Search Results for author: Nicoló Musmeci

Found 2 papers, 1 papers with code

The multiplex dependency structure of financial markets

1 code implementation15 Jun 2016 Nicoló Musmeci, Vincenzo Nicosia, Tomaso Aste, Tiziana Di Matteo, Vito Latora

We propose here a multiplex network approach to investigate simultaneously different types of dependency in complex data sets.

Physics and Society Computational Engineering, Finance, and Science Statistical Finance

Bootstrapping topology and systemic risk of complex network using the fitness model

no code implementations28 Sep 2012 Nicoló Musmeci, Stefano Battiston, Guido Caldarelli, Michelangelo Puliga, Andrea Gabrielli

The missing links are generated on the basis of the latter quan- tity according to a fitness model calibrated on the subset of nodes for which links are known.

Physics and Society Social and Information Networks General Finance

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