2 citations · 3 across the 3 of their papers we have counts for
Showing physics.soc-phShow all
2 papers · 1 filter
physics.soc-ph2024
Spectral signatures of structural change in financial networks
Valentina Macchiati, Emiliano Marchese, Piero Mazzarisi +2
The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks…
physics.soc-ph2023★ 2 cited
Critical density for network reconstruction
Andrea Gabrielli, Valentina Macchiati, Diego Garlaschelli
The structure of many financial networks is protected by privacy and has to be inferred from aggregate observables. Here we consider one of the most successful network reconstructi…