2018 (51)
The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis. Delpini, D.; Battiston, S.; Caldarelli, G.; and Riccaboni, M. Working Paper arxiv 1801.02205. 2018.
The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis [link]Website   bibtex   abstract
Interconnectedness as a Source of Uncertainty in Systemic Risk. Roukny, T.; Battiston, S.; and Stiglitz, J., E. Journal of Financial Stability. 2018.
Interconnectedness as a Source of Uncertainty in Systemic Risk [link]Website   bibtex
Momentum and Reversal in Financial Markets with Persistent Heterogeneity. Bottazzi, G.; Dindo, P.; and Giachini, D. Working Paper Series No. 03/WP/2018. 2018.
Momentum and Reversal in Financial Markets with Persistent Heterogeneity [link]Website   bibtex   abstract
Learning Networks of Influence over Financial Actors. Mandel, A. Working Paper. 2018.
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Faraway, so close: an agent based model for climate, energy and macroeconomic policy. Lamperti, F.; Dosi, G.; Napoletano, M.; Roventini, A.; and Sapio, A. Working Paper SSRN 2944328. 2018.
Faraway, so close: an agent based model for climate, energy and macroeconomic policy [link]Website   bibtex   abstract
Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. Popoyan, L.; Napoletano, M.; and Roventini, A. Working Paper LEM, forthcoming. 2018.
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Epidemics of Liquidity Shortages in Interbank Markets. Brandi, G.; Di Clemente, R.; and Cimini, G. Physica A: Statistical Mechanics and its Applications, 507: 255-267. 10 2018.
Epidemics of Liquidity Shortages in Interbank Markets [pdf]Website   bibtex   abstract
Behaviour And Social Capital in The Mental Health Care Ecosystem. Cigarini, A.; Vicens, J.; Duch, J.; Sánchez, A.; and Perelló, J. Working Paper. 2018.
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Signals for 2°C: How policies, market and civil society actions influence European insurers' investment decisions for green infrastructure. Mielke, J. Working Paper. 2018.
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Towards agent-based integrated assessment models: examples, challenges, and future developments. Lamperti, F.; Mandel, A.; Napoletano, M.; Sapio, A.; Roventini, A.; Balint, T.; and Khorenzhenko, I. Regional Environmental Change. 2018.
Towards agent-based integrated assessment models: examples, challenges, and future developments [pdf]Website   bibtex   abstract
Mapping Organizations’ Goals and Leanings in the Lobbyist Network in Banking and Finance. Sluban, B.; Smailović, J.; Novak, P., K.; Mozetič, I.; and Battiston, S. Studies in Computational Intelligence,1149-1161. 2018.
Mapping Organizations’ Goals and Leanings in the Lobbyist Network in Banking and Finance [pdf]Paper   Mapping Organizations’ Goals and Leanings in the Lobbyist Network in Banking and Finance [pdf]Website   bibtex   abstract
Exploring the Twitterland of the Impact Investing Market. Novak, P., K.; De Amicis, L.; Hughes, C.; and Mozetič, I. Studies in Computational Intelligence,967-979. 2018.
Exploring the Twitterland of the Impact Investing Market [pdf]Paper   Exploring the Twitterland of the Impact Investing Market [pdf]Website   bibtex   abstract
Toward a better understanding of emotional dynamics on Facebook. Zollo, F.; Sluban, B.; Mozetič, I.; and Quattrociocchi, W. Studies in Computational Intelligence,365-377. 2018.
Toward a better understanding of emotional dynamics on Facebook [pdf]Paper   Toward a better understanding of emotional dynamics on Facebook [link]Website   bibtex   abstract
How to evaluate sentiment classifiers for Twitter time-ordered data?. Mozetič, I.; Torgo, L.; Cerqueira, V.; and Smailović, J. PLoS ONE, 13(3): e0194317. 2018.
How to evaluate sentiment classifiers for Twitter time-ordered data? [pdf]Paper   How to evaluate sentiment classifiers for Twitter time-ordered data? [link]Website   bibtex   abstract
Rationality and Asset Prices under Belief Heterogeneity. Giachini, D. Working Paper LEM 2018-07. 2018.
Rationality and Asset Prices under Belief Heterogeneity [pdf]Website   bibtex   abstract
Real estate and the great crisis: lessons for macroprudential policy. Duca, J., V.; Popoyan, L.; and Wachter, S., M. Contemporary Economic Policy. 2018.
