Complex derivatives
Network-based metrics to assess systemic risk and the importance of financial institutions can help tame the financial derivatives market.
S. Battiston, G. Caldarelli, C. Georg, R. May, J. Stiglitz
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.
Network valuation in financial systems
P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, G. Caldarelli, S. Battiston
Mathematical Finance
The space of functions computed by deep layered machines
A. Mozeika, B. Li, D. Saad
Sub. to Physical Review Letters
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
Degree-correlations in a bursting dynamic network model
F. Vanni, P. Barucca
Journal of Economic Interaction and Coordination
Phase transition creates the geometry of the continuum from discrete space
R. Farr, T. Fink
Physical Review E
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