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Fabio Caccioli

Identifiers

  • name variant Fabio Caccioli 0.60 · backfill

Papers (35)

  1. Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets q-fin.TR · 2026 · author #4
  2. Data-Driven Malaria Prevalence Prediction in Large Densely-Populated Urban Holoendemic sub-Saharan West Africa: Harnessing Machine Learning Approaches and 22-years of Prospectively Collected Data cs.LG · 2019 · author #4
  3. Reciprocity and success in academic careers physics.soc-ph · 2018 · author #3
  4. Quantification of systemic risk from overlapping portfolios in the financial system q-fin.RM · 2018 · author #3
  5. Network models of financial systemic risk: A review q-fin.RM · 2017 · author #1
  6. Analytic approach to variance optimization under an $\ell_1$ constraint q-fin.PM · 2017 · author #3
  7. The effect of heterogeneity on financial contagion due to overlapping portfolios q-fin.GN · 2017 · author #2
  8. Reverse stress testing interbank networks q-fin.RM · 2017 · author #2
  9. Relation between regional uncertainty spillovers in the global banking system q-fin.ST · 2017 · author #2
  10. Analytic solution to variance optimization with no short-selling q-fin.PM · 2016 · author #3
  11. Replica approach to mean-variance portfolio optimization q-fin.PM · 2016 · author #2
  12. Excess reciprocity distorts reputation in online social networks physics.soc-ph · 2016 · author #2
  13. Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization q-fin.PM · 2016 · author #2
  14. Pathways towards instability in financial networks q-fin.RM · 2016 · author #3
  15. Distress propagation in complex networks: the case of non-linear DebtRank q-fin.RM · 2015 · author #2
  16. Emergence of strongly connected giant components in continuum disk-spin percolation cond-mat.stat-mech · 2015 · author #3
  17. Optimal growth trajectories with finite carrying capacity q-fin.PM · 2015 · author #3
  18. Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error q-fin.RM · 2015 · author #1
  19. Taming the Basel Leverage Cycle q-fin.EC · 2015 · author #2
  20. DebtRank: A microscopic foundation for shock propagation q-fin.RM · 2015 · author #3
  21. Contour map of estimation error for Expected Shortfall q-fin.RM · 2015 · author #2
  22. $L_p$ regularized portfolio optimization q-fin.PM · 2014 · author #1
  23. How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network q-fin.GN · 2013 · author #1
  24. Stability analysis of financial contagion due to overlapping portfolios q-fin.GN · 2012 · author #1
  25. Voter models with conserved dynamics cond-mat.stat-mech · 2012 · author #1
  26. A proposal for impact-adjusted valuation: Critical leverage and execution risk q-fin.GN · 2012 · author #1
  27. Heterogeneity, correlations and financial contagion q-fin.GN · 2011 · author #1
  28. Strong Noise Effects in one-dimensional Neutral Populations cond-mat.stat-mech · 2010 · author #2
  29. Dynamic facilitation picture of a higher-order glass singularity cond-mat.dis-nn · 2010 · author #3
  30. On information efficiency and financial stability q-fin.TR · 2010 · author #1
  31. Optimal Liquidation Strategies Regularize Portfolio Selection q-fin.PM · 2010 · author #1
  32. Critical fluctuations in spatial complex networks cond-mat.stat-mech · 2009 · author #2
  33. Eroding market stability by proliferation of financial instruments q-fin.TR · 2009 · author #1
  34. Random Matrix approach to collective behavior and bulk universality in protein dynamics q-bio.QM · 2009 · author #2
  35. Ising model with memory: coarsening and persistence properties cond-mat.stat-mech · 2008 · author #1

Mentions

  • 1404.4040 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 1306.3704 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 1210.5987 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 1208.2050 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 1204.0922 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 1109.1213 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 1012.1209 #2 · backfill · confidence 0.70 Fabio Caccioli
  • 1009.6221 #3 · backfill · confidence 0.70 Fabio Caccioli
  • 1004.5014 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 1004.4169 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 0912.0639 #2 · backfill · confidence 0.70 Fabio Caccioli
  • 0910.0064 #1 · backfill · confidence 0.70 Fabio Caccioli
  • 0907.5164 #2 · backfill · confidence 0.70 Fabio Caccioli
  • 0804.1462 #1 · backfill · confidence 0.70 Fabio Caccioli

Frequent Coauthors