Systemic Risk

Reconstruction of complex economic and financial networks from limited information

Reconstruction of complex economic and financial networks from limited information

A major problem that is systematically encountered when studying complex socioeconomic systems is represented by privacy issues, that put severe limitations on the amount of accessible information and thus forces scientists to build models on the basis of incomplete knowledge. […]

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Financial correlation matrices across market crisis

Financial correlation matrices across market crisis

Diversification is a common strategy to mitigate risks. Relying on a diverse set of resources makes individual resilient to “catastrophes”, where one or more of these resources might become suddenly unavailable. Being diversified of course have costs in terms of […]

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