Lecturer, Department of Computer Science, UCL
Fabio Caccioli is a lecturer in the Department of Computer Science at University College London. He was previously a research associate in the Centre for Risk Studies, University of Cambridge, and a postdoctoral fellow at the Santa Fe Institute (Santa Fe, US). Fabio holds a PhD in Statistical Physics from the International School for Advanced Studies (Trieste, Italy).
Network valuation in financial systems, 2016, Available at SSRN 2795583.
Pathways towards instability in financial networks, 2016, arXiv preprint arXiv:1602.05883.
Foundations of complex-system theories: in economics, evolutionary biology, and statistical physics, 1999.
Emergence of giant strongly connected components in continuum disk-spin percolation, 2016, Journal of Statistical Mechanics: Theory and Experiment.
DebtRank: A microscopic foundation for shock propagation, 2015, PloS one.
The social climbing game, 2013, Journal of Statistical Physics.