The statistical physics of real-world networks
In the past 15 years, statistical physics has been successful as a framework for modelling
complex networks. On the theoretical side, this approach has unveiled a variety of physical …
complex networks. On the theoretical side, this approach has unveiled a variety of physical …
Structure and dynamics of molecular networks: a novel paradigm of drug discovery: a comprehensive review
Despite considerable progress in genome-and proteome-based high-throughput screening
methods and in rational drug design, the increase in approved drugs in the past decade did …
methods and in rational drug design, the increase in approved drugs in the past decade did …
The multiplex structure of interbank networks
The interbank market has a natural multiplex network representation. We employ a unique
database of supervisory reports on Italian banks to the Banca d'Italia that includes all …
database of supervisory reports on Italian banks to the Banca d'Italia that includes all …
Network models of financial systemic risk: a review
The global financial system can be represented as a large complex network in which banks,
hedge funds and other financial institutions are interconnected to each other through visible …
hedge funds and other financial institutions are interconnected to each other through visible …
Network reconstruction and community detection from dynamics
TP Peixoto - Physical review letters, 2019 - APS
We present a scalable nonparametric Bayesian method to perform network reconstruction
from observed functional behavior that at the same time infers the communities present in …
from observed functional behavior that at the same time infers the communities present in …
Randomizing bipartite networks: the case of the World Trade Web
Within the last fifteen years, network theory has been successfully applied both to natural
sciences and to socioeconomic disciplines. In particular, bipartite networks have been …
sciences and to socioeconomic disciplines. In particular, bipartite networks have been …
Multilayer financial networks and systemic importance: Evidence from China
In this paper, we develop a multilayer network structure and reveal the relationship between
network structure and systemic risk. Unlike many previous studies, our model considers both …
network structure and systemic risk. Unlike many previous studies, our model considers both …
The missing links: A global study on uncovering financial network structures from partial data
Capturing financial network linkages and contagion in stress test models are important goals
for banking supervisors and central banks responsible for micro-and macroprudential policy …
for banking supervisors and central banks responsible for micro-and macroprudential policy …
Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications
Network models, stress testing methods and early warning systems are attracting growing
interest both among scholars and practitioners. In this short paper, we illustrate some of the …
interest both among scholars and practitioners. In this short paper, we illustrate some of the …
Systemic risk analysis on reconstructed economic and financial networks
We address a fundamental problem that is systematically encountered when modeling real-
world complex systems of societal relevance: the limitedness of the information available. In …
world complex systems of societal relevance: the limitedness of the information available. In …