55 citations · 520 across the 34 of their papers we have counts for
8 papers · 1 filter
Systemic risk assessment through high order clustering coefficient
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the struct…
Measuring network resilience through connection patterns
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
Networks are at the core of modeling many engineering contexts, mainly in the case of infrastructures and communication systems. The resilience of a network, which is the property…
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective
Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano +1
This paper analyzes the connection between innovation activities of companies -- implemented before crisis -- and their performance -- measured at time of crisis. The companies lis…
Intriguing yet simple skewness - kurtosis relation in economic and demographic data distributions; pointing to preferential attachment processes
Marcel Ausloos, Roy Cerqueti
In this paper, we propose that relations between high order moments of data distributions, for example between the skewness (S) and kurtosis (K), allow to point to theoretical mode…
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011
Marcel Ausloos, Roy Cerqueti, Tariq A. Mir
This dataset contains the annual aggregated income taxes of all the Italian municipalities over the years 2007-2011. Data are clustered over the Italian regions and provinces. The…
Investigating the configurations in cross-shareholding: a joint copula-entropy approach
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
--- the companies populating a Stock market, along with their connections, can be effectively modeled through a directed network, where the nodes represent the companies, and the l…
SME investment best strategies. Outliers for assessing how to optimize performance
Marcel Ausloos, Roy Cerqueti, Francesca Bartolacci +1
Any research on strategies for reaching business excellence aims at revealing the appropriate course of actions any executive should consider. Thus, discussions take place on how e…
G-games with coalitions
Roy Cerqueti, Emilio De Santis
This paper models games where the strategies are nodes of a graph G (we denote them as G-games) and in presence of coalition structures. The cases of one-shot and repeated games ar…