עקוב אחר
Marco Bardoscia
Marco Bardoscia
Bank of England, University College London
כתובת אימייל מאומתת בדומיין bankofengland.co.uk
כותרת
צוטט על ידי
צוטט על ידי
שנה
Pathways towards instability in financial networks
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
Nature communications 8 (1), 14416, 2017
2502017
DebtRank: A microscopic foundation for shock propagation
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
PloS one 10 (6), e0130406, 2015
176*2015
The physics of financial networks
M Bardoscia, P Barucca, S Battiston, F Caccioli, G Cimini, D Garlaschelli, ...
Nature Reviews Physics 3 (7), 490-507, 2021
1522021
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance 30 (4), 1181-1204, 2020
1442020
Distress propagation in complex networks: the case of non-linear DebtRank
M Bardoscia, F Caccioli, JI Perotti, G Vivaldo, G Caldarelli
PloS one 11 (10), e0163825, 2016
732016
A Bayesian networks approach to operational risk
V Aquaro, M Bardoscia, R Bellotti, A Consiglio, F De Carlo, G Ferri
Physica A: Statistical Mechanics and its Applications 389 (8), 1721-1728, 2010
542010
Forward-looking solvency contagion
M Bardoscia, P Barucca, AB Codd, J Hill
Journal of Economic Dynamics and Control 108, 103755, 2019
43*2019
Multiplex network analysis of the UK over‐the‐counter derivatives market
M Bardoscia, G Bianconi, G Ferrara
International Journal of Finance & Economics 24 (4), 1520-1544, 2019
422019
Statistical mechanics of complex economies
M Bardoscia, G Livan, M Marsili
Journal of Statistical Mechanics: Theory and Experiment 2017 (4), 043401, 2017
302017
The social climbing game
M Bardoscia, G De Luca, G Livan, M Marsili, CJ Tessone
Journal of statistical physics 151, 440-457, 2013
282013
Territorial bias in university rankings: a complex network approach
L Bellantuono, A Monaco, N Amoroso, V Aquaro, M Bardoscia, ...
Scientific reports 12 (1), 4995, 2022
182022
Solving heterogeneous general equilibrium economic models with deep reinforcement learning
E Hill, M Bardoscia, A Turrell
arXiv preprint arXiv:2103.16977, 2021
152021
Simulating liquidity stress in the derivatives market
M Bardoscia, G Ferrara, N Vause, M Yoganayagam
Journal of Economic Dynamics and Control 133, 104215, 2021
122021
Impact of meta-order in the Minority Game
AC Barato, I Mastromatteo, M Bardoscia, M Marsili
Quantitative Finance 13 (9), 1343-1352, 2013
122013
A dynamical approach to operational risk measurement
M Bardoscia, R Bellotti
Journal of Operational Risk 6 (1), 3-19, 2011
122011
Financial instability from local market measures
M Bardoscia, G Livan, M Marsili
Journal of Statistical Mechanics: Theory and Experiment 2012 (08), P08017, 2012
72012
A dynamical model for forecasting operational losses
M Bardoscia, R Bellotti
Physica A: Statistical Mechanics and its Applications 391 (8), 2641-2655, 2012
62012
Full payment algorithm
M Bardoscia, G Ferrara, N Vause, M Yoganayagam
Available at SSRN 3344580, 2019
52019
Phenotypic constraints promote latent versatility and carbon efficiency in metabolic networks
M Bardoscia, M Marsili, A Samal
Physical Review E 92 (1), 012809, 2015
22015
Satisfiability-unsatisfiability transition in the adversarial satisfiability problem
M Bardoscia, D Nagaj, A Scardicchio
Physical Review E 89 (3), 032128, 2014
2*2014
המערכת אינה יכולה לבצע את הפעולה כעת. נסה שוב מאוחר יותר.
מאמרים 1–20