Our papers are the official record of our discoveries. They allow others to build on and apply our work. Each paper is the result of many months of research, so we make a special effort to make them clear, beautiful and inspirational, and publish them in leading journals.

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  • The physics of financial networks

    MBM. BardosciaPBP. BaruccaSBFCGC... Nature Reviews Physics

    Physics of financial networks

    Statistical physics contributes to new models and metrics for the study of financial network structure, dynamics, stability and instability.

  • Network valuation in financial systems

    PBP. BaruccaMBM. BardosciaFCMDGV... Mathematical Finance

    Network valuation in finance

    Consistent valuation of interbank claims within an interconnected financial system can be found with a recursive update of banks' equities.

  • Pathways towards instability in financial networks

    MBM. BardosciaSBFCGCG. Caldarelli Nature Communications

    Pathways towards instability

    Processes believed to stabilize financial markets can drive them towards instability by creating cyclical structures that amplify distress.

  • Distress propagation in complex networks: the case of non-linear DebtRank

    MBM. BardosciaFCJPGVGCG. Caldarelli PLoS ONE

    Non-linear distress propagation

    Non-linear models of distress propagation in financial networks characterise key regimes where shocks are either amplified or suppressed.

  • Journal of Statistical Mechanics

    Clusters of neurons

    Percolation theory shows that the formation of giant clusters of neurons relies on a few parameters that could be measured experimentally.

  • PLoS ONE

    DebtRank and shock propagation

    A dynamical microscopic theory of instability for financial networks reformulates the DebtRank algorithm in terms of basic accounting principles.