متابعة
Paolo Barucca
Paolo Barucca
University College London
بريد إلكتروني تم التحقق منه على ucl.ac.uk - الصفحة الرئيسية
عنوان
عدد مرات الاقتباسات
عدد مرات الاقتباسات
السنة
The physics of financial networks‏
M Bardoscia, P Barucca, S Battiston, F Caccioli, G Cimini, D Garlaschelli, ...‏
Nature Reviews Physics 3 (7), 490-507, 2021‏
2302021
Network models of financial systemic risk: a review‏
F Caccioli, P Barucca, T Kobayashi‏
Journal of Computational Social Science 1, 81-114, 2018‏
1782018
Network valuation in financial systems‏
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...‏
Mathematical Finance, 2020‏
1612020
Disentangling bipartite and core-periphery structure in financial networks‏
P Barucca, F Lillo‏
Chaos, Solitons & Fractals 88, 244-253, 2016‏
782016
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market‏
P Mazzarisi, P Barucca, F Lillo, D Tantari‏
European Journal of Operational Research 281 (1), 50-65, 2020‏
582020
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market‏
P Barucca, F Lillo‏
Computational Management Science, 1-21, 2017‏
502017
Common asset holdings and systemic vulnerability across multiple types of financial institution‏
P Barucca, T Mahmood, L Silvestri‏
Journal of Financial Stability 52, 100810, 2021‏
392021
The recurrent reinforcement learning crypto agent‏
G Borrageiro, N Firoozye, P Barucca‏
IEEE Access 10, 38590-38599, 2022‏
292022
Collateral Unchained: Rehypothecation networks, concentration and systemic effects‏
DT Luu, M Napoletano, P Barucca, S Battiston‏
Journal of Financial Stability 52, 100811, 2021‏
292021
Cross-correlations of American baby names‏
P Barucca, J Rocchi, E Marinari, G Parisi, F Ricci-Tersenghi‏
Proceedings of the National Academy of Sciences 112 (26), 7943-7947, 2015‏
292015
The decline of solvency contagion risk‏
M Bardoscia, P Barucca, A Brinley Codd, J Hill‏
Bank of England Working Paper, 2017‏
272017
Centrality metrics and localization in core-periphery networks‏
P Barucca, D Tantari, F Lillo‏
Journal of Statistical Mechanics: Theory and Experiment 2016 (2), 023401, 2016‏
262016
Forward-looking solvency contagion‏
M Bardoscia, P Barucca, AB Codd, J Hill‏
Journal of Economic Dynamics and Control 108, 103755, 2019‏
252019
Disentangling group and link persistence in dynamic stochastic block models‏
P Barucca, F Lillo, P Mazzarisi, D Tantari‏
arXiv preprint arXiv:1701.05804, 2017‏
252017
Resolution of ranking hierarchies in directed networks‏
E Letizia, P Barucca, F Lillo‏
PloS one 13 (2), e0191604, 2018‏
192018
A generative model for age and income distribution‏
F Ozhamaratli, O Kitov, P Barucca‏
EPJ Data Science 11 (1), 1-26, 2022‏
162022
Classifying payment patterns with artificial neural networks: An autoencoder approach‏
J Rubio, P Barucca, G Gage, J Arroyo, R Morales-Resendiz‏
Latin American Journal of Central Banking 1 (1-4), 100013, 2020‏
162020
Network sensitivity of systemic risk‏
A Ramadiah, D Di Gangi, D Sardo, V Macchiati, TP Minh, F Pinotti, ...‏
arXiv preprint arXiv:1805.04325, 2018‏
152018
Reinforcement learning for systematic FX trading‏
G Borrageiro, N Firoozye, P Barucca‏
IEEE Access 10, 5024-5036, 2021‏
142021
Exactly solvable random graph ensemble with extensively many short cycles‏
FA Lopez, P Barucca, M Fekom, ACC Coolen‏
Journal of Physics A: Mathematical and Theoretical, 2018‏
142018
يتعذر على النظام إجراء العملية في الوقت الحالي. عاود المحاولة لاحقًا.
مقالات 1–20