Real estate and the great crisis: lessons for macroprudential policy [pdf]Paper   Real estate and the great crisis: lessons for macroprudential policy [pdf]Website   bibtex
Putting austerity to bed: the supermultiplier and the autonomous components of aggregate demand. Deleidi, M.; and Mazzucato, M. Working Paper isigrowth 2018-07, (February). 2018.
Putting austerity to bed: the supermultiplier and the autonomous components of aggregate demand [pdf]Website   bibtex   abstract
Intergenerational cooperation within the household: A Public Goods game with three generations. Molina, J., A.; Ferrer, A.; Giménez-Nadal, J., I.; Gracia-Lázaro, C.; Moreno, Y.; and Sanchez, A. Review of Economics of the Household. 2018.
Intergenerational cooperation within the household: A Public Goods game with three generations [pdf]Website   bibtex
The nested structural organization of the worldwide trade multi-layer network. Alves, L.; Mangioni, G.; Cingolani, I.; Rodrigues, F.; Panzarasa, P.; and Moreno, Y. Working Paper ArXiv 1803.02872. 3 2018.
The nested structural organization of the worldwide trade multi-layer network [link]Website   bibtex
Physics of human cooperation: experimental evidence and theoretical models. Sánchez, A. Journal of Statistical Mechanics: Theory and Experiment, 2018(2): 24001. 2018.
Physics of human cooperation: experimental evidence and theoretical models [link]Website   bibtex
Collaborative hierarchy maintains cooperation in asymmetric games. Antonioni, A.; Pereda, M.; Cronin, K., A.; Tomassini, M.; and Sánchez, A. Scientific reports, 8(1): 5375. 2018.
Collaborative hierarchy maintains cooperation in asymmetric games [link]Website   bibtex
Quantitative account of social interactions in a mental health care ecosystem: cooperation, trust and collective action. Cigarini, A.; Vicens, J.; Duch, J.; Sánchez, A.; and Perelló, J. Scientific reports, 8(1): 3794. 2018.
Quantitative account of social interactions in a mental health care ecosystem: cooperation, trust and collective action [link]Website   bibtex
Equal status in Ultimatum Games promotes rational sharing. Han, X.; Cao, S.; Bao, J.; Wang, W.; Zhang, B.; Gao, Z.; and Sánchez, A. Scientific reports, 8(1): 1222. 2018.
Equal status in Ultimatum Games promotes rational sharing [link]Website   bibtex
Forex trading and Twitter: spam, bots, and reputation manipulation. Mozetič, I.; Gabrovšek, P.; and Novak, P., K. Working Paper MIS2: Misinformation and Misbehavior Mining on the Web. 2018.
Forex trading and Twitter: spam, bots, and reputation manipulation [pdf]Paper   bibtex   abstract
Portfolio Compression: Positive and Negative Effects on Systemic Risk. Schuldenzucker, S.; Seuken, S.; and Battiston, S. Working Paper SSRN 3135960. 2018.
Portfolio Compression: Positive and Negative Effects on Systemic Risk [link]Website   bibtex   abstract
Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. Kojaku, S.; Cimini, G.; Caldarelli, G.; and Masuda, N. Working Paper arxiv 1802.05139. 2 2018.
Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis [link]Website   bibtex   abstract
From Ecology to Finance (and Back?): A Review on Entropy-Based Null Models for the Analysis of Bipartite Networks. Straka, M., J.; Caldarelli, G.; Squartini, T.; and Saracco, F. Journal of Statistical Physics,1-34. 10 2018.
From Ecology to Finance (and Back?): A Review on Entropy-Based Null Models for the Analysis of Bipartite Networks [link]Website   bibtex   abstract
Multiple structural transitions in interacting networks. Rapisardi, G.; Arenas, A.; Caldarelli, G.; and Cimini, G. Working Paper arxiv 1802.09897. 2 2018.
Multiple structural transitions in interacting networks [link]Website   bibtex   abstract
Entropy-based approach to missing-links prediction. Parisi, F.; Caldarelli, G.; and Squartini, T. Working Paper arxiv 1802.02064. 2 2018.
Entropy-based approach to missing-links prediction [link]Website   bibtex   abstract
Trust and Doubt Terms in Financial Tweets and Periodic Reports. Znidaršič, M.; Smailovi, J.; Gorše, J.; Grčar, M.; Mozetič, I.; and Pollak, S. The First Financial Narrative Processing Workshop,59-65. 2018.
