Items where Division is "Systemic Risk Centre" and Year is 2023

Article

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

Bevilacqua, Mattia, Tunaru, Radu and Vioto, Davide (2023) Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65. ISSN 1386-4181

Briola, Antonio and Aste, Tomaso (2023) Topological feature selection. Proceedings of Machine Learning Research, 221. 534 - 556. ISSN 1938-7228

Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong and Aste, Tomaso (2023) Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51. ISSN 1544-6123

Ergun, Lerby M. (2023) Extreme downside risk in the cross-section of asset returns. International Review of Financial Analysis, 90. ISSN 1057-5219

Fu, Jing and Page, Frank (2023) A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences. Journal of Fixed Point Theory and Applications, 25 (1). ISSN 1661-7738

Fu, Jing, Page, Frank and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2023) Layered networks, equilibrium dynamics, and stable coalitions. Dynamic Games and Applications, 13 (2). 636 – 668. ISSN 2153-0785

Onaga, Tomokatsu, Caccioli, Fabio and Kobayashi, Teruyoshi (2023) Financial fire sales as continuous-state complex contagion. Physical Review Research, 5 (4). ISSN 2643-1564

Rzayev, Khaladdin, Ibikunle, Gbenga and Steffen, Tom (2023) The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave. Journal of Financial Markets, 66. ISSN 1386-4181

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

Vidal-Tomás, David, Briola, Antonio and Aste, Tomaso (2023) FTX's downfall and Binance's consolidation: the fragility of centralised digital finance. Physica A, 625. ISSN 0378-4371

Wang, Yuanrong and Aste, Tomaso (2023) Dynamic portfolio optimization with inverse covariance clustering. Expert Systems With Applications, 213. ISSN 0957-4174

Wang, Yuanrong, Briola, Antonio and Aste, Tomaso (2023) Homological neural networks: a sparse architecture for multivariate complexity. Proceedings of Machine Learning Research, 221. 228 - 241. ISSN 1938-7228

Zhang, Ning, Gong, Yujing and Xue, Xiaohan (2023) Less disagreement, better forecasts: adjusted risk measures in the energy futures market. Journal of Futures Markets, 43 (10). 1332 - 1372. ISSN 0270-7314

Ziemba, William T. (2023) Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15. 641 - 662. ISSN 1941-1367

Book Section

Fu, Jing, Page, Frank and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2023) Centralized or decentralized? A principal agent game of network formation. In: Proceedings of the 2023 IEEE Ninth International Conference on Big Data Computing Service and Applications: BigDataService 2023. IEEE International Conference on Big Data Computing Service and Applications (BigDataService). IEEE, 153 - 154. ISBN 9798350335347