The statistical physics of real-world networks

G Cimini, T Squartini, F Saracco, D Garlaschelli… - Nature Reviews …, 2019 - nature.com
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 …

Structure and dynamics of molecular networks: a novel paradigm of drug discovery: a comprehensive review

P Csermely, T Korcsmáros, HJM Kiss, G London… - Pharmacology & …, 2013 - Elsevier
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 …

The multiplex structure of interbank networks

L Bargigli, G Di Iasio, L Infante, F Lillo… - Quantitative …, 2015 - Taylor & Francis
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 …

Network models of financial systemic risk: a review

F Caccioli, P Barucca, T Kobayashi - Journal of Computational Social …, 2018 - Springer
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 …

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 …

Randomizing bipartite networks: the case of the World Trade Web

F Saracco, R Di Clemente, A Gabrielli, T Squartini - Scientific reports, 2015 - nature.com
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 …

Multilayer financial networks and systemic importance: Evidence from China

J Cao, F Wen, HE Stanley, X Wang - International Review of Financial …, 2021 - Elsevier
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 …

The missing links: A global study on uncovering financial network structures from partial data

K Anand, I Van Lelyveld, Á Banai, S Friedrich… - Journal of Financial …, 2018 - Elsevier
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 …

Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications

S Battiston, S Martinez-Jaramillo - Journal of Financial Stability, 2018 - Elsevier
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 …

Systemic risk analysis on reconstructed economic and financial networks

G Cimini, T Squartini, D Garlaschelli, A Gabrielli - Scientific reports, 2015 - nature.com
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 …