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Stanislao Gualdi

Researcher at Capital Fund Management

Publications -  43
Citations -  798

Stanislao Gualdi is an academic researcher from Capital Fund Management. The author has contributed to research in topics: Portfolio & Inflation. The author has an hindex of 13, co-authored 43 publications receiving 677 citations. Previous affiliations of Stanislao Gualdi include CentraleSupélec & University of Fribourg.

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Temporal effects in the growth of networks.

TL;DR: It is shown that to explain the growth of the citation network by preferential attachment, one has to accept that individual nodes exhibit heterogeneous fitness values that decay with time, which makes the model an apt candidate for modeling a wide range of real systems.
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Tipping points in macroeconomic Agent-Based models

TL;DR: In this article, the authors explore the possible types of phenomena that simple macroeconomic agent-based models (ABMs) can reproduce and propose a methodology, inspired by statistical physics, that characterizes a model through its phase diagram in the space of parameters.
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Statistically validated network of portfolio overlaps and systemic risk

TL;DR: In this paper, the authors propose a method to assess the statistical significance of the overlap between heterogeneously diversified portfolios, which they use to build a validated network of financial institutions where links indicate potential contagion channels.
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Statistically validated network of portfolio overlaps and systemic risk

TL;DR: It is shown that market trends tend to be amplified in the portfolios identified by the algorithm, such that it is possible to have an informative signal about institutions that are about to suffer (enjoy) the most significant losses (gains).
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Endogenous crisis waves: stochastic model with synchronized collective behavior.

TL;DR: A simple framework to understand commonly observed crisis waves in macroeconomic Agent Based models, that is also relevant to a variety of other physical or biological situations where synchronization occurs, is proposed.