167 citations · 1.1k across the 32 of their papers we have counts for
4 papers · 1 filter
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…
The Build-Up of Diversity in Complex Ecosystems
Andrea Tacchella, Riccardo Di Clemente, Andrea Gabrielli +1
Diversity is a fundamental feature of ecosystems, even when the concept of ecosystem is extended to sociology or economics. Diversity can be intended as the count of different item…
Inferring monopartite projections of bipartite networks: an entropy-based approach
Fabio Saracco, Mika J. Straka, Riccardo Di Clemente +3
Bipartite networks are currently regarded as providing a major insight into the organization of many real-world systems, unveiling the mechanisms driving the interactions occurring…
Statistically validated network of portfolio overlaps and systemic risk
Stanislao Gualdi, Giulio Cimini, Kevin Primicerio +2
Common asset holding by financial institutions, namely portfolio overlap, is nowadays regarded as an important channel for financial contagion with the potential to trigger fire sa…