3 citations · 3 across the 3 of their papers we have counts for
8 papers
Continuous Latent Position Models for Instantaneous Interactions
Riccardo Rastelli, Marco Corneli
We create a framework to analyse the timing and frequency of instantaneous interactions between pairs of entities. This type of interaction data is especially common nowadays, and…
Measuring systemic risk and contagion in the European financial network
Laleh Tafakori, Armin Pourkhanali, Riccardo Rastelli
This paper introduces a novel framework to study default dependence and systemic risk in a financial network that evolves over time. We analyse several indicators of risk, and deve…
A dynamic stochastic blockmodel for interaction lengths
Riccardo Rastelli, Michael Fop
We propose a new dynamic stochastic blockmodel that focuses on the analysis of interaction lengths in networks. The model does not rely on a discretization of the time dimension an…
The Sparse Latent Position Model for nonnegative weighted networks
Riccardo Rastelli
This paper introduces a new methodology to analyse bipartite and unipartite networks with nonnegative edge values. The proposed approach combines and adapts a number of ideas from…
Discussion of the article "Bayesian cluster analysis: point estimation and credible balls" by Wade and Ghahramani
Nial Friel, Riccardo Rastelli
We present a discussion of the paper "Bayesian cluster analysis: point estimation and credible balls" by Wade and Ghahramani. We believe that this paper contributes substantially t…
A dynamic network model to measure exposure diversification in the Austrian interbank market
Juraj Hledik, Riccardo Rastelli
We propose a statistical model for weighted temporal networks capable of measuring the level of heterogeneity in a financial system. Our model focuses on the level of diversificati…