2012).
Caldarelli G., Catanzaro M.
2012 Network Analysis and Calibration of the’Leveraged Network-Based Financial Accelerator Available at SSRN 2160254 (2012)
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Bargigli L., Gallegati M., Riccetti L., Russo A.
2012 An economic and financial exploratory Eur. Phys. J. Special Topics 214, 361–400 (2012).
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Cincotti S., Sornette D., Treleaven P., Battiston S., Caldarelli G., Hommes C., Kirman A..
2012 An Agent-Based Decentralized Matching Macroeconomic Model Available at SSRN 2163581 (2012
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Riccetti L., Russo A., Gallegati M.
2012 A paradigm shift from production function to production copula: statistical description of production activity of firms Quantitative Finance 12, 1453–1466 (2012)
Ivetomi H., Aoyama H., Fujiwara Y., Ikeda Y., Souma W.
2012 Web Search Queries Can Predict Stock Market Volumes PloS one 7, e40014 (2012).
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Bordino I., Battiston S., Caldarelli G., Cristelli M., Ukkonen A., Weber I.
2012 A Network Analysis of Countries’ Export Flows: Firm Grounds for the Building Blocks of the Economy PloS one 7, e47278 (2012)
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Caldarelli G., Cristelli M., Gabrielli A., Pietronero L., Scala A., Tacchella A.
2012 Correlating Financial Time Series with Micro-Blogging Activity International Conference on Web Search and Data Mining (WSDM) 2012
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Ruiz EJ., Hristidis V., Castillo C., Gionis A., Jaimes A.
2012 Statistical ensembles for money and debt http://dx.doi.org/10.1016/j.physa.2012.05.027
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Viaggiu S., Lionetto A., Bargigli L., Longo M.
2012 Robustness and assortativity for Diffusion-like Processes in Scale-Free Networks EPL, 97, 68006
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D’Agostino G., Scala A., Zlatić V., Caldarelli G.
2012 Market microstructure, banks' behaviour, and interbank spreads submitted to Journal of Money Credit and Banking
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Gabbi G., Germano G., Hatzopoulos V., Iori G., Politi M.
2012 Networks with arbitrary edges multiplicities EPL, 97, 28005
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Zlatić V., Garlaschelli D., Caldarelli G.
2012 Information theoretic description of the e-Mid interbank market: implications for systemic risk submitted to E-Journal Economics: Special Issue on "Coping with Systemic Risk"
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Hatzopoulos V., Iori G.
2012 Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk Journal of Economic Dynamics and Control, 36, 8 (2012) 1121-1141, doi:10.1016/j.jedc.2012.04.001
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Battiston S., Delli Gatti D., Gallegati M., Greenwald B. C., Stiglitz J.E.
2012 A New Metrics for Countries’ Fitness and Products’ Com- plexity Scientific Reports on Nature, 2, 723
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Tacchella A., Cristelli M., Caldarelli G., Gabrielli A., Pietronero L.
2012 The Cross-Section Analysis of Interbank Lending and Borrowing Rates: An Empirical Investigation Using Nonparametric Methods submitted to Journal of Money Credit and Banking
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Kapar B., Iori G., Olmo J.
2012 Default Cascades: When Does Risk Diversification Increase Stability? Journal of Financial Stability, 8 3 (2012)
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Battiston S., Delli Gatti D., Gallegati M., Greenwald B. C., Stiglitz J.E.
2012 Bootstrapping topology and systemic risk of complex network using the fitness model J. of Statistical Physics 151 720-734
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Musmeci N., Battiston S., Caldarelli G., Puliga M., Gabrielli A.
2012 Diversification and Financial Stability submitted. SSRN, 1878596
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Tasca P., Battiston S.
2012 Descriptive modeling of systemic banking crises Proceedings of Discovery Science conference
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Gamberger D., Lucanin D., Smuc T.
2012 The Evolution of Complex Networks: A New Framework Phys. Rev. Lett., submitted
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Caldarelli G., Chessa A., Crimaldi I., Pammolli F.
2012 Market Procyclicality and Systemic Risk submitted. ETH Risk Center Working Paper Series, ETH-RC-12-012
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Tasca P., Battiston S.
2012 Competitors' communities and taxonomy of products according to export fluxes European Physical Journal - ST, vol. 212, 115
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Cristelli M., Tacchella A., Gabrielli A., Pietronero L., Scala A., Caldarelli G.
2012 Financial Distress Propagation in a Network of Regions submitted. SSRN, 2152697
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Vitali S., Battiston S., Gallegati M.
2012 Progress in the physics of complex networks European Physical Journal - ST, vol. 212, 1
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Caldarelli G., Kaniadakis G., Scarfone A.
2012 Non-Gaussian Price Dynamics and Implications for Option Pricing Derivatives Securities Pricing and Modelling, 94, 211-225, (2012)
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Fuentes M. F., Gerig A., Vicente J.
2012 Viewpoint: The Longevity of Rankings Physics, 5, 105
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Caldarelli G.
2012 The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation Working Paper of City University, 12/03,(2012)
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Iori G., Kapar B., Olmo J.
2012 Scaling Laws in Labor Productivity RIETI Discussion Paper, 12-E-040, 10 pages (2012)
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Aoyama H., Fujiwara Y., Gallegati M.
2012 DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk Scientific Reports on Nature, 2, 541
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Battiston S., Puliga M., Kaushik R., Tasca P., Caldarelli G.
2012 Strong random correlations in networks of heterogeneous agents Journal of Economic Interaction and Coordination
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Kondor I., Csabai I., Papp G., Mones E., Czimbalmos G., Sándor M.
2012 Finding Communities in Credit Networks Economics Discussion Papers, No 2012-41, Kiel Institute for the World Economy. http://www.economics-ejournal.org/economics/discussionpapers/2012-41
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Bargigli L., Gallegati M.
2012 Web search queries can predict stock market volumes PLOS One, 7, e40014
Link to publication
Bordino I., Battiston S., Caldarelli G., Cristelli M., Ukkonen A., Weber I.
2011 The network of global corporate control PloS one 6, e25995 (2011)
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Vitali S., Glattfelder J.B., Battiston S.
2011 Geography versus topology in the european ownership network New Journal of Physics 13, 63021 (2011)
Vitali S., Battiston S.
2011 Leveraged Network-Based Financial Accelerator Quaderno di Ricerca n°371 del Dipartimento di Scienze Economiche e Sociali dell’Università Politecnica delle Marche
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Riccetti L., Russo A., Gallegati M.
2010 Topologically biased random walk and community finding in networks Phys. Rev. E 82, 066109
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Zlatić V., Gabrielli A., Caldarelli G.
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