33 citations · 40 across the 2 of their papers we have counts for
2 papers
q-fin.TR2012★ 7 cited
Financial instability from local market measures
Marco Bardoscia, Giacomo Livan, Matteo Marsili
We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We…
q-fin.RM2009★ 33 cited
A Bayesian Networks Approach to Operational Risk
V. Aquaro, M. Bardoscia, R. Bellotti +3
A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted…