3 papers
math.PR2023
An alternative approach to large deviations for the almost-critical Erdős-Rényi random graph
Luisa Andreis, Gianmarco Bet, Maxence Phalempin
We study the near-critical behavior of the sparse Erdős-Rényi random graph on vertices, where the connection probability satisfies $np = 1+θ(b_n^2/n)…
eess.SY2023
Generating synthetic power grids using exponential random graphs models
Francesco Giacomarra, Gianmarco Bet, Alessandro Zocca
Synthetic power grids enable secure, real-world energy system simulations and are crucial for algorithm testing, resilience assessment, and policy formulation. We propose a novel m…
q-fin.GN2023
The financial health of a company and the risk of its default: Back to the future
Gianmarco Bet, Francesco Dainelli, Eugenio Fabrizi
We theorize the financial health of a company and the risk of its default. A company is financially healthy as long as its equilibrium in the financial system is maintained, which…