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.
The physics of financial networks
Complex network theory unlocks systematic understanding of financial stability and climate finance in pursuit of a more sustainable society.
Reconstructing a credit network
New mathematical tools can help infer financial networks from partial data to understand the propagation of distress through the network.
Complex derivatives
Network-based metrics to assess systemic risk and the importance of financial institutions can help tame the financial derivatives market.