FC
Fabio Caccioli
physics.soc-phq-fin.RMcond-mat.stat-mechq-fin.GNq-fin.PMecon.GNq-fin.ECcond-mat.dis-nncs.SIq-fin.ST
On Valency
published · living versionsW_6323g9gb·v1 · currentpublished
Distress propagation in complex networks: the case of non-linear DebtRank
with Marco Bardoscia, Juan Ignacio Perotti, Gianna Vivaldo, Guido Caldarelli
1 version
Preprints & journals
88 papers in the corpus · 2009–2026Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019).35531324 · Caccioli, Fabio, Di Matteo, Tiziana, Iori, Giulia et al.2026 · 0 citationsJournal of economic interaction and coordination. 2022;17(2):401-404
Distribution of centrality measures on undirected random networks via the cavity method.39320915 · Bartolucci, Silvia, Caccioli, Fabio, Caravelli, Francesco et al.2026 · 19 citationsProceedings of the National Academy of Sciences of the United States of America. 2024;121(40):e2403682121
Large deviations for linear regressions2609.03111v1 · Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli et al.2026 · 0 citationsarXiv
DebtStreamness: An Ecological Approach to Credit Flows in Inter-Firm Networks2505.01326v1 · Anah'i Rodr'iguez-Mart'inez, Silvia Bartolucci, Francesco Caravelli et al.2025 · 0 citationsPNAS Nexus, Volume 5, Issue 6, June 2026, pgag170
Graph Regularized PCA2601.10199v2 · Antonio Briola, Marwin Schmidt, Fabio Caccioli et al.2026 · 0 citationsarXiv
DebtStreamness: an ecological approach to credit flows in interfirm networks.42255017 · Rodríguez-Martínez, Anahí, Bartolucci, Silvia, Caravelli, Francesco et al.2026 · 0 citationsPNAS nexus. 2026;5(6):pgag170
Taming the Basel Leverage Cycle1507.04136v1 · Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer et al.2015 · 40 citationsarXiv
Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets2604.18602v2 · Maxime Saxena, Marco Pangallo, Cars Hommes et al.2026 · 0 citationsarXiv
Spectral coarse graining and rescaling for preserving structural and dynamical properties in graphs.41116434 · Schmidt, M, Caccioli, F, Aste, T2025 · 1 citationPhysical review. E. 2025;112(3-1):034303
Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review2508.12007v1 · Sabrina Aufiero, Silvia Bartolucci, Fabio Caccioli et al.2025 · 0 citationsarXiv
Peer influence breaks ergodicity in an opinion dynamics model with external information2507.06661v2 · Federica De Domenico, Fabio Caccioli, Giacomo Livan2025 · 2 citationsarXiv
Top eigenpair statistics of diluted Wishart matrices2501.19280v2 · Barak Budnick, Preben Forer, Pierpaolo Vivo et al.2025 · 1 citationarXiv
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions2505.14655v1 · Sabrina Aufiero, Antonio Briola, Tesfaye Salarin et al.2025 · 0 citationsarXiv
Correlation between upstreamness and downstreamness in random global value chains2303.06603v3 · Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli et al.2023 · 10 citationsJournal of Economic Behavior and Organization Volume 233, May 2025, 106945
Understanding Financial Contagion: A Complexity Modeling Perspective2502.14551v1 · Fabio Caccioli2025 · 0 citationsarXiv
Financial instability transition under heterogeneous investments and portfolio diversification2501.19260v1 · Preben Forer, Barak Budnick, Pierpaolo Vivo et al.2025 · 1 citationarXiv
Upstreamness and downstreamness in input-output analysis from local and aggregate information2009.06350v4 · Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli et al.2020 · 20 citationsScientific Reports 15, 2727 (2025)
Phase transitions in debt recycling2405.19104v2 · Sabrina Aufiero, Preben Forer, Pierpaolo Vivo et al.2024 · 0 citationsJournal of Economic Dynamics and Control Volume 171, February 2025, 105044
Spectral Coarse-Graining and Rescaling for Preserving Structural and Dynamical Properties in Graphs2411.11991v1 · M. Schmidt, F. Caccioli, T. Aste2024 · 1 citationarXiv
Distribution of centrality measures on undirected random networks via cavity method2402.10566v1 · Silvia Bartolucci, Francesco Caravelli, Fabio Caccioli et al.2024 · 1 citationPNAS 121 (40) e2403682121 (2024)
Ranking mobility and impact inequality in early academic careers.37579179 · Sun, Ye, Caccioli, Fabio, Livan, Giacomo2024 · 10 citationsProceedings of the National Academy of Sciences of the United States of America. 2023;120(34):e2305196120
The academic Great Gatsby Curve.39139034 · Sun, Ye, Caccioli, Fabio, Li, Xiancheng et al.2024 · 11 citationsJournal of the Royal Society, Interface. 2024;21(217):20240173
Imitation versus serendipity in ranking dynamics.39050725 · De Domenico, Federica, Caccioli, Fabio, Livan, Giacomo et al.2024 · 5 citationsRoyal Society open science. 2024;11(7):240177
