no code implementations • 31 Mar 2021 • Edward Hill, Marco Bardoscia, Arthur Turrell
We demonstrate the method's accuracy and stability on a toy problem for which there is a known analytical solution, its versatility by solving a general equilibrium problem that includes global stochasticity, and its flexibility by solving a combined macroeconomic and epidemiological model to explore the economic and health implications of a pandemic.
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
1 code implementation • 16 Jun 2016 • Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Guido Caldarelli, Stefano Battiston
We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system.
no code implementations • 3 Oct 2013 • Marco Bardoscia, Daniel Nagaj, Antonello Scardicchio
AdSAT belongs to a higher complexity class in the polynomial hierarchy than SAT and therefore the nature of the critical region and the transition are not easily paralleled to those of SAT and worth of independent study.