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.

  • Network models of financial systemic risk: a review

    PBP. BaruccaFCTK Journal of Computational Social Science

    Modelling financial systemic risk

    Complex networks model the links between financial institutions and how these channels can transition from diversifying to propagating risk.

  • Pathways towards instability in financial networks

    MBM. BardosciaGCG. CaldarelliSBFC Nature Communications

    Pathways towards instability

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

  • Default cascades in complex networks: topology and systemic risk

    GCG. CaldarelliTRHBHPSB Scientific Reports

    Default cascades in complex networks: topology and systemic risk

    Frontier of large cascades evolution of the e-MID market in the period between January 1999 and January 2011.

  • 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.