390 citations · 2.5k across the 69 of their papers we have counts for
8 papers · 1 filter
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
Matteo Serri, Guido Caldarelli, Giulio Cimini
Assessing the stability of economic systems is a fundamental research focus in economics, that has become increasingly interdisciplinary in the currently troubled economic situatio…
What do central counterparties default funds really cover? A network-based stress test answer
Giulia Poce, Giulio Cimini, Andrea Gabrielli +5
In the last years, increasing efforts have been put into the development of effective stress tests to quantify the resilience of financial institutions. Here we propose a stress te…
Network reconstruction via density sampling
Tiziano Squartini, Giulio Cimini, Andrea Gabrielli +1
Reconstructing weighted networks from partial information is necessary in many important circumstances, e.g. for a correct estimation of systemic risk. It has been shown that, in o…
Epidemics of Liquidity Shortages in Interbank Markets
Giuseppe Brandi, Riccardo Di Clemente, Giulio Cimini
Financial contagion from liquidity shocks has being recently ascribed as a prominent driver of systemic risk in interbank lending markets. Building on standard compartment models u…
Model-based evaluation of scientific impact indicators
Matus Medo, Giulio Cimini
Using bibliometric data artificially generated through a model of citation dynamics calibrated on empirical data, we compare several indicators for the scientific impact of individ…
Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks
Tiziano Squartini, Assaf Almog, Guido Caldarelli +3
Reconstructing patterns of interconnections from partial information is one of the most important issues in the statistical physics of complex networks. A paramount example is prov…