109 citations · 330 across the 21 of their papers we have counts for
22 papers
A cohort-based Partial Internal Model for demographic risk
Francesco Della Corte, Gian Paolo Clemente, Nino Savelli
We investigate the quantification of demographic risk in a framework consistent with the market-consistent valuation imposed by Solvency II. We provide compact formulas for evaluat…
A Novel Self-Adaptive SIS Model Based on the Mutual Interaction between a Graph and its Line Graph
Paolo Bartesaghi, Gian Paolo Clemente, Rosanna Grassi
We propose a new paradigm to design a network-based self-adaptive epidemic model that relies on the interplay between the network and its line graph. We implement this proposal on…
Strategic energy flows in input-output relations: a temporal multilayer approach
Gian Paolo Clemente, Alessandra Cornaro, Rosanna Grassi +1
The energy consumption, the transfer of resources through the international trade, the transition towards renewable energies and the environmental sustainability appear as key driv…
Clustering coefficients as measures of the complex interactions in a directed weighted multilayer network
Paolo Bartesaghi, Gian Paolo Clemente, Rosanna Grassi
In this paper, we provide novel definitions of clustering coefficient for weighted and directed multilayer networks. We extend in the multilayer theoretical context the clustering…
Taxonomy of Cohesion Coefficients for Weighted and Directed Multilayer Networks
Paolo Bartesaghi, Gian Paolo Clemente, Rosanna Grassi
Clustering and closure coefficients are among the most widely applied indicators in the description of the topological structure of a network. Many distinct definitions have been p…
The effect of the pandemic on complex socio-economic systems: community detection induced by communicability
Gian Paolo Clemente, Rosanna Grassi, Giorgio Rizzini
The increasing complexity of interrelated systems has made the use of multiplex networks an important tool for explaining the nature of relations between elements in the system. In…
The multilayer architecture of the global input-output network and its properties
Rosanna Grassi, Paolo Bartesaghi, Gian Paolo Clemente +1
We analyze the multilayer architecture of the global input-output network using sectoral trade data (WIOD, 2016 release). With a focus on the mesoscale structure and related proper…
A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk
Gian Paolo Clemente, Francesco Della Corte, Nino Savelli
The paper provides a stochastic model useful for assessing the capital requirement for demographic risk. The model extends to the market consistent context classical methodologies…
A tensor-based unified approach for clustering coefficients in financial multiplex networks
Paolo Bartesaghi, Gian Paolo Clemente, Rosanna Grassi
Big data and the use of advanced technologies are relevant topics in the financial market. In this context, complex networks became extremely useful in describing the structure of…
Assessing Systemic Risk in the Insurance Sector via Network Theory
Gian Paolo Clemente, Alessandra Cornaro
We provide a framework for detecting relevant insurance companies in a systemic risk perspective. Among the alternative methodologies for measuring systemic risk, we propose a comp…
Community structure in the World Trade Network based on communicability distances
Paolo Bartesaghi, Gian Paolo Clemente, Rosanna Grassi
In this paper, we investigate the mesoscale structure of the World Trade Network. In this framework, a specific role is assumed by short and long-range interactions, and hence by t…
Multi-attribute community detection in International Trade Network
Paolo Bartesaghi, Stefano Benati, Gian Paolo Clemente +1
Understanding the structure of communities in a network has a great importance in the economic analysis. Communities are indeed characterized by specific properties, that are diffe…
Smart network based portfolios
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
In this article we deal with the problem of portfolio allocation by enhancing network theory tools. We use the dependence structure of the correlations network in constructing some…
Risk-dependent centrality in economic and financial networks
Paolo Bartesaghi, Michele Benzi, Gian Paolo Clemente +2
Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic ne…
Influence measures in subnetworks using vertex centrality
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
This work deals with the issue of assessing the influence of a node in the entire network and in the subnetwork to which it belongs as well, adapting the classical idea of vertex c…
Bounding robustness in complex networks under topological changes through majorization techniques
Gian Paolo Clemente, Alessandra Cornaro
Measuring robustness is a fundamental task for analyzing the structure of complex networks. Indeed, several approaches to capture the robustness properties of a network have been p…
Stratified communities in complex business networks
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
This paper presents a new definition of the community structure of a network, which takes also into account how communities are stratified. In particular, we extend the standard co…
Asset allocation: new evidence through network approaches
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges…
Systemic risk assessment through high order clustering coefficient
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the struct…
Directed clustering in weighted networks: a new perspective
Gian Paolo Clemente, Rosanna Grassi
In this paper, we consider the problem of assessing local clustering in complex networks. Various definitions for this measure have been proposed for the cases of networks having w…
New Bounds for the Sum of Powers of Normalized Laplacian Eigenvalues of Graphs
Gian Paolo Clemente, Alessandra Cornaro
For a simple and connected graph, a new graph invariant , defined as the sum of powers of the eigenvalues of the normalized Laplacian matrix, has been introduced by Boz…
Novel Bounds for the Normalized Laplacian Estrada and Normalized Energy Index of Graphs
Gian Paolo Clemente, Alessandra Cornaro
For a simple and connected graph, several lower and upper bounds of graph invariants expressed in terms of the eigenvalues of the normalized Laplacian matrix have been proposed in…