no code implementations • 17 Feb 2024 • Valentina Macchiati, Piero Mazzarisi, Diego Garlaschelli
Networks of financial exposures are the key propagators of risk and distress among banks, but their empirical structure is not publicly available because of confidentiality.
no code implementations • 14 Jan 2024 • Maria Mircea, Diego Garlaschelli, Stefan Semrau
One of the main goals of developmental biology is to reveal the gene regulatory networks (GRNs) underlying the robust differentiation of multipotent progenitors into precisely specified cell types.
no code implementations • 30 Sep 2023 • Luca Mungo, Alexandra Brintrup, Diego Garlaschelli, François Lafond
Network reconstruction is a well-developed sub-field of network science, but it has only recently been applied to production networks, where nodes are firms and edges represent customer-supplier relationships.
no code implementations • 13 Dec 2021 • Sebastiano Michele Zema, Giorgio Fagiolo, Tiziano Squartini, Diego Garlaschelli
The idiosyncratic (microscopic) and systemic (macroscopic) components of market structure have been shown to be responsible for the departure of the optimal mean-variance allocation from the heuristic `equally-weighted' portfolio.
no code implementations • 25 Jun 2021 • Tancredi Caruso, Giulio Virginio Clemente, Matthias C Rillig, Diego Garlaschelli
This variability includes fluctuations in global network properties such as total number and intensity of interactions but also in the local properties of individual nodes such as the number and intensity of species-level interactions.
no code implementations • 9 Mar 2021 • Marco Bardoscia, Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini, Guido Caldarelli
The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution.
Physics and Society Statistical Mechanics Social and Information Networks Risk Management
no code implementations • 4 Jun 2020 • Ioannis Anagnostou, Tiziano Squartini, Drona Kandhai, Diego Garlaschelli
However, at a more general level the presence of mesoscopic structure might be revealed in an entirely data-driven approach, looking for a modular and possibly hierarchical organisation of the empirical correlation matrix between financial time series.
no code implementations • 9 Feb 2020 • Marc van Kralingen, Diego Garlaschelli, Karolina Scholtus, Iman van Lelyveld
Crowded trades by similarly trading peers influence the dynamics of asset prices, possibly creating systemic risk.
no code implementations • 11 Oct 2018 • Giulio Cimini, Tiziano Squartini, Fabio Saracco, Diego Garlaschelli, Andrea Gabrielli, Guido Caldarelli
In the last 15 years, statistical physics has been a very successful framework to model complex networks.
Physics and Society Disordered Systems and Neural Networks Statistical Mechanics Information Theory Social and Information Networks Information Theory
no code implementations • 8 Oct 2014 • Giulio Cimini, Tiziano Squartini, Nicolò Musmeci, Michelangelo Puliga, Andrea Gabrielli, Diego Garlaschelli, Stefano Battiston, Guido Caldarelli
A major problem in the study of complex socioeconomic systems is represented by privacy issues$-$that can put severe limitations on the amount of accessible information, forcing to build models on the basis of incomplete knowledge.
Social and Information Networks Physics and Society General Finance