Items where Author is "Caccioli, Fabio"

Number of items: 30.
  • Correlation between upstreamness and downstreamness in random global value chains. (2025) Bartolucci, Silvia and Caccioli, Fabio and Caravelli, Francesco and Vivo, Pierpaolo picture_as_pdf
  • Phase transitions in debt recycling. (2025) Aufiero, Sabrina and Forer, Preben and Vivo, Pierpaolo and Caccioli, Fabio and Bartolucci, Silvia picture_as_pdf
  • The academic Great Gatsby Curve. (2024) Sun, Ye and Caccioli, Fabio and Li, Xiancheng and Livan, Giacomo picture_as_pdf
  • Structural importance and evolution:an application to financial transaction networks. (2022) Seabrook, Isobel and Barucca, Paolo and Caccioli, Fabio picture_as_pdf
  • Quantifying impact and response in markets using information filtering networks. (2022) Seabrook, Isobel and Caccioli, Fabio and Aste, Tomaso picture_as_pdf
  • Bias-variance trade-off in portfolio optimization under expected shortfall with ℓ 2 regularization. Papp, Gábor and Caccioli, Fabio and Kondor, Imre picture_as_pdf
  • Distress propagation in complex networks: the case of non-linear DebtRank. Preis, Tobias and Bardoscia, Marco and Caccioli, Fabio and Perotti, Juan Ignacio and Vivaldo, Gianna and Caldarelli, Guido
  • Distribution of centrality measures on undirected random networks via the cavity method. Bartolucci, Silvia and Caccioli, Fabio and Caravelli, Francesco and Vivo, Pierpaolo picture_as_pdf
  • ESG reputation risk matters:an event study based on social media data. Nicolas, Maxime L.D. and Desroziers, Adrien and Caccioli, Fabio and Aste, Tomaso
  • Emergence of giant strongly connected components in continuum disk-spin percolation. Caravelli, Francesco and Bardoscia, Marco and Caccioli, Fabio
  • Evaluating structural edge importance in temporal networks. Seabrook, Isobel E. and Barucca, Paolo and Caccioli, Fabio picture_as_pdf
  • Excess reciprocity distorts reputation in online social networks. Livan, Giacomo and Caccioli, Fabio and Aste, Tomaso
  • Financial fire sales as continuous-state complex contagion. Onaga, Tomokatsu and Caccioli, Fabio and Kobayashi, Teruyoshi picture_as_pdf
  • Imitation versus serendipity in ranking dynamics. De Domenico, Federica and Caccioli, Fabio and Livan, Giacomo and Montagna, Guido and Nicrosini, Oreste picture_as_pdf
  • Modelling fire sale contagion across banks and non-banks. Caccioli, Fabio and Ferrara, Gerardo and Ramadiah, Amanah
  • Optimizing expected shortfall under an ℓ1 constraint—an analytic approach. Papp, Gábor and Kondor, Imre and Caccioli, Fabio picture_as_pdf
  • Pathways towards instability in financial networks. Bardoscia, Marco and Battiston, Stefano and Caccioli, Fabio and Caldarelli, Guido
  • Portfolio optimization under expected shortfall:contour maps of estimation error. Caccioli, Fabio and Kondor, Imre and Papp, Gábor picture_as_pdf
  • Quantification of systemic risk from overlapping portfolios in the financial system. Poledna, Sebastian and Martínez-Jaramillo, Serafín and Caccioli, Fabio and Thurner, Stefan picture_as_pdf
  • Ranking influential nodes in networks from aggregate local information. Bartolucci, Silvia and Caccioli, Fabio and Caravelli, Francesco and Vivo, Pierpaolo picture_as_pdf
  • Ranking mobility and impact inequality in early academic careers. Sun, Ye and Caccioli, Fabio and Livan, Giacomo
  • Reconstructing and stress testing credit networks. Ramadiah, Amanah and Caccioli, Fabio and Fricke, Daniel picture_as_pdf
  • Replica approach to mean-variance portfolio optimization. Varga-Haszonits, Istvan and Caccioli, Fabio and Kondor, Imre
  • Reverse stress testing interbank networks. Grigat, Daniel and Caccioli, Fabio
  • Taming the Basel leverage cycle. Aymanns, Christoph and Caccioli, Fabio and Farmer, J. Doyne and Tan, Vincent W.C.
  • Taming the Basel leverage cycle. Aymanns, Christoph and Caccioli, Fabio and Farmer, J. and Tan, Vincent picture_as_pdf
  • Taming the Basel leverage cycle. Aymanns, Christoph and Caccioli, Fabio and Farmer, J. Doyne and Tan, Vincent W.C.
  • Upstreamness and downstreamness in input-output analysis from local and aggregate information. Bartolucci, Silvia and Caccioli, Fabio and Caravelli, Francesco and Vivo, Pierpaolo picture_as_pdf
  • The effect of heterogeneity on financial contagion due to overlapping portfolios. Banwo, Opeoluwa and Caccioli, Fabio and Harrald, Paul and Medda, Francesca
  • A percolation model for the emergence of the Bitcoin Lightning Network. Bartolucci, Silvia and Caccioli, Fabio and Vivo, Pierpaolo picture_as_pdf