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papers

Publications (33)

q-fin.RM2015

DebtRank: A microscopic foundation for shock propagation

Marco Bardoscia, Stefano Battiston, Fabio Caccioli +1

q-fin.RM2016

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

Marco Bardoscia, Fabio Caccioli, Juan Ignacio Perotti +2

q-fin.TR2010

On information efficiency and financial stability

Fabio Caccioli, Matteo Marsili

q-fin.TR2009

Eroding market stability by proliferation of financial instruments

Fabio Caccioli, Matteo Marsili, Pierpaolo Vivo

q-fin.GN2012

A proposal for impact-adjusted valuation: Critical leverage and execution risk

Fabio Caccioli, Jean-Philippe Bouchaud, J. Doyne Farmer

physics.soc-ph2018

Reciprocity and success in academic careers

Weihua Li, Tomaso Aste, Fabio Caccioli +1

q-fin.GN2012

Stability analysis of financial contagion due to overlapping portfolios

Fabio Caccioli, Munik Shrestha, Cristopher Moore +1

q-fin.RM2017

Network models of financial systemic risk: A review

Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi

q-fin.PM2017

Analytic solution to variance optimization with no short-selling

Imre Kondor, Gábor Papp, Fabio Caccioli

cond-mat.stat-mech2016

Emergence of strongly connected giant components in continuum disk-spin percolation

Francesco Caravelli, Marco Bardoscia, Fabio Caccioli

q-fin.GN2011

Heterogeneity, correlations and financial contagion

Fabio Caccioli, Thomas A. Catanach, J. Doyne Farmer

q-fin.GN2017

The effect of heterogeneity on financial contagion due to overlapping portfolios

Opeoluwa Banwo, Fabio Caccioli, Paul Harrald +1

q-fin.PM2011

Optimal Liquidation Strategies Regularize Portfolio Selection

Fabio Caccioli, Susanne Still, Matteo Marsili +1

physics.soc-ph2017

Excess reciprocity distorts reputation in online social networks

Giacomo Livan, Fabio Caccioli, Tomaso Aste

q-fin.PM2016

Optimal growth trajectories with finite carrying capacity

Francesco Caravelli, Lorenzo Sindoni, Fabio Caccioli +1

cond-mat.stat-mech2008

Ising model with memory: coarsening and persistence properties

Fabio Caccioli, Silvio Franz, Matteo Marsili

cond-mat.stat-mech2010

Critical fluctuations in spatial complex networks

Serena Bradde, Fabio Caccioli, Luca Dall'Asta +1

q-fin.RM2017

Reverse stress testing interbank networks

Daniel Grigat, Fabio Caccioli

q-bio.QM2010

Random Matrix approach to collective behavior and bulk universality in protein dynamics

Raffaello Potestio, Fabio Caccioli, Pierpaolo Vivo

q-fin.RM2018

Quantification of systemic risk from overlapping portfolios in the financial system

Sebastian Poledna, Serafín Martínez-Jaramillo, Fabio Caccioli +1

q-fin.PM2016

Replica approach to mean-variance portfolio optimization

Istvan Varga-Haszonits, Fabio Caccioli, Imre Kondor

q-fin.RM2015

Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error

Fabio Caccioli, Imre Kondor, Gábor Papp

q-fin.PM2018

Analytic approach to variance optimization under an $\ell_1$ constraint

Imre Kondor, Gábor Papp, Fabio Caccioli

cond-mat.dis-nn2010

Dynamic facilitation picture of a higher-order glass singularity

Mauro Sellitto, Daniele De Martino, Fabio Caccioli +1

cs.LG2019

Data-Driven Malaria Prevalence Prediction in Large Densely-Populated Urban Holoendemic sub-Saharan West Africa: Harnessing Machine Learning Approaches and 22-years of Prospectively Collected Data

Biobele J. Brown, Alexander A. Przybylski, Petru Manescu +20

q-fin.RM2015

Contour map of estimation error for Expected Shortfall

Imre Kondor, Fabio Caccioli, Gábor Papp +1

q-fin.ST2017

Relation between regional uncertainty spillovers in the global banking system

Sachapon Tungsong, Fabio Caccioli, Tomaso Aste

q-fin.PM2014

$L_p$ regularized portfolio optimization

Fabio Caccioli, Imre Kondor, Matteo Marsili +1

q-fin.RM2017

Pathways towards instability in financial networks

Marco Bardoscia, Stefano Battiston, Fabio Caccioli +1

q-fin.GN2013

How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network

Fabio Caccioli, J. Doyne Farmer, Nick Foti +1

q-fin.PM2018

Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization

Gábor Papp, Fabio Caccioli, Imre Kondor

cond-mat.stat-mech2012

Voter models with conserved dynamics

Fabio Caccioli, Luca Dall'Asta, Tobias Galla +1

cond-mat.stat-mech2010

Strong Noise Effects in one-dimensional Neutral Populations

Luca Dall'Asta, Fabio Caccioli, Deborah Beghè