33 citations · 65 across the 17 of their papers we have counts for
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physics.soc-ph2018★ 5 cited
Detectability of Macroscopic Structures in Directed Asymmetric Stochastic Block Model
Mateusz Wilinski, Piero Mazzarisi, Daniele Tantari +1
We study the problem of identifying macroscopic structures in networks, characterizing the impact of introducing link directions on the detectability phase transition. To this end,…
econ.GN2018
When panic makes you blind: a chaotic route to systemic risk
Piero Mazzarisi, Fabrizio Lillo, Stefano Marmi
We present an analytical model to study the role of expectation feedbacks and overlapping portfolios on systemic stability of financial systems. Building on [Corsi et al., 2016], w…