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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

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Network models of financial systemic risk: a review

F. Caccioli, P. Barucca, T. Kobayashi

Journal of Computational Social Science

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Grand canonical validation of the bipartite international trade network

M. Straka, G. Caldarelli, F. Saracco

Physical Review E

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Pathways towards instability in financial networks

M. Bardoscia, S. Battiston, F. Caccioli, G. Caldarelli

Nature Communications

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Distress propagation in complex networks: the case of non-linear DebtRank

M. Bardoscia, F. Caccioli, J. Perotti, G. Vivaldo, G. Caldarelli

PLoS ONE

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Mitigating cascades in sandpile models: an immunization strategy for systemic risk?

A. Scala, V. Zlatić, G. Caldarelli, G. D’Agostino

Journal de Physique IV

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The price of complexity in financial networks

S. Battiston, G. Caldarelli, R. May, T. Roukny, J. Stiglitz

Proceedings of the National Academy of Sciences

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Network valuation in financial systems

P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, S. Battiston, G. Caldarelli

Sub. to Mathematical Finance

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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

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The effects of Twitter sentiment on stock price returns

G. Ranco, D. Aleksovski, G. Caldarelli, M. Grčar, I. Mozetič

PLoS ONE

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Twitter-based analysis of the dynamics of collective attention to political parties

Y. Eom, M. Puliga, J. Smailović, I. Mozetič, G. Caldarelli

PLoS ONE

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DebtRank: a microscopic foundation for shock propagation

M. Bardoscia, S. Battiston, F. Caccioli, G. Caldarelli

PLOS ONE

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Credit default swaps networks and systemic risk

M. Puliga, G. Caldarelli, S. Battiston

Scientific Reports

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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

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Memory effects in stock price dynamics: evidences of technical trading

F. Garzarelli, M. Cristelli, G. Pompa, A. Zaccaria, L. Pietronero

Scientific Reports

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Default cascades in complex networks: topology and systemic risk

T. Roukny, H. Bersini, H. Pirotte, G. Caldarelli, S. Battiston

Scientific Reports

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Evolution of controllability in interbank networks

D. Delpini, S. Battiston, M. Riccaboni, G. Gabbi, F. Pammolli, G. Caldarelli

Scientific Reports

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Reconstructing a credit network

G. Caldarelli, A. Chessa, F. Pammolli, A. Gabrielli, M. Puliga

Nature Physics

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Complex derivatives

S. Battiston, G. Caldarelli, C. Georg, R. May, J. Stiglitz

Nature Physics

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Web search queries can predict stock market volumes

I. Bordino, S. Battiston, G. Caldarelli, M. Cristelli, A. Ukkonen, I. Weber

PLoS ONE

23 / 123 papers