Items where Subject is "H Social Sciences > HG Finance"

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Bargagli-Stoffi, Falco J. and Riccaboni, Massimo and Rungi, Armando Machine Learning for Zombie Hunting. Firms’ Failures and Financial Constraints. EIC working paper series #1/2020/2020 ISSN 2279-6894.

Battiston, Stefano and Caldarelli, Guido Systemic risk in financial networks. Journal of Financial Management, Markets and Institutions, 2. pp. 129-154. ISSN 2282-717X (2013)

Battiston, Stefano and D'Errico, Marco and Gurciullo, Stefano and Caldarelli, Guido Leveraging the network: a stress-test framework based on DebtRank. Working Paper ArXiv (Submitted)

Battiston, Stefano and Garlaschelli, Diego and Caldarelli, Guido The topology of shareholding networks. In: Nonlinear dynamics and heterogeneous interacting agents. Lecture Notes in Economics and Mathematical Systems , III (550). Springer, pp. 189-199. ISBN 978-3-540-27296-0 (2005)

Bemporad, Alberto and Bellucci, Leonardo and Gabbriellini, Tommaso Dynamic option hedging via stochastic model predictive control based on scenario simulation. Quantitative Finance, 14 (10). pp. 1739-1751. ISSN 1469-7696 (2014)

Bemporad, Alberto and Puglia, Laura and Gabbriellini, Tommaso A stochastic model predictive control approach to dynamic option hedging with transaction costs. In: Proceedings of the American Control Conference (ACC), 2011. IEEE, pp. 3862-3867. ISBN 978-1-4577-0080-4 (2011)

Bonanno, Giovanni and Caldarelli, Guido and Lillo, Fabrizio and Mantegna, Rosario Nunzio Topology of correlation-based minimal spanning trees in real and model markets. Physical Review E, 68 (4). ISSN 1539-3755 (2003)

Bonanno, Giovanni and Caldarelli, Guido and Lillo, Fabrizio and Miccichè, Salvatore and Vandewalle, Nicolas and Mantegna, Rosario Nunzio Networks of equities in financial markets. The European Physical Journal B - Condensed Matter, 38 (2). pp. 363-371. ISSN 1434-6028 (2004)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea L’importanza sistemica delle banche: da una prospettiva globale a una locale? (Systemic Importance of Financial Institutions: from a Global to a Local Perspective? A Network Theory Approach). Bancaria, 2-2015. pp. 54-69. ISSN 0005-4623 (2015)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Gianfagna, Laura and Pammolli, Fabio Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data. EIC working paper series #10/2015 IMT Institute for Advanced Studies Lucca

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Gianfagna, Laura and Pammolli, Fabio Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data. Financial Markets and Portfolio Management, 30 (4). pp. 397-426. ISSN 1934-4554 (2016)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic risk and banking regulation: some facts on the new regulatory framework. Corporate Ownership & Control, 12 (2). pp. 52-63. ISSN 1727 - 9232 (2015)

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Caires, Luis and Costa Seco, João and Torres Vieira, Hugo Automotive and finance case studies in the conversation calculus. Technical Report #04/2007 Departamento de Informática - Universidade nova de Lisboa (Unpublished)

Caldarelli, Guido and Battiston, Stefano and Garlaschelli, Diego and Catanzaro, Michele Emergence of complexity in financial networks. In: Emergence of Complexity in Financial Networks. Lecture Notes in Physics (650). Springer-Verlag, pp. 399-423. ISBN 978-3-540-22354-2 (2004)

Caldarelli, Guido and Catanzaro, Michele The corporate boards networks. Physica A: Statistical Mechanics and its Applications, 338 (1-2). pp. 98-106. ISSN 0378-4371 (2004)

Caldarelli, Guido and Piccioni, Marina and Sciubba, Emanuela A numerical study on the evolution of portfolio rules. In: Genetic algorithms and genetic programming in computational finance. Springer, pp. 379-395. ISBN 978-1-4615-0835-9 (2002)

Caldarelli, Guido and Vespignani, Alessandro (edited by) Large scale structure and dynamics of complex networks: from information technology to finance and natural science. Complex systems and interdisciplinary science, 2 . World Scientific, New Jersey. ISBN 978-981-270-664-5 (2007)

Cimini, Giulio and Serri, Matteo Entangling Credit and Funding Shocks in Interbank Markets. PloS One, 11 (8). pp. 1-15. ISSN 1932-6203 (2016)

Cimini, Giulio and Squartini, Tiziano and Garlaschelli, Diego and Gabrielli, Andrea Systemic Risk Analysis on Reconstructed Economic and Financial Networks. Scientific Reports, 5. p. 15758. ISSN 2045-2322 (2015)

Cincotti, Silvano and Sornette, Didler and Treleaven, Philip and Battiston, Stefano and Caldarelli, Guido and Hommes, Cars H. and Kirman, Alan An economic and financial exploratory. European Physical Journal - Special Topics, 214 (1). pp. 361-400. ISSN 1951-6355 (2012)

