831 citations
- Ca' Foscari University of VeniceIT52 papers
- IMT School for Advanced Studies LuccaIT25 papers
- Institute for Complex SystemsIT24 papers
- London Institute for Mathematical SciencesGB11 papers
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- Centro Ricerche Enrico FermiIT8 papers
- Istituto Nazionale di Fisica Nucleare, Sezione di PadovaIT8 papers
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Showing 2016Show all
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cs.AI2016
Document Clustering Games in Static and Dynamic Scenarios
Rocco Tripodi, Marcello Pelillo
In this work we propose a game theoretic model for document clustering. Each document to be clustered is represented as a player and each cluster as a strategy. The players receive…
q-fin.RM2016★ 40 cited
Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks
Tiziano Squartini, Assaf Almog, Guido Caldarelli +3
Reconstructing patterns of interconnections from partial information is one of the most important issues in the statistical physics of complex networks. A paramount example is prov…
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…