190 citations · 1.4k across the 62 of their papers we have counts for
7 papers · 1 filter
On an ordering-dependent generalization of Tutte polynomial
Joseph Ben Geloun, Francesco Caravelli
A generalization of Tutte polynomial involved in the evaluation of the moments of the integrated geometric Brownian in the Ito formalism is discussed. The new combinatorial invaria…
Trajectories entropy in dynamical graphs with memory
Francesco Caravelli
In this paper we investigate the application of non-local graph entropy to evolving and dynamical graphs. The measure is based upon the notion of Markov diffusion on a graph, and r…
Emergence of strongly connected giant components in continuum disk-spin percolation
Francesco Caravelli, Marco Bardoscia, Fabio Caccioli
We propose a continuum model of percolation in two dimensions for overlapping disks with spin. In this model the existence of bonds is determined by the distance between the center…
Optimal growth trajectories with finite carrying capacity
Francesco Caravelli, Lorenzo Sindoni, Fabio Caccioli +1
We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is s…
On moments of the integrated exponential Brownian motion
Francesco Caravelli, Toufik Mansour, Lorenzo Sindoni +1
We present new exact expressions for a class of moments for the geometric Brownian motion, in terms of determinants, obtained using a recurrence relation and combinatorial argument…
Multi-scaling of wholesale electricity prices
Francesco Caravelli, James Requeima, Cozmin Ududec +3
We empirically analyze the most volatile component of the electricity price time series from two North-American wholesale electricity markets. We show that these time series exhibi…
Bounds on transient instability for complex ecosystems
Francesco Caravelli, Phillip Staniczenko
Stability is a desirable property of complex ecosystems. If a community of interacting species is at a stable equilibrium point then it is able to withstand small perturbations to…