Via Giuseppe Moruzzi, 1
National Research Council (CNR) - "Alessandro Faedo" Institute of Information Science and Technology (ISTI)
systemic risk, maximum entropy, fire-sales, bank vulnerability, bank systemicness,matrix balancing, weighted configuration model
Gilt cash and futures markets, price discovery, network analysis, financial stability, resilience.
temporal networks, ERGM, exponential random graphs, score, observation driven, link prediction
Temporal Networks, Weighted Networks, Score Driven Models, Interbank Market
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ﬁnancial networks, systemic risk and contagion, DebtRank, network reconstruction, mesoscale structure
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