Trust and Doubt Terms in Financial Tweets and Periodic Reports [pdf]Paper   Trust and Doubt Terms in Financial Tweets and Periodic Reports [pdf]Website   bibtex   abstract
A Financial Macro-Network Approach to Climate Policy Evaluation. Stolbova, V.; Monasterolo, I.; and Battiston, S. Ecological Economics, 149: 239-253. 7 2018.
A Financial Macro-Network Approach to Climate Policy Evaluation [link]Website   bibtex
Green Growth Mechanics: The Building Blocks. Steudle, G.; Wolf, S.; Mielke, J.; and Jaeger, C. Working Paper GCF 1-2018, 1/2018. 2018.
Green Growth Mechanics: The Building Blocks [pdf]Website   bibtex   abstract
Entropy-based randomisation of rating networks. Becatti, C.; Caldarelli, G.; and Saracco, F. Working Paper arXiv:1805.00717. 5 2018.
Entropy-based randomisation of rating networks [link]Website   bibtex   abstract
Complexity and heterogeneity in a dynamic network. Lambert, D.; and Vanni, F. Chaos, Solitons and Fractals, 108. 2018.
Complexity and heterogeneity in a dynamic network [link]Website   bibtex   abstract
Unconventional Monetary Policy: Between the Past and Future of Monetary Economics. Guerini, M.; Lamperti, F.; and Mazzocchetti, A. European Journal of Economics and Economic Policy: Intervention, forthcoming. 2018.
Unconventional Monetary Policy: Between the Past and Future of Monetary Economics [pdf]Paper   Unconventional Monetary Policy: Between the Past and Future of Monetary Economics [pdf]Website   bibtex   abstract
The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach. Guerini, M.; Moneta, A.; Napoletano, M.; and Roventini, A. Macroeconomic Dynamics, forthcomin. 2018.
The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach [pdf]Paper   The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach [pdf]Website   bibtex
Climate-finance and climate transition risk: an assessment of China's overseas energy investments portfolio. Monasterolo, I.; Zengh Jiani, I.; and Battiston, S. Journal of China and the World Economy, forthcoming. 2018.
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Some Price Effects of Monetary Shocks in a Network Economy. Mandel, A.; Taghawi, D.; Vipin, -.; and Veetil, P. Working Paper SSRN 2882994. 2018.
Some Price Effects of Monetary Shocks in a Network Economy [pdf]Paper   Some Price Effects of Monetary Shocks in a Network Economy [link]Website   bibtex   abstract
Signaling Trustworthiness in Investments: An Experimental Study. Boulu-Reshef, B.; Kuechle, G.; and Rohland, L. Working Paper SSRN 3190425. 2018.
Signaling Trustworthiness in Investments: An Experimental Study [pdf]Paper   Signaling Trustworthiness in Investments: An Experimental Study [link]Website   bibtex   abstract
Strategic influence in social networks. Grabisch, M.; Mandel, A.; Rusinowska, A.; and Tanimura, E. Mathematics of Operations Research, 43(1). 2018.
Strategic influence in social networks [link]Website   bibtex
Endogenous growth in production networks. Gualdi, S.; and Mandel, A. Journal of Evolutionary Economics. 2018.
Endogenous growth in production networks [link]Website   bibtex
The changing value of the ‘green’ label on the US municipal bond market. Karpf, A.; and Mandel, A. Nature Climate Change. 2018.
The changing value of the ‘green’ label on the US municipal bond market [link]Website   bibtex
The Future of Offshore Dollar Creation: Four Scenarios for the International Monetary System by 2040 IASS Potsdam, in collaboration with Weatherhead Center for International Affairs, Harvard University. Murau, S.; Rini, J.; and Haas, A. Working Paper SSRN 3191786. 2018.
The Future of Offshore Dollar Creation: Four Scenarios for the International Monetary System by 2040 IASS Potsdam, in collaboration with Weatherhead Center for International Affairs, Harvard University [pdf]Paper   The Future of Offshore Dollar Creation: Four Scenarios for the International Monetary System by 2040 IASS Potsdam, in collaboration with Weatherhead Center for International Affairs, Harvard University [link]Website   bibtex   abstract
Offshore Dollar Creation and the Emergence of the post-2008 International Monetary System IASS Potsdam, in collaboration with Weatherhead Center for International Affairs, Harvard University. Murau, S. Working Paper. 2018.
