210 citations · 607 across the 10 of their papers we have counts for
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physics.soc-ph2006★ 52 cited
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…
physics.soc-ph2006★ 210 cited
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…