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Marco Bardoscia
Marco Bardoscia
Bank of England, University College London
Verified email at bankofengland.co.uk
Title
Cited by
Cited by
Year
Pathways towards instability in financial networks
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
Nature communications 8 (1), 14416, 2017
2622017
DebtRank: A microscopic foundation for shock propagation
M Bardoscia, S Battiston, F Caccioli, G Caldarelli
PloS one 10 (6), e0130406, 2015
1822015
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
1782021
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
1512020
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
752016
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
562010
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
442019
Statistical mechanics of complex economies
M Bardoscia, G Livan, M Marsili
Journal of Statistical Mechanics: Theory and Experiment 2017 (4), 043401, 2017
322017
The social climbing game
M Bardoscia, G De Luca, G Livan, M Marsili, CJ Tessone
Journal of statistical physics 151, 440-457, 2013
302013
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
192022
Solving heterogeneous general equilibrium economic models with deep reinforcement learning
E Hill, M Bardoscia, A Turrell
arXiv preprint arXiv:2103.16977, 2021
182021
Simulating liquidity stress in the derivatives market
M Bardoscia, G Ferrara, N Vause, M Yoganayagam
Journal of Economic Dynamics and Control 133, 104215, 2021
142021
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
A dynamical model for forecasting operational losses
M Bardoscia, R Bellotti
Physica A: Statistical Mechanics and its Applications 391 (8), 2641-2655, 2012
82012
Financial instability from local market measures
M Bardoscia, G Livan, M Marsili
Journal of Statistical Mechanics: Theory and Experiment 2012 (08), P08017, 2012
72012
Full payment algorithm
M Bardoscia, G Ferrara, N Vause, M Yoganayagam
Available at SSRN 3344580, 2019
62019
Ring-fencing in financial networks
M Bardoscia, RKK Pang
Bank of England Working Paper, 2023
32023
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
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