Paolo Barucca
Paolo Barucca
Подтвержден адрес электронной почты в домене ucl.ac.uk - Главная страница
Название
Процитировано
Процитировано
Год
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance, 2020
782020
Network models of financial systemic risk: a review
F Caccioli, P Barucca, T Kobayashi
Journal of Computational Social Science 1 (1), 81-114, 2018
692018
Disentangling bipartite and core-periphery structure in financial networks
P Barucca, F Lillo
Chaos, Solitons & Fractals 88, 244-253, 2016
482016
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
P Barucca, F Lillo
Computational Management Science, 1-21, 2017
302017
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
P Mazzarisi, P Barucca, F Lillo, D Tantari
European Journal of Operational Research 281 (1), 50-65, 2020
232020
The decline of solvency contagion risk
M Bardoscia, P Barucca, A Brinley Codd, J Hill
Bank of England Working Paper, 2017
202017
Cross-correlations of American baby names
P Barucca, J Rocchi, E Marinari, G Parisi, F Ricci-Tersenghi
Proceedings of the National Academy of Sciences 112 (26), 7943-7947, 2015
192015
Centrality metrics and localization in core-periphery networks
P Barucca, D Tantari, F Lillo
Journal of Statistical Mechanics: Theory and Experiment 2016 (2), 023401, 2016
162016
Collateral Unchained: Rehypothecation networks, concentration and systemic effects
DT Luu, M Napoletano, P Barucca, S Battiston
Journal of Financial Stability 52, 100811, 2021
152021
Resolution of ranking hierarchies in directed networks
E Letizia, P Barucca, F Lillo
PloS one 13 (2), e0191604, 2018
102018
Disentangling group and link persistence in dynamic stochastic block models
P Barucca, F Lillo, P Mazzarisi, D Tantari
arXiv preprint arXiv:1701.05804, 2017
102017
Spectral partitioning in equitable graphs
P Barucca
Physical Review E 95 (6), 062310, 2017
8*2017
Forward-looking solvency contagion
M Bardoscia, P Barucca, AB Codd, J Hill
Journal of Economic Dynamics and Control 108, 103755, 2019
62019
Network sensitivity of systemic risk
A Ramadiah, D Di Gangi, D Sardo, V Macchiati, MT Pham, F Pinotti, ...
Journal of Network Theory in Finance 5 (3), 2019
62019
Tackling information asymmetry in networks: a new entropy-based ranking index
P Barucca, G Caldarelli, T Squartini
Journal of Statistical Physics 173 (3), 1028-1044, 2018
62018
Exactly solvable random graph ensemble with extensively many short cycles
FA Lopez, P Barucca, M Fekom, ACC Coolen
Journal of Physics A: Mathematical and Theoretical, 2018
52018
Time evolution of an agent-driven network model
F Vanni, P Barucca
LEM Working Paper Series, 2017
52017
Common asset holdings and systemic vulnerability across multiple types of financial institution
P Barucca, T Mahmood, L Silvestri
Journal of Financial Stability 52, 100810, 2021
42021
A mean-field model of memristive circuit interaction
F Caravelli, P Barucca
EPL (Europhysics Letters) 122 (4), 40008, 2018
42018
Image processing tools for financial time series classification
B Du, D Fernandez-Reyes, P Barucca
arXiv preprint arXiv:2008.06042, 2020
32020
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Статьи 1–20