Paolo Barucca
Cited by
Cited by
Network models of financial systemic risk: a review
F Caccioli, P Barucca, T Kobayashi
Journal of Computational Social Science 1, 81-114, 2018
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
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance, 2020
Disentangling bipartite and core-periphery structure in financial networks
P Barucca, F Lillo
Chaos, Solitons & Fractals 88, 244-253, 2016
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
P Mazzarisi, P Barucca, F Lillo, D Tantari
European Journal of Operational Research 281 (1), 50-65, 2020
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
P Barucca, F Lillo
Computational Management Science, 1-21, 2017
Common asset holdings and systemic vulnerability across multiple types of financial institution
P Barucca, T Mahmood, L Silvestri
Journal of Financial Stability 52, 100810, 2021
Cross-correlations of American baby names
P Barucca, J Rocchi, E Marinari, G Parisi, F Ricci-Tersenghi
Proceedings of the National Academy of Sciences 112 (26), 7943-7947, 2015
The decline of solvency contagion risk
M Bardoscia, P Barucca, A Brinley Codd, J Hill
Bank of England Working Paper, 2017
Centrality metrics and localization in core-periphery networks
P Barucca, D Tantari, F Lillo
Journal of Statistical Mechanics: Theory and Experiment 2016 (2), 023401, 2016
Collateral Unchained: Rehypothecation networks, concentration and systemic effects
DT Luu, M Napoletano, P Barucca, S Battiston
Journal of Financial Stability 52, 100811, 2021
Forward-looking solvency contagion
M Bardoscia, P Barucca, AB Codd, J Hill
Journal of Economic Dynamics and Control 108, 103755, 2019
Disentangling group and link persistence in dynamic stochastic block models
P Barucca, F Lillo, P Mazzarisi, D Tantari
arXiv preprint arXiv:1701.05804, 2017
Resolution of ranking hierarchies in directed networks
E Letizia, P Barucca, F Lillo
PloS one 13 (2), e0191604, 2018
Network sensitivity of systemic risk
A Ramadiah, D Di Gangi, D Sardo, V Macchiati, TP Minh, F Pinotti, ...
arXiv preprint arXiv:1805.04325, 2018
The recurrent reinforcement learning crypto agent
G Borrageiro, N Firoozye, P Barucca
IEEE Access 10, 38590-38599, 2022
Classifying payment patterns with artificial neural networks: An autoencoder approach
J Rubio, P Barucca, G Gage, J Arroyo, R Morales-Resendiz
Latin American Journal of Central Banking 1 (1-4), 100013, 2020
Exactly solvable random graph ensemble with extensively many short cycles
FA Lopez, P Barucca, M Fekom, ACC Coolen
Journal of Physics A: Mathematical and Theoretical, 2018
Image processing tools for financial time series classification
B Du, D Fernandez-Reyes, P Barucca
arXiv preprint arXiv:2008.06042, 2020
A mean-field model of memristive circuit interaction
F Caravelli, P Barucca
Europhysics Letters 122 (4), 40008, 2018
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Articles 1–20