Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Valerio Volpati"'
Publikováno v:
PLoS ONE, Vol 9, Iss 4, p e94237 (2014)
Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is "interrupted" by a sharp cut-off in its upper tail, where it is totally dominated by finan
Externí odkaz:
https://doaj.org/article/e99228715b654efea2dbe891090eba84
Autor:
Marc Barthelemy, Valerio Volpati
Publikováno v:
Journal of Physics: Complexity
Journal of Physics: Complexity, 2020, 2020 (1), pp.025002. ⟨10.1088/2632-072X/ab97a7⟩
Journal of Physics: Complexity, 2020, 2020 (1), pp.025002. ⟨10.1088/2632-072X/ab97a7⟩
The coupling between population growth and transport accessibility has been an elusive problem for more than 60 years now. Due to the lack of theoretical foundations, most of the studies that considered how the evolution of transportation networks im
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d33c014b6029a8a2567a333ef8142f9e
https://hal-cea.archives-ouvertes.fr/cea-02564095/file/1911.12684.pdf
https://hal-cea.archives-ouvertes.fr/cea-02564095/file/1911.12684.pdf
Autor:
Iacopo Mastromatteo, Zoltan Eisler, Bence Toth, Valerio Volpati, Jean-Philippe Bouchaud, Michael Benzaquen
Publikováno v:
SSRN Electronic Journal.
Crowding is most likely an important factor in the deterioration of strategy performance, the increase of trading costs and the development of systemic risk. We study the imprints of crowding on both anonymous market data and a large database of meta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::402f4fb71de1cc9cbe7da2fcf25e7fdd
https://doi.org/10.2139/ssrn.3518404
https://doi.org/10.2139/ssrn.3518404
As financial instruments grow in complexity more and more information is neglected by risk optimization practices. This brings down a curtain of opacity on the origination of risk, that has been one of the main culprits in the 2007-2008 global financ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef042ba85584ccbcf695428ddab9f33d
The dynamic and static critical behaviors of driven and equilibrium lattice gas models are studied in two spatial dimensions. We show that in the short-time regime immediately following a critical quench, the dynamics of the transverse order paramete
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a3bae43a2fdb3c1c5296be433b86ed14
The nonequilibrium short-time critical behaviors of driven and undriven lattice gases are investigated via Monte Carlo simulations in two spatial dimensions starting from a fully disordered initial configuration. In particular, we study the time evol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c629ad4d21c7adc9096649ae0089cafa
http://hdl.handle.net/20.500.11767/47226
http://hdl.handle.net/20.500.11767/47226
In a recent paper, using data from Forbes Global 2000, we have observed that the upper tail of the firm size distribution (by assets) falls off much faster than a Pareto distribution. The missing mass was suggested as an indicator of the size of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3c8091c9519a5851e04679c6ac5047f9
http://arxiv.org/abs/1611.02760
http://arxiv.org/abs/1611.02760
Inequality and its consequences are the subject of intense recent debate. Using a simplified model of the economy, we address the relation between inequality and liquidity, the latter understood as the frequency of economic exchanges. Assuming a Pare
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d3c0fc7921251df209bdf75b889a87a
Publikováno v:
Journal of Statistical Mechanics: Theory & Experiment; Jul2016, Vol. 2016 Issue 7, p1-1, 1p