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