Crimaldi, Irene Tomas Bjork, A geometric view of the term structure of interest rates, Cattedra Galileiana 2000 (Lecture notes written by Irene Crimaldi). Pubblicazioni della classe di Scienze della Scuola Normale Superiore (Pisa), collana dei Quaderni/Cattedra Galileiana . Scuola Normale Superiore di Pisa (finito di stampare per conto della "CompoMat" (Ri) dalla Nuova Grafica 86), Pisa. (2001)

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De Masi, Giulia and Iori, Giulia and Caldarelli, Guido Fitness model for the Italian interbank money market. Physical Review E, 74 (6). 066112. ISSN 1539-3755 (2006)

De Masi, Giulia and Iori, Giulia and Caldarelli, Guido The Italian interbank network: statistical properties and a simple model. In: Noise and stochastics in complex systems and finance: 21-24 May 2007, Florence, Italy. SPIE, pp. 210-223. ISBN 978-0819467386 (2007)

De Rosa, Clemente and Luciano, Elisa and Regis, Luca Basis Risk in Static versus Dynamic Longevity Risk Hedging. Scandinavian Actuarial Journal. (In Press) (2016)

Delpini, Danilo and Battiston, Stefano and Caldarelli, Guido and Riccaboni, Massimo The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis. Working Paper arXiv (Submitted)

Dincecco, Mark and Federico, Giovanni and Vindigni, Andrea Warfare, Taxation, and Political Change: Evidence from the Italian Risorgimento. Journal of Economic History, 71 (4). pp. 887-914. ISSN 0022-0507 (2011)

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Erol, Cengiz and Seven, Ünal and Aydoğan, Berna and Tunc, Seda The impact of financial restructuring after 2001 Turkey crisis on the risk determinants of Turkish commercial bank stocks. International Journal of Economic Perspectives, 7 (4). ISSN 1307-1637 (2013)

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Flori, Andrea and Giansante, Simone and Pammolli, Fabio Peer-Group Detection of Banks and Resilience to Distress. EIC working paper series #6/2016 IMT School for Advanced Studies Lucca ISSN 2279-6894.

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Garlaschelli, Diego and Battiston, Stefano and Castri, Maurizio and Servedio, Vito D. P. and Caldarelli, Guido The scale-free topology of market investments. Physica A: Statistical Mechanics and its Applications, 350 (2-4). pp. 491-499. ISSN 0378-4371 (2005)

Gianfagna, Laura and Rungi, Armando Does corporate control matter to financial volatility? EIC working paper series #9/2017 IMT School for Advanced Studies Lucca ISSN 2279-6894.

Giovanis, Eleftherios Application of Adaptive Νeuro-Fuzzy Inference System in Interest Rates Effects on Stock Returns. Indian Journal of Computer Science and Engineering, 2 (1). pp. 124-135. ISSN 0976-5166 (2011)

Giovanis, Eleftherios Applications of Neural Network Radial Basis Function in Economics and Financial Time Series. Working Paper

Giovanis, Eleftherios Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA. Economic Analysis and Policy, 42 (1). pp. 79-96. ISSN 0313-5926 (2012)

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Iori, Giulia and De Masi, Giulia and Precup, Ovidiu Vasile and Gabbi, Giampaolo and Caldarelli, Guido A network analysis of the Italian overnight money market. Journal of Economic Dynamics and Control, 32 (1). 259 - 278. ISSN 0165-1889 (2008)

Iori, Giulia and Renò, Renato and De Masi, Giulia and Caldarelli, Guido Trading strategies in the Italian interbank market. Physica A: Statistical Mechanics and its Applications, 376. pp. 467-479. ISSN 0378-4371 (2007)

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Jevtić, Petar and Regis, Luca Assessing the solvency of insurance portfolios via a continuous time cohort model. EIC working paper series #7/2014 IMT Institute for Advanced Studies Lucca ISSN 2279-6894.

Jevtić, Petar and Regis, Luca Assessing the solvency of insurance portfolios via a continuous-time cohort model. Insurance: Mathematics and Economics, 61 (March). pp. 36-47. ISSN 0167-6687 (2015)

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Luciano, Elisa and Regis, Luca Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk. Insurance: Mathematics and Economics, 55. pp. 68-77. ISSN 0167-6687 (2014)

Luciano, Elisa and Regis, Luca and Vigna, Elena Single and cross-generation natural hedging of longevity and financial risk. Journal of Risk and Insurance. ISSN 1539-6975 (In Press) (2015)

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Micocci, Francesca and Rungi, Armando Predicting Exporters with Machine Learning. EIC working paper series #3/2021 ISSN 2279-6894.

