From ecology to finance (and back?): a review on entropy-based null models for the analysis of bipartite networks
M. Straka, G. Caldarelli, T. Squartini, F. Saracco
Journal of Statistical Physics
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
F. Lillo, P. Barucca
Computational Management Science
Network models of financial systemic risk: a review
F. Caccioli, P. Barucca, T. Kobayashi
Journal of Computational Social Science
Enhanced capital-asset pricing model for bipartite financial networks reconstruction
T. Squartini, G. Caldarelli, G. Cimini
Physical Review E
Grand canonical validation of the bipartite international trade network
M. Straka, G. Caldarelli, F. Saracco
Physical Review E
Pathways towards instability in financial networks
M. Bardoscia, S. Battiston, F. Caccioli, G. Caldarelli
Nature Communications
Distress propagation in complex networks: the case of non-linear DebtRank
M. Bardoscia, F. Caccioli, J. Perotti, G. Vivaldo, G. Caldarelli
PLoS ONE
Mitigating cascades in sandpile models: an immunization strategy for systemic risk?
A. Scala, V. Zlatić, G. Caldarelli, G. D’Agostino
Journal de Physique IV
The price of complexity in financial networks
S. Battiston, G. Caldarelli, R. May, T. Roukny, J. Stiglitz
Proceedings of the National Academy of Sciences
Network valuation in financial systems
P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, S. Battiston, G. Caldarelli
Sub. to Mathematical Finance
Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics
G. Ranco, I. Bordino, G. Bormetti, G. Caldarelli, F. Lillo, M. Treccani
PLoS ONE
The effects of Twitter sentiment on stock price returns
G. Ranco, D. Aleksovski, G. Caldarelli, M. Grčar, I. Mozetič
PLoS ONE
Twitter-based analysis of the dynamics of collective attention to political parties
Y. Eom, M. Puliga, J. Smailović, I. Mozetič, G. Caldarelli
PLoS ONE
DebtRank: a microscopic foundation for shock propagation
M. Bardoscia, S. Battiston, F. Caccioli, G. Caldarelli
PLOS ONE
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
M. Serri, G. Caldarelli, G. Cimini
Network Theory of Finance
Credit default swaps networks and systemic risk
M. Puliga, G. Caldarelli, S. Battiston
Scientific Reports
The rise of China in the international trade network: a community core detection approach
Z. Zhu, F. Cerina, A. Chessa, G. Caldarelli, M. Riccaboni
PLoS ONE
Memory effects in stock price dynamics: evidences of technical trading
F. Garzarelli, M. Cristelli, G. Pompa, A. Zaccaria, L. Pietronero
Scientific Reports
Default cascades in complex networks: topology and systemic risk
T. Roukny, H. Bersini, H. Pirotte, G. Caldarelli, S. Battiston
Scientific Reports
Evolution of controllability in interbank networks
D. Delpini, S. Battiston, M. Riccaboni, G. Gabbi, F. Pammolli, G. Caldarelli
Scientific Reports
Reconstructing a credit network
G. Caldarelli, A. Chessa, F. Pammolli, A. Gabrielli, M. Puliga
Nature Physics
Web search queries can predict stock market volumes
I. Bordino, S. Battiston, G. Caldarelli, M. Cristelli, A. Ukkonen, I. Weber
PLoS ONE
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