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Bartolucci, Silvia, Caccioli, Fabio, Caravelli, Francesco and Vivo, Pierpaolo (2024) Distribution of centrality measures on undirected random networks via the cavity method. Proceedings of the National Academy of Sciences of the United States of America, 121 (40). ISSN 0027-8424
Sun, Ye, Caccioli, Fabio, Li, Xiancheng and Livan, Giacomo (2024) The academic Great Gatsby Curve. Journal of the Royal Society Interface, 21 (217). ISSN 1742-5689
De Domenico, Federica, Caccioli, Fabio, Livan, Giacomo, Montagna, Guido and Nicrosini, Oreste (2024) Imitation versus serendipity in ranking dynamics. Royal Society Open Science, 11 (7). ISSN 2054-5703
Caccioli, Fabio, Ferrara, Gerardo and Ramadiah, Amanah (2024) Modelling fire sale contagion across banks and non-banks. Journal of Financial Stability, 71. ISSN 1572-3089
Nicolas, Maxime L.D., Desroziers, Adrien, Caccioli, Fabio and Aste, Tomaso (2024) ESG reputation risk matters: an event study based on social media data. Finance Research Letters, 59. ISSN 1544-6123
Onaga, Tomokatsu, Caccioli, Fabio and Kobayashi, Teruyoshi (2023) Financial fire sales as continuous-state complex contagion. Physical Review Research, 5 (4). ISSN 2643-1564
Bartolucci, Silvia, Caccioli, Fabio, Caravelli, Francesco and Vivo, Pierpaolo (2023) Ranking influential nodes in networks from aggregate local information. Physical Review Research, 5 (3). ISSN 2643-1564
Sun, Ye, Caccioli, Fabio and Livan, Giacomo (2023) Ranking mobility and impact inequality in early academic careers. Proceedings of the National Academy of Sciences of the United States of America, 120 (34). e2305196120. ISSN 0027-8424
Seabrook, Isobel, Barucca, Paolo and Caccioli, Fabio (2022) Structural importance and evolution: an application to financial transaction networks. Physica A, 607. ISSN 0378-4371
Seabrook, Isobel, Caccioli, Fabio and Aste, Tomaso (2022) Quantifying impact and response in markets using information filtering networks. Journal of Physics: Complexity, 3 (2). ISSN 2632-072X
Seabrook, Isobel E., Barucca, Paolo and Caccioli, Fabio (2021) Evaluating structural edge importance in temporal networks. EPJ Data Science, 10 (1). ISSN 2193-1127
Papp, Gábor, Kondor, Imre and Caccioli, Fabio (2021) Optimizing expected shortfall under an ℓ1 constraint—an analytic approach. Entropy, 23 (5). ISSN 1099-4300
Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio and Thurner, Stefan (2021) Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability, 52. ISSN 1572-3089
Bartolucci, Silvia, Caccioli, Fabio and Vivo, Pierpaolo (2020) A percolation model for the emergence of the Bitcoin Lightning Network. Scientific Reports, 10 (1). ISSN 2045-2322
Ramadiah, Amanah, Caccioli, Fabio and Fricke, Daniel (2019) Reconstructing and stress testing credit networks. Systemic Risk Centre Discussion Papers (89). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Papp, Gábor, Caccioli, Fabio and Kondor, Imre (2019) Bias-variance trade-off in portfolio optimization under expected shortfall with ℓ 2 regularization. Journal of Statistical Mechanics: Theory and Experiment, 2019 (1). ISSN 1742-5468
Grigat, Daniel and Caccioli, Fabio (2017) Reverse stress testing interbank networks. Scientific Reports, 7 (1). p. 15616. ISSN 2045-2322
Livan, Giacomo, Caccioli, Fabio and Aste, Tomaso (2017) Excess reciprocity distorts reputation in online social networks. Scientific Reports, 7 (1). ISSN 2045-2322
Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio and Caldarelli, Guido (2017) Pathways towards instability in financial networks. Nature Communications, 8 (14416). ISSN 2041-1723
Banwo, Opeoluwa, Caccioli, Fabio, Harrald, Paul and Medda, Francesca (2017) The effect of heterogeneity on financial contagion due to overlapping portfolios. Advances in Complex Systems, 19 (8). ISSN 0219-5259
Varga-Haszonits, Istvan, Caccioli, Fabio and Kondor, Imre (2016) Replica approach to mean-variance portfolio optimization. Journal of Statistical Mechanics: Theory and Experiment, 2016 (Dec.). ISSN 1742-5468
Preis, Tobias, Bardoscia, Marco, Caccioli, Fabio, Perotti, Juan Ignacio, Vivaldo, Gianna and Caldarelli, Guido (2016) Distress propagation in complex networks: the case of non-linear DebtRank. PLOS ONE, 11 (10). e0163825. ISSN 1932-6203
Caravelli, Francesco, Bardoscia, Marco and Caccioli, Fabio (2016) Emergence of giant strongly connected components in continuum disk-spin percolation. Journal of Statistical Mechanics: Theory and Experiment, 2016 (May). ISSN 1742-5468
Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne and Tan, Vincent W.C. (2016) Taming the Basel leverage cycle. Journal of Financial Stability, 27. pp. 263-277. ISSN 1572-3089
Caccioli, Fabio, Kondor, Imre and Papp, Gábor (2015) Portfolio optimization under expected shortfall: contour maps of estimation error. Systemic Risk Centre Discussion Papers (49). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne and Tan, Vincent W.C. (2015) Taming the Basel leverage cycle. Systemic Risk Centre Discussion Papers (42). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Aymanns, Christoph, Caccioli, Fabio, Farmer, J. and Tan, Vincent (2015) Taming the Basel leverage cycle. Systemic Risk Centre Discussion Papers (42). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
