CACCIOLI, FABIO: search on Z-Library

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1

Reverse stress testing interbank networks

Grigat, Daniel, Caccioli, Fabio

Journal:

Scientific Reports

Year:

2017

Language:

english

File:

PDF, 1.53 MB

english, 2017

2

Taming the Basel leverage cycle

Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne, Tan, Vincent W.C.

Journal:

Journal of Financial Stability

Year:

2016

Language:

english

File:

PDF, 1.86 MB

english, 2016

3

Quantification of systemic risk from overlapping portfolios in the financial system

Poledna, Sebastian, MartÃnez-Jaramillo, SerafÃn, Caccioli, Fabio, Thurner, Stefan

Journal:

Journal of Financial Stability

Year:

2020

File:

PDF, 938 KB

2020

4

Network models of financial systemic risk: a review

Caccioli, Fabio, Barucca, Paolo, Kobayashi, Teruyoshi

Journal:

Journal of Computational Social Science

Year:

2018

Language:

english

File:

PDF, 977 KB

english, 2018

5

Complexity in Neural and Financial Systems: From Time-Series to Networks

Squartini, Tiziano, Gabrielli, Andrea, Garlaschelli, Diego, Gili, Tommaso, Bifone, Angelo, Caccioli, Fabio

Journal:

Year:

2018

Language:

english

File:

PDF, 1.50 MB

english, 2018

6

Overlapping portfolios, contagion, and financial stability

Caccioli, Fabio, Farmer, J. Doyne, Foti, Nick, Rockmore, Daniel

Journal:

Journal of Economic Dynamics and Control

Year:

2015

Language:

english

File:

PDF, 949 KB

english, 2015

7

Contour Map of Estimation Error for Expected Shortfall

Kondor, Imre, Caccioli, Fabio, Papp, Gabor, Marsili, Matteo

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 342 KB

english, 2015

8

Portfolio optimization under Expected Shortfall: contour maps of estimation error

Caccioli, Fabio, Kondor, Imre, Papp, Gábor

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 1.09 MB

english, 2017

9

A percolation model for the emergence of the Bitcoin Lightning Network

Bartolucci, Silvia, Caccioli, Fabio, Vivo, Pierpaolo

Journal:

Scientific Reports

Year:

2020

File:

PDF, 1.80 MB

2020

10

Pathways towards instability in financial networks

Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio, Caldarelli, Guido

Journal:

Nature Communications

Year:

2017

Language:

english

File:

PDF, 664 KB

english, 2017

11

Stability Analysis of Financial Contagion Due to Overlapping Portfolios

Caccioli, Fabio, Shrestha, Munik K, Moore, Cristopher, Farmer, J. Doyne

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 891 KB

english, 2012

12

HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION

CACCIOLI, FABIO, CATANACH, THOMAS A., FARMER, J. DOYNE

Journal:

Advances in Complex Systems

Year:

2012

Language:

english

File:

PDF, 226 KB

english, 2012

13

Heterogeneity, Correlations and Financial Contagion

Caccioli, Fabio, Catanach, Thomas A., Farmer, J. Doyne

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 336 KB

english, 2011

14

Network Valuation in Financial Systems

Barucca, Paolo, Bardoscia, Marco, Caccioli, Fabio, D'Errico, Marco, Visentin, Gabriele, Battiston, Stefano, Caldarelli, Guido

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 449 KB

english, 2016

15

Lp Regularized Portfolio Optimization

Caccioli, Fabio, Kondor, Imre, Marsili, Matteo, Still, Susanne

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 451 KB

english, 2014

16

Systemic risk and other interdependencies among banks in Bolivia

Caceres-Santos, Jonnathan, Rodriguez-Martinez, Anahi, Caccioli, Fabio, Martinez-Jaramillo, Serafin

Journal:

Latin American Journal of Central Banking

Year:

2020

File:

PDF, 2.80 MB

2020

17

Optimal liquidation strategies regularize portfolio selection

Caccioli, Fabio, Still, Susanne, Marsili, Matteo, Kondor, Imre

Journal:

European Journal of Finance

Year:

2013

Language:

english

File:

PDF, 235 KB

english, 2013

18

Early coauthorship with top scientists predicts success in academic careers

Li, Weihua, Aste, Tomaso, Caccioli, Fabio, Livan, Giacomo

Journal:

Nature Communications

Year:

2019

Language:

english

File:

PDF, 565 KB

english, 2019

19

Non-equilibrium mean-field theories on scale-free networks

Caccioli, Fabio, Dall’Asta, Luca

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2009

Language:

english

File:

PDF, 443 KB

english, 2009

20

Network Models of Financial Systemic Risk: A Review

Caccioli, Fabio, Barucca, Paolo, Kobayashi, Teruyoshi

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 1.00 MB

english, 2017

21

Information Efficiency and Financial Stability

Caccioli, Fabio, Marsili, Matteo

Journal:

Economics The Open-Access Open-Assessment E-Journal

Year:

2010

Language:

english

File:

PDF, 548 KB

english, 2010

22

Critical Fluctuations in Spatial Complex Networks

Bradde, Serena, Caccioli, Fabio, Dall’Asta, Luca, Bianconi, Ginestra

Journal:

Physical Review Letters

Year:

2010

Language:

english

File:

PDF, 295 KB

english, 2010

23

Analytic solution to variance optimization with no short positions

Kondor, Imre, Papp, Gábor, Caccioli, Fabio

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2017

Language:

english

File:

PDF, 1.10 MB

english, 2017

24

Voter models with conserved dynamics

Caccioli, Fabio, Dall’Asta, Luca, Galla, Tobias, Rogers, Tim

Journal:

Physical Review E

Year:

2013

Language:

english

File:

PDF, 2.46 MB

english, 2013

25

LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION

CACCIOLI, FABIO, KONDOR, IMRE, MARSILI, MATTEO, STILL, SUSANNE

Journal:

International Journal of Theoretical and Applied Finance

Year:

2016

Language:

english

File:

PDF, 492 KB

english, 2016

26

Network valuation in financial systems

Barucca, Paolo, Bardoscia, Marco, Caccioli, Fabio, D'Errico, Marco, Visentin, Gabriele, Caldarelli, Guido, Battiston, Stefano

Journal:

Mathematical Finance

Year:

2020

File:

PDF, 491 KB

2020

27

Replica approach to mean-variance portfolio optimization

Varga-Haszonits, Istvan, Caccioli, Fabio, Kondor, Imre

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2016

Language:

english

File:

PDF, 800 KB

english, 2016

28

Excess reciprocity distorts reputation in online social networks

Livan, Giacomo, Caccioli, Fabio, Aste, Tomaso

Journal:

Scientific Reports

Year:

2017

Language:

english

File:

PDF, 1.96 MB

english, 2017

29

Data-driven malaria prevalence prediction in large densely populated urban holoendemic sub-Saharan West Africa

Brown, Biobele J., Manescu, Petru, Przybylski, Alexander A., Caccioli, Fabio, Oyinloye, Gbeminiyi, Elmi, Muna, Shaw, Michael J., Pawar, Vijay, Claveau, Remy, Shawe-Taylor, John, Srinivasan, Mandayam A

Journal:

Scientific Reports

Year:

2020

File:

PDF, 2.34 MB

2020

30

Eroding Market Stability by Proliferation of Financial Instruments

Caccioli, Fabio, Vivo, Pierpaolo, Marsili, Matteo

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 462 KB

english, 2008

31

Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization

Papp, Gábor, Caccioli, Fabio, Kondor, Imre

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2019

File:

PDF, 1.24 MB

2019

32

Reconstructing and Stress Testing Credit Networks

Ramadiah, Amanah, Caccioli, Fabio, Fricke, Daniel

Journal:

Journal of Economic Dynamics and Control

Year:

2019

File:

PDF, 2.08 MB

2019

33

Dynamic Facilitation Picture of a Higher-Order Glass Singularity

Sellitto, Mauro, De Martino, Daniele, Caccioli, Fabio, Arenzon, Jeferson J.

Journal:

Physical Review Letters

Year:

2010

Language:

english

File:

PDF, 335 KB

english, 2010

34

THE EFFECT OF HETEROGENEITY ON FINANCIAL CONTAGION DUE TO OVERLAPPING PORTFOLIOS

BANWO, OPEOLUWA, CACCIOLI, FABIO, HARRALD, PAUL, MEDDA, FRANCESCA

Journal:

Advances in Complex Systems

Year:

2016

Language:

english

File:

PDF, 635 KB

english, 2016

35

Reconstructing and Stress Testing Credit Networks

Ramadiah, Amanah, Caccioli, Fabio, Fricke, Daniel

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 868 KB

english, 2017

36

How to Improve the Financial Architecture and Its Resilience

Helbing, Dirk, Mitleton-Kelly, Eve, Bouchaud, Jean-Philippe, Caccioli, Fabio, Farmer, J. Doyne, Keen, Steve, Pistor, Katharina, Snower, Dennis J., Richard, Olsen, Ranaldo, Angelo, HHring, Norbert, Ful

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 254 KB

english, 2014

37

Analytic Solution to Variance Optimization with No Short-Selling

Kondor, Imre, Papp, Gabor, Caccioli, Fabio

Journal:

SSRN Electronic Journal

Year:

2017

File:

PDF, 450 KB

2017

38

Random Matrix Approach to Collective Behavior and Bulk Universality in Protein Dynamics

Potestio, Raffaello, Caccioli, Fabio, Vivo, Pierpaolo

Journal:

Physical Review Letters

Year:

2009

Language:

english

File:

PDF, 1.24 MB

english, 2009

39

Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank

Bardoscia, Marco, Caccioli, Fabio, Perotti, Juan Ignacio, Vivaldo, Gianna, Caldarelli, Guido, Preis, Tobias

Journal:

Year:

2016

Language:

english

File:

PDF, 2.34 MB

english, 2016

40

Taming financial systemic risk: models, instruments and early warning indicators

Tedeschi, Gabriele, Caccioli, Fabio, Recchioni, Maria Cristina

Journal:

Journal of Economic Interaction and Coordination

Year:

2020

File:

PDF, 210 KB

2020

41

Fixation-coexistence transition in spatial populations

Dall'Asta, Luca, Caccioli, Fabio, Beghè, Deborah

Journal:

EPL (Europhysics Letters)

Year:

2013

Language:

english

File:

PDF, 2.94 MB

english, 2013

42

Emergence of giant strongly connected components in continuum disk-spin percolation

Caravelli, Francesco, Bardoscia, Marco, Caccioli, Fabio

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2016

Language:

english

File:

PDF, 732 KB

english, 2016

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