Imitation vs serendipity in ranking dynamics2401.15968v1 · Federica De Domenico, Fabio Caccioli, Giacomo Livan et al.2024 · 1 citationarXiv
The academic Great Gatsby Curve2310.08968v1 · Ye Sun, Fabio Caccioli, Xiancheng Li et al.2023 · 11 citationsarXiv
Ranking influential nodes in networks from partial information2009.06307v5 · Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli et al.2020 · 31 citationsPhys. Rev. Research 5, 033123 (2023)
ESG Reputation Risk Matters: An Event Study Based on Social Media Data2307.11571v1 · Maxime L. D. Nicolas, Adrien Desroziers, Fabio Caccioli et al.2023 · 115 citationsarXiv
Ranking mobility and impact inequality in early academic careers2303.15988v1 · Ye Sun, Fabio Caccioli, Giacomo Livan2023 · 10 citationsarXiv
Structural importance and evolution: an application to financial transaction networks2201.10620v3 · Isobel Seabrook, Paolo Barucca, Fabio Caccioli2022 · 3 citationsarXiv
Modelling Equity Transaction Networks as Bursty Processes2207.13696v1 · Isobel Seabrook, Paolo Barucca, Fabio Caccioli2022 · 0 citationsarXiv
Financial fire sales as continuous-state complex contagion2207.03194v1 · Tomokatsu Onaga, Fabio Caccioli, Teruyoshi Kobayashi2022 · 2 citationsarXiv
Network topological determinants of pathogen spread.35545647 · Pérez-Ortiz, María, Manescu, Petru, Caccioli, Fabio et al.2022 · 22 citationsScientific reports. 2022;12(1):7692
The Physics of Financial Networks2103.05623v1 · Marco Bardoscia, Paolo Barucca, Stefano Battiston et al.2021 · 285 citationsNat. Rev. Phys. 3 (7), 490-507 (2021)
"Spectrally gapped" random walks on networks: a Mean First Passage Time formula2106.02730v3 · Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli et al.2021 · 14 citationsSciPost Phys. 11, 088 (2021)
An Information Filtering approach to stress testing: an application to FTSE markets2106.08778v1 · Isobel Seabrook, Fabio Caccioli, Tomaso Aste2021 · 1 citationarXiv
Disentangling network topology and pathogen spread10.1101/2021.05.24.21257706v1 · Perez-Ortiz, M., Manescu, P., Caccioli, F. et al.2021 · 0 citationsmedRxiv
Optimizing Expected Shortfall under an $\ell_1$ constraint -- an analytic approach2103.04375v1 · G'abor Papp, Imre Kondor, Fabio Caccioli2021 · 0 citationsarXiv
Evaluating structural edge importance in temporal networks2012.12883v1 · Isobel Seabrook, Paolo Barucca, Fabio Caccioli2020 · 8 citationsarXiv
Data-driven malaria prevalence prediction in large densely populated urban holoendemic sub-Saharan West Africa.32985514 · Brown, Biobele J, Manescu, Petru, Przybylski, Alexander A et al.2020 · 33 citationsScientific reports. 2020;10(1):15918
Epidemic oscillations induced by social network control: the discontinuous case2012.02552v1 · Fabio Caccioli, Daniele De Martino2020 · 1 citationarXiv
A percolation model for the emergence of the Bitcoin Lightning Network.32161323 · Bartolucci, Silvia, Caccioli, Fabio, Vivo, Pierpaolo2020 · 46 citationsScientific reports. 2020;10(1):4488
Network Valuation in Financial Systems1606.05164v3 · Paolo Barucca, Marco Bardoscia, Fabio Caccioli et al.2016 · 154 citationsMathematical Finance (2020)
A percolation model for the emergence of the Bitcoin Lightning Network1912.03556v1 · Silvia Bartolucci, Fabio Caccioli, Pierpaolo Vivo2019 · 46 citationsarXiv
Achieving competitive advantage in academia through early career coauthorship with top scientists1906.04619v1 · Weihua Li, Tomaso Aste, Fabio Caccioli et al.2019 · 260 citationsNature Communications 10, 5170 (2019)
Data-Driven Malaria Prevalence Prediction in Large Densely-Populated Urban Holoendemic sub-Saharan West Africa: Harnessing Machine Learning Approaches and 22-years of Prospectively Collected Data1906.07502v1 · Biobele J. Brown, Alexander A. Przybylski, Petru Manescu et al.2019 · 3 citationsarXiv
Reverse stress testing interbank networks.29142251 · Grigat, Daniel, Caccioli, Fabio2019 · 14 citationsScientific reports. 2017;7(1):15616
DebtRank: A microscopic foundation for shock propagation1504.01857v2 · Marco Bardoscia, Stefano Battiston, Fabio Caccioli et al.2015 · 153 citationsPLoS ONE 10(6): e0130406 (2015)on Valency
Reciprocity and success in academic careers1808.03781v1 · Weihua Li, Tomaso Aste, Fabio Caccioli et al.2018 · 3 citationsarXiv
Analytic approach to variance optimization under an $\ell_1$ constraint1709.08755v2 · Imre Kondor, G'abor Papp, Fabio Caccioli2017 · 0 citationsarXiv
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization1602.08297v2 · G'abor Papp, Fabio Caccioli, Imre Kondor2016 · 2 citationsarXiv
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