Musmeci, Nicolò and Battiston, Stefano and Caldarelli, Guido and Puliga, Michelangelo and Gabrielli, Andrea Bootstrapping topological properties and systemic risk of complex networks using the fitness model. Journal of Statistical Physics, 151 (3-4). pp. 720-734. ISSN 0022-4715 (2013)

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Nicodano, Giovanna and Regis, Luca Ownership, Taxes and Default. EIC working paper series #7/2015 IMT Institute for Advanced Studies Lucca ISSN 2279-6894. (Submitted)

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Pammolli, Fabio and Buldyrev, Sergey V. and Riccaboni, Massimo and Yamasaki, Kazuko and Fu, Dongfeng and Matia, Kaushik and Stanley, H. Eugene A generalized preferential attachment model for business firms growth rates: II. Mathematical treatment. The European Physical Journal B, 57 (2). pp. 131-138. ISSN 1434-6028 (2007)

Pammolli, Fabio and Fu, Dongfeng and Buldyrev, Sergey V. and Riccaboni, Massimo and Matia, Kaushik and Yamasaki, Kazuko and Stanley, H. Eugene A generalized preferential attachment model for business firms growth rates: I. Empirical evidence. The European Physical Journal B, 57 (2). pp. 127-130. ISSN 1434-6028 (2007)

Petersen, Alexander M. and Wang, Fengzhong and Havlin, Shlomo and Stanley, H. Eugene Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws. Physical Review E, 82 (3). 036114. ISSN 1539-3755 (2010)

Petersen, Alexander M. and Wang, Fengzhong and Havlin, Shlomo and Stanley, H. Eugene Quantitative law describing market dynamics before and after interest-rate change. Physical Review E, 81 (6). 066121. ISSN 1539-3755 (2010)

Podobnik, Boris and Horvatic, Davor and Petersen, Alexander M. and Njavro, M. and Stanley, H. Eugene Common scaling behavior in finance and macroeconomics. The European Physical Journal B, 76 (4). pp. 487-490. ISSN 1434-6028 (2010)

Podobnik, Boris and Horvatic, Davor and Petersen, Alexander M. and Stanley, H. Eugene Cross-correlations between volume change and price change. Proceedings of the National Academy of Sciences, 106 (52). pp. 22079-22084. ISSN 1091-6490 (2009)

Podobnik, Boris and Horvatic, Davor and Petersen, Alexander M. and Stanley, H. Eugene Quantitative relations between risk, return and firm size. EPL (Europhysics Letters), 85 (5). p. 50003. ISSN 0295-5075 (2009)

Podobnik, Boris and Horvatic, Davor and Petersen, Alexander M. and Urošević, Branko and Stanley, H. Eugene Bankruptcy risk model and empirical tests. Proceedings of the National Academy of Sciences, 107 (43). pp. 18325-18330. ISSN 1091-6490 (2010)

Podobnik, Boris and Horvatic, Davor and Petersen, Alexander M. and Urošević, Branko and Stanley, H. Eugene Bankruptcy risk model and empirical tests. Proceedings of the National Academy of Sciences, 107 (43). pp. 18325-18330. ISSN 1091-6490 (2010)

Prati, Alessandro and Onorato, Massimiliano Gaetano and Papageorgiou, Chris Which Reforms Work and under What Institutional Environment? Evidence from a New Data Set on Structural Reforms. Review of Economics and Statistics, 95 (3). pp. 946-968. ISSN 0034-6535 (2013)

Puliga, Michelangelo and Flori, Andrea and Pappalardo, Giuseppe and Chessa, Alessandro and Pammolli, Fabio The Accounting Network: How Financial Institutions React to Systemic Crisis. PloS One, 11 (10). pp. 1-14. ISSN 1932-6203 (2016)

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Ranco, Gabriele and Aleksovski, Darko and Caldarelli, Guido and Grčar, Miha and Mozetič, Igor The Effects of Twitter Sentiment on Stock Price Returns. PloS One, 10 (9). e0138441. ISSN 1932-6203 (2015)

Regis, Luca and Luciano, Elisa Risk-return appraisal of longevity swaps. In: Pension and Longevity Risk Transfer for Institutional Investors. Institutional Investor Journals, pp. 99-108. (2014)

Rungi, Armando and Morrison, Greg and Pammolli, Fabio Global ownership and corporate control networks. EIC working paper series #7/2017 IMT School for Advanced Studies Lucca ISSN 2279-6894.

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Saltari, Enrico and Ticchi, Davide Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship. Journal of monetary economics, 54 (3). 622 - 648. ISSN 0304-3932 (2007)

Saltari, Enrico and Ticchi, Davide Risk-aversion and the investment-uncertainty relationship: a comment. Journal of economic behavior & organization, 56 (1). 121 - 125. ISSN 0167-2681 (2005)

Squartini, Tiziano and Gabrielli, Andrea and Garlaschelli, Diego and Gili, Tommaso and Bifone, Angelo and Caccioli, Fabio Complexity in Neural and Financial Systems: From Time-Series to Networks (editorial). Complexity. ISSN 1076-2787 (In Press) (2018)

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Ticchi, Davide and Travaglini, Giuseppe Il concetto di mercato efficiente nella teoria economica. In: Informazione, imprese e mercati finanziari efficienti: spunti di riflessione in una prospettiva multidisciplinare. Economia - Ricerche . F. Angeli, Milano, pp. 41-54. ISBN 88-464-6536-9 (2004)