Offshore Dollar Creation and the Emergence of the post-2008 International Monetary System IASS Potsdam, in collaboration with Weatherhead Center for International Affairs, Harvard University [pdf]Paper   bibtex   abstract
Balance-Sheet Based and Unconventional Policies in an Agent-Based Model. Dosi, G.; Guerini, M.; Lamperti, F.; Napoletano, M.; Roventini, A.; and Treibich, T. 2018.
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The Architecture of Power: Patterns of Disruption and Stability in the Global Ownership Network. Glattfelder, J., B.; and Battiston, S. 2018.
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Stock market reactions to international climate negotiations. Schütze, F.; Aleksovski, D.; and Mozetič, I. Paper-Progress. 2018.
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Market volatility and crashes in experimental financial markets with interactions between human subjects and algorithmic traders. Jacob Leal, S.; and Nobuyuki, H. paper-progress. 2018.
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Interconnected Banks and Systemically Important Exposures. Roncoroni, A.; Battiston, S.; D'Errico, M.; Halaj, G.; Kok, C.; Halaj, G.; and Kok, C. Paper-Progress. 2018.
Interconnected Banks and Systemically Important Exposures [pdf]Website   bibtex   abstract
Policy Network Maps: Resolving multidimensional policy issues. Sluban, B.; Balint, T.; Schuetze, F.; Zeytinoglu, H.; Mandel, A.; and Battiston, S. paper-progress. 2018.
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Price and Network Dynamics in the European Carbon Market. Karpf, A.; Mandel, A.; and Battiston, S. Journal of Economic Dynamics and Control, forthcoming. 2018.
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  2017 (51)
Financing Renewable Energy: Who is Financing What and Why it Matters. Mazzucato, M.; and Semieniuk, G. Technological Forecasting and Social Change. 2017.
Financing Renewable Energy: Who is Financing What and Why it Matters [pdf]Paper   Financing Renewable Energy: Who is Financing What and Why it Matters [link]Website   bibtex
Agent-Based Model Exploration and Calibration using Machine Learning Surrogates. Lamperti, F.; Roventini, A.; and Sani, A. Working Paper LEM 2017-11. 2017.
Agent-Based Model Exploration and Calibration using Machine Learning Surrogates [pdf]Website   bibtex   abstract
Bank:sovereign ties against interbank market integration: the case of the Italian segment. Saroyan, S.; and Popoyan, L. Working Paper LEM 2017-02. 2017.
Bank:sovereign ties against interbank market integration: the case of the Italian segment [pdf]Website   bibtex   abstract
Innovation, Finance, and Economic Growth: An Agent-Based Approach. Fagiolo, G.; Giachini, D.; and Roventini, A. Working Paper LEM 2017-30. 2017.
Innovation, Finance, and Economic Growth: An Agent-Based Approach [pdf]Website   bibtex   abstract
Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing. Napoletano, M.; Roventini, A.; and Gaffard, J. Economics, (December). 2017.
Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing [pdf]Website   bibtex   abstract
Pathways towards instability in financial networks. Bardoscia, M.; Battiston, S.; Caccioli, F.; and Caldarelli, G. Nature Communications, (0): 7. 2017.
Pathways towards instability in financial networks [link]Website   bibtex   abstract
Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market. Bottazzi, G.; and Giachini, D. Physica A: Statistical Mechanics and its Applications, 471: 473-479. 2017.
Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market [pdf]Website   bibtex   abstract
Macroeconomic Policy in DSGE and Agent- Based Models Redux: New Developments and Challenges Ahead. Fagiolo, G.; and Roventini, A. Journal of Artificial Societies and Social Simulation. 2017.
Macroeconomic Policy in DSGE and Agent- Based Models Redux: New Developments and Challenges Ahead [pdf]Paper   bibtex   abstract
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation. Serri, M.; Caldarelli, G.; and Cimini, G. Journal of Network Theory in Finance, 3(1): 1-18. 11 2017.
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation [pdf]Website   bibtex   abstract
Modeling confirmation bias and polarization. Del Vicario, M.; Scala, A.; Caldarelli, G.; Stanley, H., E.; and Quattrociocchi, W. Scientific Reports, 7: 40391. 6 2017.
