Pathways towards instability in financial networks M Bardoscia, S Battiston, F Caccioli, G Caldarelli Nature communications 8 (1), 14416, 2017 | 262 | 2017 |
DebtRank: A microscopic foundation for shock propagation M Bardoscia, S Battiston, F Caccioli, G Caldarelli PloS one 10 (6), e0130406, 2015 | 182 | 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 | 178 | 2021 |
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 | 151 | 2020 |
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 | 75 | 2016 |
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 | 56 | 2010 |
Forward-looking solvency contagion M Bardoscia, P Barucca, AB Codd, J Hill Journal of Economic Dynamics and Control 108, 103755, 2019 | 47* | 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 | 44 | 2019 |
Statistical mechanics of complex economies M Bardoscia, G Livan, M Marsili Journal of Statistical Mechanics: Theory and Experiment 2017 (4), 043401, 2017 | 32 | 2017 |
The social climbing game M Bardoscia, G De Luca, G Livan, M Marsili, CJ Tessone Journal of statistical physics 151, 440-457, 2013 | 30 | 2013 |
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 | 19 | 2022 |
Solving heterogeneous general equilibrium economic models with deep reinforcement learning E Hill, M Bardoscia, A Turrell arXiv preprint arXiv:2103.16977, 2021 | 18 | 2021 |
Simulating liquidity stress in the derivatives market M Bardoscia, G Ferrara, N Vause, M Yoganayagam Journal of Economic Dynamics and Control 133, 104215, 2021 | 14 | 2021 |
Impact of meta-order in the Minority Game AC Barato, I Mastromatteo, M Bardoscia, M Marsili Quantitative Finance 13 (9), 1343-1352, 2013 | 12 | 2013 |
A dynamical approach to operational risk measurement M Bardoscia, R Bellotti Journal of Operational Risk 6 (1), 3-19, 2011 | 12 | 2011 |
A dynamical model for forecasting operational losses M Bardoscia, R Bellotti Physica A: Statistical Mechanics and its Applications 391 (8), 2641-2655, 2012 | 8 | 2012 |
Financial instability from local market measures M Bardoscia, G Livan, M Marsili Journal of Statistical Mechanics: Theory and Experiment 2012 (08), P08017, 2012 | 7 | 2012 |
Full payment algorithm M Bardoscia, G Ferrara, N Vause, M Yoganayagam Available at SSRN 3344580, 2019 | 6 | 2019 |
Ring-fencing in financial networks M Bardoscia, RKK Pang Bank of England Working Paper, 2023 | 3 | 2023 |
Phenotypic constraints promote latent versatility and carbon efficiency in metabolic networks M Bardoscia, M Marsili, A Samal Physical Review E 92 (1), 012809, 2015 | 2 | 2015 |