Our papers are the official record of our discoveries. They allow others to build on and apply our work. Each one is the result of many months of research, so we make a special effort to make our papers clear, inspiring and beautiful, and publish them in leading journals.
- Date
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- Theme
- Journal
- Citations
- Altmetric
- SNIP
- Author
T. Fink
O. Gamayun
A. Esterov
Y. He
F. Sheldon
A. V. Kosyak
A. Ochirov
E. Sobko
M. Burtsev
M. Reeves
I. Shkredov
G. Caldarelli
R. Hannam
F. Caravelli
A. Coolen
O. Dahlsten
A. Mozeika
M. Bardoscia
P. Barucca
M. Rowley
I. Teimouri
F. Antenucci
A. Scala
R. Farr
A. Zegarac
S. Sebastio
B. Bollobás
F. Lafond
D. Farmer
C. Pickard
T. Reeves
J. Blundell
A. Gallagher
M. Przykucki
P. Smith
L. Pietronero
Network theory
MB
PBSBFCGC... Nature Reviews PhysicsPhysics of financial networks
Statistical physics contributes to new models and metrics for the study of financial network structure, dynamics, stability and instability.
Economic complexity
PB
TMLS Journal of Financial StabilityChannels of contagion
Fire sales of common asset holdings can whip through a channel of contagion between banks, insurance companies and investments funds.
Financial markets
PB
MBFCMDGV... Mathematical FinanceNetwork valuation in finance
Consistent valuation of interbank claims within an interconnected financial system can be found with a recursive update of banks' equities.
Network theory
FVPB
Journal of Economic Interaction and CoordinationBursting dynamic networks
A mathematical model captures the temporal and steady state behaviour of networks whose two sets of nodes either generate or destroy links.
Complex networks
Information asymmetry
Network users who have access to the network’s most informative node, as quantified by a novel index, the InfoRank, have a competitive edge.
Neurocomputing
Solvable memristive circuits
Exact solutions for the dynamics of interacting memristors predict whether they relax to higher or lower resistance states given random initialisations.
Financial networks
Hierarchies in directed networks
An iterative version of a method to identify hierarchies and rankings of nodes in directed networks can partly overcome its resolution limit.
Graph theory
Exactly solvable random graphs
An explicit analytical solution reproduces the main features of random graph ensembles with many short cycles under strict degree constraints.
Financial networks
The interbank network
The large-scale structure of the interbank network changes drastically in times of crisis due to the effect of measures from central banks.
Financial risk
Modelling financial systemic risk
Complex networks model the links between financial institutions and how these channels can transition from diversifying to propagating risk.
Complex systems
Disentangling links in networks
Inference from single snapshots of temporal networks can misleadingly group communities if the links between snapshots are correlated.
Graph theory
Spectral partitioning
The spectral density of graph ensembles provides an exact solution to the graph partitioning problem and helps detect community structure.