Modeling confirmation bias and polarization [link]Website   bibtex   abstract
Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-complete. Schuldenzucker, S.; Seuken, S.; and Battiston, S. Proceedings of the 8th Innovations in Theoretical Computer Science (ITCS) Conference. 2017.
Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-complete [link]Website   bibtex   abstract
Public financing of innovation: new questions. Mazzucato, M.; and Semieniuk, G. Oxford Review of Economic Policy, 33(1): 24-48. 1 2017.
Public financing of innovation: new questions [link]Website   bibtex   abstract
Inferring monopartite projections of bipartite networks: an entropy-based approach. Saracco, F.; Straka, M., J.; Di Clemente, R.; Gabrielli, A.; Caldarelli, G.; and Squartini, T. New Journal of Physics, 19: 053022. 7 2017.
Inferring monopartite projections of bipartite networks: an entropy-based approach [link]Website   bibtex   abstract
Network reconstruction via density sampling. Squartini, T.; Cimini, G.; Gabrielli, A.; and Garlaschelli, D. Applied Network Science, 2(3): 1-7. 10 2017.
Network reconstruction via density sampling [link]Website   bibtex   abstract
Post Keynesian endogenous money theory: A theoretical and empirical investigation of the credit demand schedule. Deleidi, M. Journal of Post Keynesian Economics,1-25. 2017.
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Equilibria, information and frustration in heterogeneous network games with conflicting preferences. Mazzoli, M.; and Sanchez, A. Working Paper arXiv1706.07181. 2017.
Equilibria, information and frustration in heterogeneous network games with conflicting preferences [link]Website   bibtex
Twitter sentiment around the earnings announcement events. Gabrovšek, P.; Aleksovski, D.; Mozetič, I.; and Miha, G. PLoS ONE. 2017.
Twitter sentiment around the earnings announcement events [pdf]Paper   Twitter sentiment around the earnings announcement events [link]Website   bibtex   abstract
Stance and influence of Twitter users regarding the Brexit referendum. Grčar, M.; Cherepnalkoski, D.; Mozetič, I.; and Kralj Novak, P. Computational Social Networks. 2017.
Stance and influence of Twitter users regarding the Brexit referendum [pdf]Paper   Stance and influence of Twitter users regarding the Brexit referendum [link]Website   bibtex   abstract
A Comparative Study of Performance Estimation Methods for Time Series Forecasting. Cerqueira, V.; Torgo, L.; Smailović, J.; and Mozetic, I. IEEE International Conference on Data Science and Advanced Analytics (DSAA),529-538. 2017.
A Comparative Study of Performance Estimation Methods for Time Series Forecasting [pdf]Paper   A Comparative Study of Performance Estimation Methods for Time Series Forecasting [link]Website   bibtex   abstract
Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model. Popoyan, L.; Napoletano, M.; and Roventini, A. Journal of Economic Behavior and Organization, 134: 117-140. 2017.
Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model [pdf]Paper   Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model [pdf]Website   bibtex   abstract
The emergence of altruism as a social norm. Pereda, M.; Brañas-Garza, P.; Rodr\'\iguez-Lara, I.; and Sánchez, A. Scientific reports, 7(1): 9684. 2017.
The emergence of altruism as a social norm [link]Website   bibtex
Equilibrium characterization of networks under conflicting preferences. Hernández, P.; Mart\'\inez-Cánovas, G.; Muñoz-Herrera, M.; and Sánchez, A. Economics Letters, 155: 154-156. 2017.
Equilibrium characterization of networks under conflicting preferences [pdf]Website   bibtex
Humans expect generosity. Brañas-Garza, P.; Rodr\'\iguez-Lara, I.; and Sánchez, A. Scientific Reports, 7: 42446. 2017.
Humans expect generosity [link]Website   bibtex
Improving transportation networks: Effects of population structure and decision making policies. Pablo-Mart\'\i, F.; and Sánchez, A. Scientific reports, 7(1): 4498. 2017.
Improving transportation networks: Effects of population structure and decision making policies [link]Website   bibtex
The Computational Complexity of Clearing Financial Networks with Credit Default Swaps. Schuldenzucker, S.; Seuken, S.; and Battiston, S. Working Paper arxiv 1710.01578. 2017.
The Computational Complexity of Clearing Financial Networks with Credit Default Swaps [link]Website   bibtex   abstract