2 papers
q-fin.TR2025
Information Flow in the FTX Bankruptcy: A Network Approach
Riccardo De Blasis, Luca Galati, Rosanna Grassi +1
This paper investigates the cryptocurrency network of the FTX exchange during the collapse of its native token, FTT, to understand how network structures adapt to significant finan…
q-fin.PM2025
A mixture transition distribution approach to portfolio optimization
Riccardo De Blasis, Luca Galati, Filippo Petroni
Understanding the dependencies among financial assets is critical for portfolio optimization. Traditional approaches based on correlation networks often fail to capture the nonline…