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20092026
most citedUsing Machine Learning to Replicate Chaotic Attractors and Calculate Lyapunov Exponents from Data

633 citations

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4 papers · 1 filter

q-fin.RM2024

Phase transitions in debt recycling

Sabrina Aufiero, Preben Forer, Pierpaolo Vivo +2

Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid m…

q-fin.RM2017★ 162 cited

Network models of financial systemic risk: A review

Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visi…

q-fin.RM2016★ 103 cited

Network Valuation in Financial Systems

Paolo Barucca, Marco Bardoscia, Fabio Caccioli +4

We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing…

q-fin.RM2015

Insurance makes wealth grow faster

Ole Peters, Alexander Adamou

Voluntary insurance contracts constitute a puzzle because they increase the expectation value of one party's wealth, whereas both parties must sign for such contracts to exist. Cla…