Complex derivatives

Network-based metrics to assess systemic risk and the importance of financial institutions can help tame the financial derivatives market.

Nature Physics 9, 123 (2013)

S. Battiston, G. Caldarelli, C. Georg, R. May, J. Stiglitz

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The intrinsic complexity of the financial derivatives market has emerged as both an incentive to engage in it, and a key source of its inherent instability. Regulators now faced with the challenge of taming this beast may find inspiration in the budding science of complex systems.

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The space of functions computed by deep layered machines

A. Mozeika, B. Li, D. Saad

Sub. to Physical Review Letters

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Replica analysis of overfitting in generalized linear models

T. Coolen, M. Sheikh, A. Mozeika, F. Aguirre-Lopez, F. Antenucci

Sub. to Journal of Physics A

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Taming complexity

M. Reeves, S. Levin, T. Fink, A. Levina

Harvard Business Review

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Replica analysis of Bayesian data clustering

A. Mozeika, T. Coolen

Journal of Physics A

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Degree-correlations in a bursting dynamic network model

F. Vanni, P. Barucca

Journal of Economic Interaction and Coordination

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Scale of non-locality for a system of n particles

S. Talaganis, I. Teimouri

Sub. to Physical Review D

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