8 citations · 9 across the 2 of their papers we have counts for
3 papers
How Covid mobility restrictions modified the population of investors in Italian stock markets
Paola Deriu, Fabrizio Lillo, Piero Mazzarisi +3
This paper investigates how Covid mobility restrictions impacted the population of investors of the Italian stock market. The analysis tracks the trading activity of individual inv…
A Baseline for Shapley Values in MLPs: from Missingness to Neutrality
Cosimo Izzo, Aldo Lipani, Ramin Okhrati +1
Deep neural networks have gained momentum based on their accuracy, but their interpretability is often criticised. As a result, they are labelled as black boxes. In response, sever…
The effect of heterogeneity on financial contagion due to overlapping portfolios
Opeoluwa Banwo, Fabio Caccioli, Paul Harrald +1
We consider a model of financial contagion in a bipartite network of assets and banks recently introduced in the literature, and we study the effect of power law distributions of d…