Domenico Di Gangi

Scuola Normale Superiore

Piazza dei Cavalieri, 7

Pisa, Pi 56126

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

241

CITATIONS

0

Scholarly Papers (2)

1.

Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network Reconstruction

Number of pages: 41 Posted: 04 Aug 2015 Last Revised: 23 Jun 2018
Domenico Di Gangi, Fabrizio Lillo and Davide Pirino
Scuola Normale Superiore, Università di Bologna and Department of Economics and Finance, University of Rome "Tor Vergata"
Downloads 238 (126,798)
Citation 3

Abstract:

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systemic risk, maximum entropy, fire-sales, bank vulnerability, bank systemicness,matrix balancing, weighted configuration model

2.

Score-Driven Exponential Random Graphs: A New Class of Time-Varying Parameter Models for Dynamical Networks

Number of pages: 34 Posted: 12 Jun 2019
Domenico Di Gangi, Giacomo Bormetti and Fabrizio Lillo
Scuola Normale Superiore, University of Bologna - Department of Mathematics and Università di Bologna
Downloads 3 (620,475)

Abstract:

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temporal networks, ERGM, exponential random graphs, score, observation driven, link prediction