495 citations · 5.9k across the 100 of their papers we have counts for
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Mesoscopic Structure of the Stock Market and Portfolio Optimization
Sebastiano Michele Zema, Giorgio Fagiolo, Tiziano Squartini +1
The idiosyncratic (microscopic) and systemic (macroscopic) components of market structure have been shown to be responsible for the departure of the optimal mean-variance allocatio…
Strong ensemble nonequivalence in systems with local constraints
Qi Zhang, Diego Garlaschelli
The asymptotic equivalence of canonical and microcanonical ensembles is a central concept in statistical physics, with important consequences for both theoretical research and prac…
Gravity models of networks: integrating maximum-entropy and econometric approaches
Marzio Di Vece, Diego Garlaschelli, Tiziano Squartini
The World Trade Web (WTW) is the network of international trade relationships among world countries. Characterizing both the local link weights (observed trade volumes) and the glo…
Fluctuating ecological networks: a synthesis of maximum-entropy approaches for pattern detection and process inference
Tancredi Caruso, Giulio Virginio Clemente, Matthias C Rillig +1
Ecological networks such as plant-pollinator systems and food webs vary in space and time. This variability includes fluctuations in global network properties such as total number…
The Physics of Financial Networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston +6
The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution. As the total value o…