1. Analytic solution to variance optimization with no short positions. (12th December 2017) Authors: Kondor, Imre; Papp, Gábor; Caccioli, Fabio Journal: Journal of statistical mechanics Issue: (2017:Dec.) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Complexity in Neural and Financial Systems: From Time-Series to Networks. (24th April 2018) Authors: Squartini, Tiziano; Gabrielli, Andrea; Garlaschelli, Diego; Gili, Tommaso; Bifone, Angelo; Caccioli, Fabio Journal: Complexity Issue: Volume 2018(2018) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Emergence of giant strongly connected components in continuum disk-spin percolation. (25th May 2016) Authors: Caravelli, Francesco; Bardoscia, Marco; Caccioli, Fabio Journal: Journal of statistical mechanics Issue: (2016:May) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Epidemic oscillations induced by social network control. (27th January 2022) Authors: Caccioli, Fabio; De Martino, Daniele Journal: Journal of statistical mechanics Issue: (2022:Jan.) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Network valuation in financial systems. (1st June 2020) Authors: Barucca, Paolo; Bardoscia, Marco; Caccioli, Fabio; D'Errico, Marco; Visentin, Gabriele; Caldarelli, Guido; Battiston, Stefano Journal: Mathematical finance Issue: Volume 30:Number 4(2020) Page Start: 1181 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Portfolio optimization under Expected Shortfall: contour maps of estimation error. Issue 8 (3rd August 2018) Authors: Caccioli, Fabio; Kondor, Imre; Papp, Gábor Journal: Quantitative finance Issue: Volume 18:Issue 8(2018) Page Start: 1295 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Quantifying impact and response in markets using information filtering networks. (1st June 2022) Authors: Seabrook, Isobel; Caccioli, Fabio; Aste, Tomaso Journal: Journal of physics Issue: Volume 3:Number 2(2022) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Replica approach to mean-variance portfolio optimization. (22nd December 2016) Authors: Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre Journal: Journal of statistical mechanics Issue: (2016:Dec.) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Reverse stress testing interbank networks. Issue 1 (December 2017) Authors: Grigat, Daniel; Caccioli, Fabio Journal: Scientific reports Issue: Volume 7:Issue 1(2017) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