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researcher

P. Pra

25 papers hereh-index 171.4k citations79 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author13
  • middle author7
  • last author5

Across the 25 of 25 papers where every author was matched, so the position is known.

fields
  • math.PR19
  • math.OC2
  • q-fin.RM2
  • physics.plasm-ph1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20002025
most citedLarge portfolio losses: A dynamic contagion model

78 citations · 177 across the 23 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

math.PR2019

A hierarchical mean field model of interacting spins

Paolo Dai Pra, Marco Formentin, Guglielmo Pelino

We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.