Our papers are the official record of our discoveries. They allow others to build on and apply our work. Each one is the result of many months of research, so we make a special effort to make our papers clear, inspiring and beautiful, and publish them in leading journals.

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  • Citations
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  • Author
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  • T. FinkT. Fink
  • O. GamayunO. Gamayun
  • A. EsterovA. Esterov
  • Y. HeY. He
  • F. SheldonF. Sheldon
  • A. V. KosyakA. V. Kosyak
  • A. OchirovA. Ochirov
  • E. SobkoE. Sobko
  • M. BurtsevM. Burtsev
  • M. ReevesM. Reeves
  • I. ShkredovI. Shkredov
  • G. CaldarelliG. Caldarelli
  • R. HannamR. Hannam
  • F. CaravelliF. Caravelli
  • A. CoolenA. Coolen
  • O. DahlstenO. Dahlsten
  • A. MozeikaA. Mozeika
  • M. BardosciaM. Bardoscia
  • P. BaruccaP. Barucca
  • M. RowleyM. Rowley
  • I. TeimouriI. Teimouri
  • F. AntenucciF. Antenucci
  • A. ScalaA. Scala
  • R. FarrR. Farr
  • A. ZegaracA. Zegarac
  • S. SebastioS. Sebastio
  • B. BollobásB. Bollobás
  • F. LafondF. Lafond
  • D. FarmerD. Farmer
  • C. PickardC. Pickard
  • T. ReevesT. Reeves
  • J. BlundellJ. Blundell
  • A. GallagherA. Gallagher
  • M. PrzykuckiM. Przykucki
  • P. SmithP. Smith
  • L. PietroneroL. Pietronero
  • The physics of financial networks

    Network theory

    MBM. BardosciaPBP. BaruccaSBFCGC... Nature Reviews Physics

    Physics of financial networks

    Statistical physics contributes to new models and metrics for the study of financial network structure, dynamics, stability and instability.

  • Common asset holdings and systemic vulnerability across multiple types of financial institution

    Economic complexity

    PBP. BaruccaTMLS Journal of Financial Stability

    Channels of contagion

    Fire sales of common asset holdings can whip through a channel of contagion between banks, insurance companies and investments funds.

  • Network valuation in financial systems

    Financial markets

    PBP. BaruccaMBM. BardosciaFCMDGV... Mathematical Finance

    Network valuation in finance

    Consistent valuation of interbank claims within an interconnected financial system can be found with a recursive update of banks' equities.

  • Degree-correlations in a bursting dynamic network model

    Network theory

    FVPBP. Barucca Journal of Economic Interaction and Coordination

    Bursting dynamic networks

    A mathematical model captures the temporal and steady state behaviour of networks whose two sets of nodes either generate or destroy links.

  • Complex networks

    Journal of Statistical Physics

    Information asymmetry

    Network users who have access to the network’s most informative node, as quantified by a novel index, the InfoRank, have a competitive edge.

  • Neurocomputing

    European Physical Journal B

    Solvable memristive circuits

    Exact solutions for the dynamics of interacting memristors predict whether they relax to higher or lower resistance states given random initialisations.

  • Financial networks

    PLoS ONE

    Hierarchies in directed networks

    An iterative version of a method to identify hierarchies and rankings of nodes in directed networks can partly overcome its resolution limit.

  • Graph theory

    Journal of Physics A

    Exactly solvable random graphs

    An explicit analytical solution reproduces the main features of random graph ensembles with many short cycles under strict degree constraints.

  • Financial networks

    Computational Management Science

    The interbank network

    The large-scale structure of the interbank network changes drastically in times of crisis due to the effect of measures from central banks.

  • Financial risk

    Journal of Computational Social Science

    Modelling financial systemic risk

    Complex networks model the links between financial institutions and how these channels can transition from diversifying to propagating risk.

  • Complex systems

    Journal of Statistical Mechanics

    Disentangling links in networks

    Inference from single snapshots of temporal networks can misleadingly group communities if the links between snapshots are correlated.

  • Graph theory

    Physical Review E

    Spectral partitioning

    The spectral density of graph ensembles provides an exact solution to the graph partitioning problem and helps detect community structure.

SWR