109 citations · 330 across the 21 of their papers we have counts for
3 papers · 1 filter
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…