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ORCIDPaolo Barucca
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2020 – today
- 2024
[i23]Leonardo Ferreira, Fernando Metz, Paolo Barucca:
Random matrix ensemble for the covariance matrix of Ornstein-Uhlenbeck processes with heterogeneous temperatures. CoRR abs/2409.01262 (2024)- 2023
- [j11]Fatih Ozhamaratli
, Paolo Barucca:
Heterogeneous Retirement Savings Strategy Selection with Reinforcement Learning. Entropy 25(7): 977 (2023) - [c3]Fatih Ozhamaratli, Paolo Barucca:
Multi-agent Financial Systems with RL: A Pension Ecosystem Case. MABS 2023: 58-79 - 2022
- [j10]Gabriel Borrageiro, Nick Firoozye, Paolo Barucca:
Reinforcement Learning for Systematic FX Trading. IEEE Access 10: 5024-5036 (2022) - [j9]Gabriel Borrageiro, Nick Firoozye, Paolo Barucca:
The Recurrent Reinforcement Learning Crypto Agent. IEEE Access 10: 38590-38599 (2022) - [j8]Jeremy D. Turiel, Paolo Barucca, Tomaso Aste:
Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk. Entropy 24(10): 1482 (2022) - [j7]Fatih Ozhamaratli, Oleg Kitov, Paolo Barucca:
A generative model for age and income distribution. EPJ Data Sci. 11(1): 4 (2022) - [j6]Edoardo Fadda, Junda He, Claudio J. Tessone, Paolo Barucca:
Consensus formation on heterogeneous networks. EPJ Data Sci. 11(1): 34 (2022) - [j5]Zexuan Yin, Paolo Barucca:
Deep recurrent modelling of Granger causality with latent confounding. Expert Syst. Appl. 207: 118036 (2022) - [c2]Gabriel Francisco Borrageiro, Nick Firoozye, Paolo Barucca:
Sequential asset ranking in nonstationary time series. ICAIF 2022: 454-462 - [i22]Gabriel Borrageiro, Nick Firoozye, Paolo Barucca:
The Recurrent Reinforcement Learning Crypto Agent. CoRR abs/2201.04699 (2022) - [i21]Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli:
Structural importance and evolution: an application to financial transaction networks. CoRR abs/2201.10620 (2022) - [i20]Zexuan Yin, Paolo Barucca:
Neural Generalised AutoRegressive Conditional Heteroskedasticity. CoRR abs/2202.11285 (2022) - [i19]Zexuan Yin, Paolo Barucca:
Deep Recurrent Modelling of Granger Causality with Latent Confounding. CoRR abs/2202.11286 (2022) - [i18]Gabriel Borrageiro, Nick Firoozye, Paolo Barucca:
Sequential Asset Ranking within Nonstationary Time Series. CoRR abs/2202.12186 (2022) - [i17]Zexuan Yin, Paolo Barucca:
Variational Heteroscedastic Volatility Model. CoRR abs/2204.05806 (2022) - [i16]Fatih Ozhamaratli, Paolo Barucca:
Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement. CoRR abs/2206.05835 (2022) - [i15]Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli:
Modelling Equity Transaction Networks as Bursty Processes. CoRR abs/2207.13696 (2022) - 2021
- [j4]Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli:
Evaluating structural edge importance in temporal networks. EPJ Data Sci. 10(1): 23 (2021) - [c1]Zexuan Yin, Paolo Barucca:
Stochastic Recurrent Neural Network for Multistep Time Series Forecasting. ICONIP (1) 2021: 14-26 - [i14]Marco Bardoscia, Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini, Guido Caldarelli:
The Physics of Financial Networks. CoRR abs/2103.05623 (2021) - [i13]Gabriel Borrageiro, Nick Firoozye, Paolo Barucca:
Online Learning with Radial Basis Function Networks. CoRR abs/2103.08414 (2021) - [i12]Zexuan Yin, Paolo Barucca:
Stochastic Recurrent Neural Network for Multistep Time Series Forecasting. CoRR abs/2104.12311 (2021) - [i11]Gabriel Borrageiro, Nick Firoozye, Paolo Barucca:
Reinforcement Learning for Systematic FX Trading. CoRR abs/2110.04745 (2021) - [i10]Edoardo Fadda, Junda He, Claudio J. Tessone, Paolo Barucca:
Consensus formation on heterogeneous networks. CoRR abs/2111.11949 (2021) - 2020
- [j3]Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari:
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. Eur. J. Oper. Res. 281(1): 50-65 (2020) - [i9]Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli:
Evaluating structural edge importance in temporal networks. CoRR abs/2012.12883 (2020)
2010 – 2019
- 2019
- [i8]Paolo Barucca:
Spectral density of equitable core-periphery graphs. CoRR abs/1904.00460 (2019) - 2018
- [j2]Paolo Barucca, Fabrizio Lillo:
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. Comput. Manag. Sci. 15(1): 33-53 (2018) - [j1]Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi:
Network models of financial systemic risk: a review. J. Comput. Soc. Sci. 1(1): 81-114 (2018) - [i7]Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari:
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. CoRR abs/1801.00185 (2018) - 2017
- [i6]Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari:
Detectability thresholds in networks with dynamic link and community structure. CoRR abs/1701.05804 (2017) - [i5]Paolo Barucca, Guido Caldarelli, Tiziano Squartini:
Tackling information asymmetry in networks: a new entropy-based ranking index. CoRR abs/1710.09656 (2017) - 2016
- [i4]Elisa Letizia, Paolo Barucca, Fabrizio Lillo:
Detectability of ranking hierarchies in directed networks. CoRR abs/1608.06135 (2016) - [i3]Paolo Barucca:
Spectral partitioning in random regular blockmodels. CoRR abs/1610.02668 (2016) - 2015
- [i2]Paolo Barucca, Daniele Tantari, Fabrizio Lillo:
Centrality metrics and localization in core-periphery networks. CoRR abs/1510.01116 (2015) - 2014
- [i1]Paolo Barucca, Jacopo Rocchi, Enzo Marinari, Giorgio Parisi, Federico Ricci-Tersenghi:
Cross correlations of the American baby names. CoRR abs/1410.2771 (2014)
Coauthor Index
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last updated on 2024-10-22 20:12 CEST by the dblp team
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