Articles with public access mandates - Paolo BaruccaLearn more
Available somewhere: 21
The physics of financial networks
M Bardoscia, P Barucca, S Battiston, F Caccioli, G Cimini, D Garlaschelli, ...
Nature Reviews Physics 3 (7), 490-507, 2021
Mandates: Netherlands Organisation for Scientific Research, European Commission
Network models of financial systemic risk: a review
F Caccioli, P Barucca, T Kobayashi
Journal of Computational Social Science 1, 81-114, 2018
Mandates: UK Economic and Social Research Council
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance, 2020
Mandates: Swiss National Science Foundation, UK Economic and Social Research Council …
Disentangling bipartite and core-periphery structure in financial networks
P Barucca, F Lillo
Chaos, Solitons & Fractals 88, 244-253, 2016
Mandates: European Commission
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
Mandates: European Commission, Government of Italy
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
Mandates: European Commission
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
Mandates: Government of Italy
The decline of solvency contagion risk
M Bardoscia, P Barucca, A Brinley Codd, J Hill
Bank of England Working Paper, 2017
Mandates: European Commission
Collateral Unchained: Rehypothecation networks, concentration and systemic effects
DT Luu, M Napoletano, P Barucca, S Battiston
Journal of Financial Stability 52, 100811, 2021
Mandates: European Commission
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
Mandates: European Commission
Forward-looking solvency contagion
M Bardoscia, P Barucca, AB Codd, J Hill
Journal of Economic Dynamics and Control 108, 103755, 2019
Mandates: European Commission
Disentangling group and link persistence in dynamic stochastic block models
P Barucca, F Lillo, P Mazzarisi, D Tantari
arXiv preprint arXiv:1701.05804, 2017
Mandates: Government of Italy
Resolution of ranking hierarchies in directed networks
E Letizia, P Barucca, F Lillo
PloS one 13 (2), e0191604, 2018
Mandates: European Commission
Consensus formation on heterogeneous networks
E Fadda, J He, CJ Tessone, P Barucca
EPJ Data Science 11 (1), 34, 2022
Mandates: Swiss National Science Foundation
A mean-field model of memristive circuit interaction
F Caravelli, P Barucca
Europhysics Letters 122 (4), 40008, 2018
Mandates: US Department of Energy
Spectral partitioning in equitable graphs
P Barucca
Physical Review E 95 (6), 062310, 2017
Mandates: European Commission
Eigenvalue and eigenvector statistics in time series analysis
P Barucca, M Kieburg, A Ossipov
Europhysics Letters 129 (6), 60003, 2020
Mandates: German Research Foundation
Localization in covariance matrices of coupled heterogeneous Ornstein-Uhlenbeck processes
P Barucca
Physical Review E 90 (6), 062129, 2014
Mandates: European Commission
Time evolution of an agent-driven network model
F Vanni, P Barucca
LEM Working Paper Series, 2017
Mandates: European Commission
Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk
J Turiel, P Barucca, T Aste
Entropy 24 (10), 1482, 2022
Mandates: UK Engineering and Physical Sciences Research Council, UK Economic and …
Publication and funding information is determined automatically by a computer program