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pro vyhledávání: '"Di Gangi, Domenico"'
Autor:
Carlini, Emanuele, Di Gangi, Domenico, de Lira, Vinicius Monteiro, Kavalionak, Hanna, Spadon, Gabriel, Soares, Amilcar
Seaports play a crucial role in the global economy, and researchers have sought to understand their significance through various studies. In this paper, we aim to explore the common characteristics shared by important ports by analyzing the network o
Externí odkaz:
http://arxiv.org/abs/2407.09571
While the vast majority of the literature on models for temporal networks focuses on binary graphs, often one can associate a weight to each link. In such cases the data are better described by a weighted, or valued, network. An important well known
Externí odkaz:
http://arxiv.org/abs/2202.09854
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:
http://arxiv.org/abs/2007.15545
Motivated by the increasing abundance of data describing real-world networks that exhibit dynamical features, we propose an extension of the Exponential Random Graph Models (ERGMs) that accommodates the time variation of its parameters. Inspired by t
Externí odkaz:
http://arxiv.org/abs/1905.10806
Autor:
Ramadiah, Amanah, Di Gangi, Domenico, Sardo, D. Ruggiero Lo, Macchiati, Valentina, Minh, Tuan Pham, Pinotti, Francesco, Wilinski, Mateusz, Barucca, Paolo, Cimini, Giulio
Publikováno v:
Journal of Network Theory in Finance, 5(3):53-72 (2020)
A growing body of studies on systemic risk in financial markets has emphasized the key importance of taking into consideration the complex interconnections among financial institutions. Much effort has been put in modeling the contagion dynamics of f
Externí odkaz:
http://arxiv.org/abs/1805.04325
Assessing systemic risk in financial markets is of great importance but it often requires data that are unavailable or available at a very low frequency. For this reason, systemic risk assessment with partial information is potentially very useful fo
Externí odkaz:
http://arxiv.org/abs/1509.00607
Publikováno v:
In Journal of Economic Dynamics and Control September 2018 94:117-141
Akademický článek
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Publikováno v:
Journal of Economic Dynamics and Control
Assessing systemic risk in financial markets is of great importance but it often requires data that are unavailable or available at a very low frequency. For this reason, systemic risk assessment with partial information is potentially very useful fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8aa27e23e5125baa6fee58df47130946
https://www.sciencedirect.com/science/article/pii/S0165188918301787
https://www.sciencedirect.com/science/article/pii/S0165188918301787