283 citations · 950 across the 16 of their papers we have counts for
18 papers
Mind the gap in university rankings: a complex network approach towards fairness
Loredana Bellantuono, Alfonso Monaco, Nicola Amoroso +6
University rankings are increasingly adopted for academic comparison and success quantification, even to establish performance-based criteria for funding assignment. However, ranki…
Solving Heterogeneous General Equilibrium Economic Models with Deep Reinforcement Learning
Edward Hill, Marco Bardoscia, Arthur Turrell
General equilibrium macroeconomic models are a core tool used by policymakers to understand a nation's economy. They represent the economy as a collection of forward-looking actors…
The Physics of Financial Networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston +6
The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution. As the total value o…
Lost in Diversification
Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili +1
As financial instruments grow in complexity more and more information is neglected by risk optimization practices. This brings down a curtain of opacity on the origination of risk,…
Network Valuation in Financial Systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli +4
We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing…
Pathways towards instability in financial networks
Marco Bardoscia, Stefano Battiston, Fabio Caccioli +1
Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topo…