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

LQ placeholderComplex derivatives

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.

LQ placeholderNetwork valuation in financial systems

Network valuation in financial systems

P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, G. Caldarelli, S. Battiston

Mathematical Finance

LQ placeholderThe space of functions computed by deep layered machines

The space of functions computed by deep layered machines

A. Mozeika, B. Li, D. Saad

Sub. to Physical Review Letters

LQ placeholderReplica analysis of overfitting in generalized linear models

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

LQ placeholderTaming complexity

Taming complexity

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

Harvard Business Review

LQ placeholderReplica analysis of Bayesian data clustering

Replica analysis of Bayesian data clustering

A. Mozeika, T. Coolen

Journal of Physics A

LQ placeholderDegree-correlations in a bursting dynamic network model

Degree-correlations in a bursting dynamic network model

F. Vanni, P. Barucca

Journal of Economic Interaction and Coordination

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