Marco Bardoscia
Marco Bardoscia
Bank of England, University College London
Подтвержден адрес электронной почты в домене bankofengland.co.uk
Название
Процитировано
Процитировано
Год
Pathways towards instability in financial networks
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
Nature Communications 8 (1), 1-7, 2017
1782017
DebtRank: A microscopic foundation for shock propagation
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
PloS one 10 (6), e0130406, 2015
118*2015
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance 30 (4), 1181-1204, 2020
802020
Distress propagation in complex networks: the case of non-linear DebtRank
M Bardoscia, F Caccioli, JI Perotti, G Vivaldo, G Caldarelli
PloS one 11 (10), e0163825, 2016
592016
A Bayesian networks approach to operational risk
V Aquaro, M Bardoscia, R Bellotti, A Consiglio, F De Carlo, G Ferri
Physica A: Statistical Mechanics and its Applications 389 (8), 1721-1728, 2010
522010
Forward-looking solvency contagion
M Bardoscia, P Barucca, AB Codd, J Hill
Journal of Economic Dynamics and Control 108, 103755, 2019
27*2019
Statistical mechanics of complex economies
M Bardoscia, G Livan, M Marsili
Journal of Statistical Mechanics: Theory and Experiment 2017 (4), 043401, 2017
222017
The social climbing game
M Bardoscia, G De Luca, G Livan, M Marsili, CJ Tessone
Journal of statistical physics 151 (3), 440-457, 2013
222013
Multiplex network analysis of the UK over‐the‐counter derivatives market
M Bardoscia, G Bianconi, G Ferrara
International Journal of Finance & Economics 24 (4), 1520-1544, 2019
18*2019
A dynamical approach to operational risk measurement
M Bardoscia, R Bellotti
Journal of Operational Risk 6 (1), 3-19, 2011
112011
Impact of meta-order in the Minority Game
AC Barato, I Mastromatteo, M Bardoscia, M Marsili
Quantitative Finance 13 (9), 1343-1352, 2013
72013
Financial instability from local market measures
M Bardoscia, G Livan, M Marsili
Journal of Statistical Mechanics: Theory and Experiment 2012 (08), P08017, 2012
62012
The physics of financial networks
M Bardoscia, P Barucca, S Battiston, F Caccioli, G Cimini, D Garlaschelli, ...
Nature Reviews Physics, 1-18, 2021
52021
A dynamical model for forecasting operational losses
M Bardoscia, R Bellotti
Physica A: Statistical Mechanics and its Applications 391 (8), 2641-2655, 2012
52012
Full payment algorithm
M Bardoscia, G Ferrara, N Vause, M Yoganayagam
Available at SSRN 3344580, 2019
42019
Phenotypic constraints promote latent versatility and carbon efficiency in metabolic networks
M Bardoscia, M Marsili, A Samal
Physical Review E 92 (1), 012809, 2015
22015
Satisfiability-unsatisfiability transition in the adversarial satisfiability problem
M Bardoscia, D Nagaj, A Scardicchio
Physical Review E 89 (3), 032128, 2014
2*2014
Simulating liquidity stress in the derivatives market
M Bardoscia, G Ferrara, N Vause, M Yoganayagam
Journal of Economic Dynamics and Control 133, 104215, 2021
12021
Lost in diversification
M Bardoscia, D d'Arienzo, M Marsili, V Volpati
Comptes Rendus Physique 20 (4), 364-370, 2019
12019
Assessing Potential Casualties in Critical Events
S Cavallini, F Bisogni, M Bardoscia, R Bellotti
International Conference on Critical Infrastructure Protection, 231-242, 2014
12014
В данный момент система не может выполнить эту операцию. Повторите попытку позднее.
Статьи 1–20