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.
Consistent valuation of interbank claims within an interconnected financial system can be found with a recursive update of banks' equities.
A dynamical microscopic theory of instability for financial networks reformulates the DebtRank algorithm in terms of basic accounting principles.
The speed of a financial crisis outbreak sets the maximum delay before intervention by central authorities is no longer effective.
Time series data from networks of credit default swaps display no early warnings of financial crises without additional macroeconomic indicators.
Complex networks detect the driver institutions of an interbank market and ascertain that intervention policies should be time-scale dependent.
Information about 10% of the links in a complex network is sufficient to reconstruct its main features and resilience with the fitness model.