All Posts By

Francesco Pierangeli

Research Papers
April 18, 2017

The Detection Of Emerging Trends Using Wikipedia Traffic Data And Context Networks

Abstract Can online media predict new and emerging trends, since there is a relationship between trends in society and their representation in online systems? While…
Read More
Research Papers
April 18, 2017

Networks: An Introduction

Abstract This is an introduction to the special issue titled “Networks of networks” that is in the making at Chaos, Solitons & Fractals. Recent research…
Read More
Research Papers
April 18, 2017

Dynamical Macroprudential Stress Testing Using Network Theory

Abstract The increasing frequency and scope of financial crises have made global financial stability one of the major concerns of economic policy and decision makers.…
Read More
Research Papers
April 18, 2017

Dependency Relations Among International Stock Market Indices

Abstract We develop networks of international stock market indices using information and correlation based measures. We use 83 stock market indices of a diversity of…
Read More
Research Papers
April 18, 2017

Network Science: A Useful Tool In Economics And Finance

Abstract The increasing frequency and scope of financial crises has made global financial stability one of the major concerns of economic policy and decision makers.…
Read More
Research Papers
April 18, 2017

Sector Dominance Ratio Analysis Of Financial Markets

Abstract In this paper we present a new measure to investigate the functional structure of financial markets, the Sector Dominance Ratio (SDR). We study the…
Read More
Research Papers
April 18, 2017

Can Online Media Predict Emerging Trends? Google Versus Wikipedia

Abstract Can online media predict new and emerging trends? The underlying assumption is that a direct relationship exists between trends in emerging technological and social…
Read More
Research Papers
April 18, 2017

Cascading Failures In Interdependent Economic Networks

Abstract Throughout the past decade, there has been a significant advance in understanding the structure and function of networks, and mathematical models of networks are…
Read More
Research Papers
April 18, 2017

Systemic Risk And Causality Dynamics Of The World International Shipping Market

Abstract Various studies have reported that many economic systems have been exhibiting an increase in the correlation between different market sectors, a factor that exacerbates…
Read More
Research Papers
April 18, 2017

Vulnerability Of Network Of Networks

Abstract Our dependence on networks – be they infrastructure, economic, social or others – leaves us prone to crises caused by the vulnerabilities of these…
Read More