Guido Caldarelli

IMT Alti Studi Lucca

Professor

Piazza San Francesco 19

Lucca, 55100

Italy

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 24,335

in Total Papers Downloads

1,899

CITATIONS
Rank 3,568

SSRN RANKINGS

Top 3,568

in Total Papers Citations

147

Scholarly Papers (5)

1.

The Price of Complexity in Financial Networks

Columbia Business School Research Paper No. 15-49
Number of pages: 28 Posted: 15 Apr 2015 Last Revised: 02 Nov 2015
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Oxford, Massachusetts Institute of Technology (MIT) and Columbia Business School - Finance and Economics
Downloads 873 (25,982)
Citation 22

Abstract:

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financial markets, systemic risk, complex systems, computational social science

2.

Network Valuation in Financial Systems

Number of pages: 26 Posted: 16 Jun 2016 Last Revised: 29 Jul 2016
University of Zurich - Department of Banking and Finance, Bank of England, University College London - Financial Computing and Analytics Group, Department of Computer Science, University of Zurich, University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and IMT Alti Studi Lucca
Downloads 452 (62,004)
Citation 16

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Interbank Claim Valuation; Network Valuation; Financial Network; Systemic Risk; Credit Risk; Default; Contagion

3.

A Network Analysis of the Italian Overnight Money Market

Number of pages: 22 Posted: 09 Nov 2005
City University London - Department of Economics, University of L'Aquila - Department of Physics, Kings College, London - Department of Mathematics, SDA Bocconi and IMT Alti Studi Lucca
Downloads 297 (100,640)
Citation 112

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4.

Leveraging the Network: A Stress-Test Framework Based on DebtRank

Number of pages: 27 Posted: 27 Feb 2015 Last Revised: 23 Feb 2016
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Zurich and School of Public Policy, University College London
Downloads 222 (135,863)
Citation 23

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Systemic risk, financial networks, contagion, balance-sheets, stress-tests

5.

Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics

Number of pages: 24 Posted: 06 Dec 2015 Last Revised: 16 Dec 2015
IMT Institute for Advanced Studies, Yahoo! - Yahoo! Research Labs, University of Bologna - Department of Mathematics, IMT Alti Studi Lucca, Università di Bologna and List Group
Downloads 55 (367,464)
Citation 1

Abstract:

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financial markets, complex systems, data science, computational social science