output
20122025
most citedThe Physics of Financial Networks

283 citations

Showing 2018Show all

8 papers · 1 filter

cs.SI2018★ 14 cited

Offline Biases in Online Platforms: a Study of Diversity and Homophily in Airbnb

Victoria Koh, Weihua Li, Giacomo Livan +1

How diverse are sharing economy platforms? Are they fair marketplaces, where all participants operate on a level playing field, or are they large-scale online aggregators of offlin…

q-fin.TR2018

Risk-Neutral Pricing and Hedging of In-Play Football Bets

Sebastian del Bano Rollin, Zsolt Bihari, Tomaso Aste

A risk-neutral valuation framework is developed for pricing and hedging in-play football bets based on modelling scores by independent Poisson processes with constant intensities.…

q-fin.GN2018

Asymmetric Network Connectedness of Fears

Jozef Barunik, Mattia Bevilacqua, Radu Tunaru

This paper introduces forward-looking measures of the network connectedness of fears in the financial system, arising due to the good and bad beliefs of market participants about u…

physics.soc-ph2018★ 3 cited

Infectivity Enhances Prediction of Viral Cascades in Twitter

Weihua Li, Skyler J. Cranmer, Zhiming Zheng +1

Models of contagion dynamics, originally developed for infectious diseases, have proven relevant to the study of information, news, and political opinions in online social systems.…

physics.soc-ph2018

Reciprocity and success in academic careers

Weihua Li, Tomaso Aste, Fabio Caccioli +1

The growing importance of citation-based bibliometric indicators in shaping the prospects of academic careers incentivizes scientists to boost the numbers of citations they receive…

q-fin.ST2018★ 27 cited

Forecasting market states

Pier Francesco Procacci, Tomaso Aste

We propose a novel methodology to define, analyze and forecast market states. In our approach market states are identified by a reference sparse precision matrix and a vector of ex…