From ecology to finance (and back?): a review on entropy-based null models for the analysis of bipartite networks
M. Straka, G. Caldarelli, T. Squartini, F. Saracco
Journal of Statistical Physics
Enhanced capital-asset pricing model for bipartite financial networks reconstruction
T. Squartini, G. Caldarelli, G. Cimini
Physical Review E
Pathways towards instability in financial networks
M. Bardoscia, S. Battiston, F. Caccioli, G. Caldarelli
Nature Communications
Mitigating cascades in sandpile models: an immunization strategy for systemic risk?
A. Scala, V. Zlatić, G. Caldarelli, G. D’Agostino
Journal de Physique IV
The price of complexity in financial networks
S. Battiston, G. Caldarelli, R. May, T. Roukny, J. Stiglitz
Proceedings of the National Academy of Sciences
Network valuation in financial systems
P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, S. Battiston, G. Caldarelli
Sub. to Mathematical Finance
DebtRank: a microscopic foundation for shock propagation
M. Bardoscia, S. Battiston, F. Caccioli, G. Caldarelli
PLOS ONE
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
M. Serri, G. Caldarelli, G. Cimini
Network Theory of Finance
Credit default swaps networks and systemic risk
M. Puliga, G. Caldarelli, S. Battiston
Scientific Reports
Evolution of controllability in interbank networks
D. Delpini, S. Battiston, M. Riccaboni, G. Gabbi, F. Pammolli, G. Caldarelli
Scientific Reports
Web search queries can predict stock market volumes
I. Bordino, S. Battiston, G. Caldarelli, M. Cristelli, A. Ukkonen, I. Weber
PLoS ONE
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