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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  • Reconstructing a credit network

    GCG. CaldarelliACFPAGMP Nature Physics

    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

    GCG. CaldarelliSBCGRMJS Nature Physics

    Complex derivatives

    Network-based metrics to assess systemic risk and the importance of financial institutions can help tame the financial derivatives market.