Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Daniele, Tantari"'
Publikováno v:
Scientific Reports, Vol 13, Iss 1, Pp 1-9 (2023)
Abstract We study the role of contingent convertible bonds (CoCos) in a complex network of interconnected banks. By studying the system’s phase transitions, we reveal that the structure of the interbank network is of fundamental importance for the
Externí odkaz:
https://doaj.org/article/c0dc16a1434348e3a094315983dd297c
Publikováno v:
SciPost Physics, Vol 17, Iss 2, p 040 (2024)
Dense Hopfield networks with $p$-body interactions are known for their feature to prototype transition and adversarial robustness. However, theoretical studies have been mostly concerned with their storage capacity. We derive the phase diagram of pat
Externí odkaz:
https://doaj.org/article/450d4c3f1b9b404f8916bd5afe61ea6a
Publikováno v:
Scientific Reports, Vol 12, Iss 1, Pp 1-11 (2022)
Abstract A common issue when analyzing real-world complex systems is that the interactions between their elements often change over time. Here we propose a new modeling approach for time-varying interactions generalising the well-known Kinetic Ising
Externí odkaz:
https://doaj.org/article/45a9abbd02e44940992f68ea1b4a171f
Publikováno v:
Scientific Reports, Vol 11, Iss 1, Pp 1-13 (2021)
Abstract We propose an efficient algorithm to solve inverse problems in the presence of binary clustered datasets. We consider the paradigmatic Hopfield model in a teacher student scenario, where this situation is found in the retrieval phase. This p
Externí odkaz:
https://doaj.org/article/89bc6fdcef6349f9af24896d9e340420
Publikováno v:
Scientific Reports
Scientific Reports, Vol 11, Iss 1, Pp 1-13 (2021)
Scientific Reports, Vol 11, Iss 1, Pp 1-13 (2021)
We propose an efficient algorithm to solve inverse problems in the presence of binary clustered datasets. We consider the paradigmatic Hopfield model in a teacher student scenario, where this situation is found in the retrieval phase. This problem ha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a81780dee4877027812dd813bc29fd4
https://doi.org/10.1038/s41598-021-99353-2
https://doi.org/10.1038/s41598-021-99353-2
Autor:
Elena Agliari, Adriano Barra, Andrea Galluzzi, Marco Alberto Javarone, Andrea Pizzoferrato, Daniele Tantari
Publikováno v:
PLoS ONE, Vol 10, Iss 12, p e0144643 (2015)
In this work we apply techniques and modus operandi typical of Statistical Mechanics to a large dataset about key social quantifiers and compare the resulting behaviors of five European nations, namely France, Germany, Italy, Spain and Switzerland. T
Externí odkaz:
https://doaj.org/article/e6ecc738a08d47ef986ff2aa8124f2ac
Autor:
Alessio Brini, Daniele Tantari
Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a framework for o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a31dea1cefe9c7d6fad1235c9711b85b
http://arxiv.org/abs/2104.14683
http://arxiv.org/abs/2104.14683
Binary random variables are the building blocks used to describe a large variety of systems, from magnetic spins to financial time series and neuron activity. In statistical physics the kinetic Ising model has been introduced to describe the dynamics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3c608e7908a343e800c315458301997f
http://arxiv.org/abs/2008.10666
http://arxiv.org/abs/2008.10666
A common issue when analyzing real-world complex systems is that the interactions between the elements often change over time: this makes it difficult to find optimal models that describe this evolution and that can be estimated from data, particular
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3a91b84a94fcae09202809d9dba71031
We propose a method to infer lead-lag networks of traders from the observation of their trade record as well as to reconstruct their state of supply and demand when they do not trade. The method relies on the Kinetic Ising model to describe how infor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d669031f1f0a4862c57be4acc990a7ef
http://arxiv.org/abs/1909.10807
http://arxiv.org/abs/1909.10807