Paolo Barucca - RankMe

44 papers C 1Journal 38Unranked 5

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Maximum entropy temporal networks. CoRR Paolo Barucca
2025	J	`jnl`	Parsimonious Hawkes Processes for temporal networks modelling. CoRR Yuwei Zhu, Paolo Barucca
2025	—	`conf`	Probability‑Density‑Consistent Physics-Informed Neural Networks for Stochastic Local Volatility Model Calibration. ICAIF Kentaro Hoshisashi, Carolyn Elizabeth Phelan, Paolo Barucca
2024	J	`jnl`	Granger Causality Detection with Kolmogorov-Arnold Networks. CoRR Hongyu Lin, Mohan Ren, Paolo Barucca, Tomaso Aste
2024	J	`jnl`	How the interplay between power concentration, competition, and propagation affects the resource efficiency of distributed ledgers. CoRR Paolo Barucca, Carlo Campajola, Jiahua Xu
2024	J	`jnl`	Random matrix ensemble for the covariance matrix of Ornstein-Uhlenbeck processes with heterogeneous temperatures. CoRR Leonardo Ferreira, Fernando Metz, Paolo Barucca
2024	—	`conf`	Whack-a-mole Learning: Physics- Informed Deep Calibration for Implied Volatility Surface. CIFEr Kentaro Hoshisashi, Carolyn E. Phelan, Paolo Barucca
2024	—	`conf`	Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface. ICAIF Kentaro Hoshisashi, Carolyn E. Phelan, Paolo Barucca
2023	J	`jnl`	Heterogeneous Retirement Savings Strategy Selection with Reinforcement Learning. Entropy Fatih Ozhamaratli, Paolo Barucca
2023	C	`conf`	Multi-agent Financial Systems with RL: A Pension Ecosystem Case. MABS Fatih Ozhamaratli, Paolo Barucca
2022	J	`jnl`	A generative model for age and income distribution. EPJ Data Sci. Fatih Ozhamaratli, Oleg Kitov, Paolo Barucca
2022	J	`jnl`	Consensus formation on heterogeneous networks. EPJ Data Sci. Edoardo Fadda, Junda He, Claudio J. Tessone, Paolo Barucca
2022	J	`jnl`	Deep Recurrent Modelling of Granger Causality with Latent Confounding. CoRR Zexuan Yin, Paolo Barucca
2022	J	`jnl`	Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement. CoRR Fatih Ozhamaratli, Paolo Barucca
2022	J	`jnl`	Deep recurrent modelling of Granger causality with latent confounding. Expert Syst. Appl. Zexuan Yin, Paolo Barucca
2022	J	`jnl`	Modelling Equity Transaction Networks as Bursty Processes. CoRR Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli
2022	J	`jnl`	Neural Generalised AutoRegressive Conditional Heteroskedasticity. CoRR Zexuan Yin, Paolo Barucca
2022	J	`jnl`	Reinforcement Learning for Systematic FX Trading. IEEE Access Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
2022	J	`jnl`	Sequential Asset Ranking within Nonstationary Time Series. CoRR Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
2022	—	`conf`	Sequential asset ranking in nonstationary time series. ICAIF Gabriel Francisco Borrageiro, Nick Firoozye, Paolo Barucca
2022	J	`jnl`	Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk. Entropy Jeremy D. Turiel, Paolo Barucca, Tomaso Aste
2022	J	`jnl`	Structural importance and evolution: an application to financial transaction networks. CoRR Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli
2022	J	`jnl`	The Recurrent Reinforcement Learning Crypto Agent. IEEE Access Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
2022	J	`jnl`	The Recurrent Reinforcement Learning Crypto Agent. CoRR Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
2022	J	`jnl`	Variational Heteroscedastic Volatility Model. CoRR Zexuan Yin, Paolo Barucca
2021	J	`jnl`	Consensus formation on heterogeneous networks. CoRR Edoardo Fadda, Junda He, Claudio J. Tessone, Paolo Barucca
2021	J	`jnl`	Evaluating structural edge importance in temporal networks. EPJ Data Sci. Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli
2021	J	`jnl`	Online Learning with Radial Basis Function Networks. CoRR Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
2021	J	`jnl`	Reinforcement Learning for Systematic FX Trading. CoRR Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
2021	—	`conf`	Stochastic Recurrent Neural Network for Multistep Time Series Forecasting. ICONIP (1) Zexuan Yin, Paolo Barucca
2021	J	`jnl`	Stochastic Recurrent Neural Network for Multistep Time Series Forecasting. CoRR Zexuan Yin, Paolo Barucca
2021	J	`jnl`	The Physics of Financial Networks. CoRR Marco Bardoscia, Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini, Guido Caldarelli
2020	J	`jnl`	A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. Eur. J. Oper. Res. Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari
2020	J	`jnl`	Evaluating structural edge importance in temporal networks. CoRR Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli
2019	J	`jnl`	Spectral density of equitable core-periphery graphs. CoRR Paolo Barucca
2018	J	`jnl`	A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. CoRR Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari
2018	J	`jnl`	Network models of financial systemic risk: a review. J. Comput. Soc. Sci. Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi
2018	J	`jnl`	The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. Comput. Manag. Sci. Paolo Barucca, Fabrizio Lillo
2017	J	`jnl`	Detectability thresholds in networks with dynamic link and community structure. CoRR Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari
2017	J	`jnl`	Tackling information asymmetry in networks: a new entropy-based ranking index. CoRR Paolo Barucca, Guido Caldarelli, Tiziano Squartini
2016	J	`jnl`	Detectability of ranking hierarchies in directed networks. CoRR Elisa Letizia, Paolo Barucca, Fabrizio Lillo
2016	J	`jnl`	Spectral partitioning in random regular blockmodels. CoRR Paolo Barucca
2015	J	`jnl`	Centrality metrics and localization in core-periphery networks. CoRR Paolo Barucca, Daniele Tantari, Fabrizio Lillo
2014	J	`jnl`	Cross correlations of the American baby names. CoRR Paolo Barucca, Jacopo Rocchi, Enzo Marinari, Giorgio Parisi, Federico Ricci-Tersenghi