210 citations · 285 across the 3 of their papers we have counts for
4 papers
Socioeconomic Networks with Long-Range Interactions
Rui Carvalho, Giulia Iori
We study a modified version of a model previously proposed by Jackson and Wolinsky to account for communicating information and allocating goods in socioeconomic networks. In the m…
Trading strategies in the Italian interbank market
Giulia Iori, Roberto Reno', Giulia De Masi +1
Using a data set which includes all transactions among banks in the Italian money market, we study their trading strategies and the dependence among them. We use the Fourier method…
A fitness model for the Italian Interbank Money Market
G. De Masi, G. Iori, G. Caldarelli
We use the theory of complex networks in order to quantitatively characterize the formation of communities in a particular financial market. The system is composed by different ban…
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions
Giulia Iori
We propose a model with heterogeneous interacting traders which can explain some of the stylized facts of stock market returns. In the model synchronization effects, which generate…