Paolo Barucca Former Postdoc
Statistical physics, financial systemic risk, network theory and science communication.
Dr Paolo Barucca is a senior postdoc in theoretical physics at the London Institute. He did his PhD at the University of Rome, Sapienza under Prof Georgio Parisi, specializing in the statistical physics of disordered and complex systems. Dr Barucca studies systemic risk in financial networks. In particular, he seeks general and reliable indicators of the risk of default cascades in networks to prevent systemic crises and to design more sustainable financial policies. He co-founded the Institute’s ComplexiLate series, which brings young researchers together to share their work through short talks, discussion and drinks.

The physics of financial networks
Nature Physics
Network valuation in financial systems
Mathematical Finance
Degree-correlations in a bursting dynamic network model
Journal of Economic Interaction and Coordination
Exactly solvable model of memristive circuits: Lyapunov functional and mean field theory
European Physical Journal B
Tackling information asymmetry in networks: a new entropy-based ranking index
Journal of Statistical Physics
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
Computational Management Science
Exactly solvable random graph ensemble with extensively many short cycles
Journal of Physics A
Network models of financial systemic risk: a review
Journal of Computational Social Science
Spectral partitioning in equitable graphs
Physical Review E