MB
Marco Bardoscia
q-fin.RMphysics.soc-phcond-mat.stat-mechBanking, Personalecon.GNq-fin.ECq-fin.GNq-fin.TRcond-mat.dis-nncs.AI
On Valency
published · living versionsW_qx4xtpzf·v1 · currentpublished
DebtRank: A microscopic foundation for shock propagation
with Stefano Battiston, Fabio Caccioli, Guido Caldarelli
1 version
Preprints & journals
25 papers in the corpus · 2009–2022Statistical mechanics of complex economies1511.09203v4 · Marco Bardoscia, Giacomo Livan, Matteo Marsili2015 · 25 citationsJournal of Statistical Mechanics: Theory and Experiment (2017) P043401
Territorial bias in university rankings: a complex network approach.35322106 · Bellantuono, Loredana, Monaco, Alfonso, Amoroso, Nicola et al.2022 · 29 citationsScientific reports. 2022;12(1):4995
Mind the gap in university rankings: a complex network approach towards fairness2112.01341v2 · Loredana Bellantuono, Alfonso Monaco, Nicola Amoroso et al.2021 · 0 citationsarXiv
The Physics of Financial Networks2103.05623v1 · Marco Bardoscia, Paolo Barucca, Stefano Battiston et al.2021 · 285 citationsNat. Rev. Phys. 3 (7), 490-507 (2021)
Solving Heterogeneous General Equilibrium Economic Models with Deep Reinforcement Learning2103.16977v1 · Edward Hill, Marco Bardoscia, Arthur Turrell2021 · 6 citationsarXiv
Network Valuation in Financial Systems1606.05164v3 · Paolo Barucca, Marco Bardoscia, Fabio Caccioli et al.2016 · 154 citationsMathematical Finance (2020)
Lost in Diversification1901.09795v1 · Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili et al.2019 · 1 citationarXiv
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
Pathways towards instability in financial networks1602.05883v2 · Marco Bardoscia, Stefano Battiston, Fabio Caccioli et al.2016 · 244 citationsNature Communications 8, 14416 (2017)
Distress propagation in complex networks: the case of non-linear DebtRank1512.04460v2 · Marco Bardoscia, Fabio Caccioli, Juan Ignacio Perotti et al.2015 · 98 citationsPLoS ONE 11(10): e0163825 (2016)on Valency
Phenotypic constraints promote latent versatility and carbon efficiency in metabolic networks.26274227 · Bardoscia, Marco, Marsili, Matteo, Samal, Areejit2016 · 4 citationsPhysical review. E, Statistical, nonlinear, and soft matter physics. 2015;92(1):012809
Correction: DebtRank: A Microscopic Foundation for Shock Propagation.26231004 · Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio et al.2015 · 13 citationsPloS one. 2015;10(7):e0134888
Phenotypic constraints promote latent versatility and carbon efficiency in metabolic networks1408.4555v3 · Marco Bardoscia, Matteo Marsili, Areejit Samal2014 · 4 citationsPhys. Rev. E 92, 012809 (2015)
Satisfiability-unsatisfiability transition in the adversarial satisfiability problem.24730811 · Bardoscia, Marco, Nagaj, Daniel, Scardicchio, Antonello2015 · 0 citationsPhysical review. E, Statistical, nonlinear, and soft matter physics. 2014;89(3):032128
The SAT-UNSAT transition in the adversarial SAT problem1310.0967v3 · Marco Bardoscia, Daniel Nagaj, Antonello Scardicchio2013 · 0 citationsPhys. Rev. E 89, 032128 (2014)
Impact of meta-order in the Minority Game1112.3908v2 · Andre Cardoso Barato, Iacopo Mastromatteo, Marco Bardoscia et al.2011 · 12 citationsQuantitative Finance 13-9 (2013), pp. 1343-1352
Financial instability from local market measures1207.0356v3 · Marco Bardoscia, Giacomo Livan, Matteo Marsili2012 · 7 citationsJournal of Statistical Mechanics: Theory and Experiment (2012) P08017
A Dynamical Model for Operational Risk in Banks1207.6186v1 · Marco Bardoscia2012 · 0 citationsProceedings of the International School of Physics "Enrico Fermi" 176 (2012), pp. 399-403
A Bayesian Networks Approach to Operational Risk0906.3968v2 · V. Aquaro, M. Bardoscia, R. Bellotti et al.2009 · 34 citationsPhysica A 389 (2010), pp. 1721-1728
A Dynamical Model for Forecasting Operational Losses1007.0026v6 · Marco Bardoscia, Roberto Bellotti2010 · 2 citationsPhysica A 391 (2012), pp. 2641-2655
A Dynamical Approach to Operational Risk Measurement1202.2532v1 · Marco Bardoscia, Roberto Bellotti2012 · 7 citationsJournal of Operational Risk 6-1 (2011), pp. 3-19
Spin Glass Model of Operational Risk1002.3560v1 · M. Bardoscia, P. Facchi, S. Pascazio et al.2010 · 0 citationsarXiv
Career total: 47 works. 25 are in this corpus.Showing the 22 most recent.
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