5 papers in the archive (2024–2025), average empirical rigor 6.2/10, average math complexity 7.7/10. Quadrant mix: Holy Grail ×3, Lab Rats ×2.
Works mostly in Risk Management & Tail Risk, Machine Learning for Market Forecasting, Market Simulation & Agent-Based Models.
Frequent co-authors: Tiziano Squartini (3), Valentina Macchiati (2), Piero Mazzarisi (2), Emiliano Marchese (1), Mattia Marzi (1), Francesca Giuffrida (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
Networks of financial exposures are the key propagators of risk and distress among banks, but their empirical structure is not publicly available because of confidentiality. This limitation has triggered the development of methods of network reconstruction from partial, aggregate information. Unfort
Production networks constitute the backbone of every economic system. They are inherently fragile as several recent crises clearly highlighted. Estimating the system-wide consequences of local disruptions (systemic risk) requires detailed information on the supply chain networks (SCN) at the firm-le
The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks and stresses. Since changes in network structure imply changes in risk levels, it is important to identify structural t
Quantum generative adversarial networks (QGANs) have been investigated as a method for generating synthetic data with the goal of augmenting training data sets for neural networks. This is especially relevant for financial time series, since we only ever observe one realization of the process, namel
The study of probabilistic models for the analysis of complex networks represents a flourishing research field. Among the former, Exponential Random Graphs (ERGs) have gained increasing attention over the years. So far, only linear ERGs have been extensively employed to gain insight into the structu