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BibTeX records: Paolo Barucca
@article{DBLP:journals/entropy/OzhamaratliB23, author = {Fatih Ozhamaratli and Paolo Barucca}, title = {Heterogeneous Retirement Savings Strategy Selection with Reinforcement Learning}, journal = {Entropy}, volume = {25}, number = {7}, pages = {977}, year = {2023}, url = {https://doi.org/10.3390/e25070977}, doi = {10.3390/E25070977}, timestamp = {Sat, 13 Jan 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/entropy/OzhamaratliB23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/access/BorrageiroFB22, author = {Gabriel Borrageiro and Nick Firoozye and Paolo Barucca}, title = {Reinforcement Learning for Systematic {FX} Trading}, journal = {{IEEE} Access}, volume = {10}, pages = {5024--5036}, year = {2022}, url = {https://doi.org/10.1109/ACCESS.2021.3139510}, doi = {10.1109/ACCESS.2021.3139510}, timestamp = {Tue, 08 Feb 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/access/BorrageiroFB22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/access/BorrageiroFB22a, author = {Gabriel Borrageiro and Nick Firoozye and Paolo Barucca}, title = {The Recurrent Reinforcement Learning Crypto Agent}, journal = {{IEEE} Access}, volume = {10}, pages = {38590--38599}, year = {2022}, url = {https://doi.org/10.1109/ACCESS.2022.3166599}, doi = {10.1109/ACCESS.2022.3166599}, timestamp = {Wed, 27 Apr 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/access/BorrageiroFB22a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/entropy/TurielBA22, author = {Jeremy D. Turiel and Paolo Barucca and Tomaso Aste}, title = {Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk}, journal = {Entropy}, volume = {24}, number = {10}, pages = {1482}, year = {2022}, url = {https://doi.org/10.3390/e24101482}, doi = {10.3390/E24101482}, timestamp = {Wed, 07 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/entropy/TurielBA22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/epjds/OzhamaratliKB22, author = {Fatih Ozhamaratli and Oleg Kitov and Paolo Barucca}, title = {A generative model for age and income distribution}, journal = {{EPJ} Data Sci.}, volume = {11}, number = {1}, pages = {4}, year = {2022}, url = {https://doi.org/10.1140/epjds/s13688-022-00317-x}, doi = {10.1140/EPJDS/S13688-022-00317-X}, timestamp = {Sat, 09 Apr 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/epjds/OzhamaratliKB22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/epjds/FaddaHTB22, author = {Edoardo Fadda and Junda He and Claudio J. Tessone and Paolo Barucca}, title = {Consensus formation on heterogeneous networks}, journal = {{EPJ} Data Sci.}, volume = {11}, number = {1}, pages = {34}, year = {2022}, url = {https://doi.org/10.1140/epjds/s13688-022-00347-5}, doi = {10.1140/EPJDS/S13688-022-00347-5}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/epjds/FaddaHTB22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/eswa/YinB22, author = {Zexuan Yin and Paolo Barucca}, title = {Deep recurrent modelling of Granger causality with latent confounding}, journal = {Expert Syst. Appl.}, volume = {207}, pages = {118036}, year = {2022}, url = {https://doi.org/10.1016/j.eswa.2022.118036}, doi = {10.1016/J.ESWA.2022.118036}, timestamp = {Mon, 24 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/eswa/YinB22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/icaif/BorrageiroFB22, author = {Gabriel Francisco Borrageiro and Nick Firoozye and Paolo Barucca}, editor = {Daniele Magazzeni and Senthil Kumar and Rahul Savani and Renyuan Xu and Carmine Ventre and Blanka Horvath and Ruimeng Hu and Tucker Balch and Francesca Toni}, title = {Sequential asset ranking in nonstationary time series}, booktitle = {3rd {ACM} International Conference on {AI} in Finance, {ICAIF} 2022, New York, NY, USA, November 2-4, 2022}, pages = {454--462}, publisher = {{ACM}}, year = {2022}, url = {https://doi.org/10.1145/3533271.3561666}, doi = {10.1145/3533271.3561666}, timestamp = {Tue, 21 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/conf/icaif/BorrageiroFB22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2201-04699, author = {Gabriel Borrageiro and Nick Firoozye and Paolo Barucca}, title = {The Recurrent Reinforcement Learning Crypto Agent}, journal = {CoRR}, volume = {abs/2201.04699}, year = {2022}, url = {https://arxiv.org/abs/2201.04699}, eprinttype = {arXiv}, eprint = {2201.04699}, timestamp = {Sat, 09 Apr 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2201-04699.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2201-10620, author = {Isobel E. Seabrook and Paolo Barucca and Fabio Caccioli}, title = {Structural importance and evolution: an application to financial transaction networks}, journal = {CoRR}, volume = {abs/2201.10620}, year = {2022}, url = {https://arxiv.org/abs/2201.10620}, eprinttype = {arXiv}, eprint = {2201.10620}, timestamp = {Tue, 01 Feb 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/corr/abs-2201-10620.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2202-11285, author = {Zexuan Yin and Paolo Barucca}, title = {Neural Generalised AutoRegressive Conditional Heteroskedasticity}, journal = {CoRR}, volume = {abs/2202.11285}, year = {2022}, url = {https://arxiv.org/abs/2202.11285}, eprinttype = {arXiv}, eprint = {2202.11285}, timestamp = {Wed, 02 Mar 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/corr/abs-2202-11285.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2202-11286, author = {Zexuan Yin and Paolo Barucca}, title = {Deep Recurrent Modelling of Granger Causality with Latent Confounding}, journal = {CoRR}, volume = {abs/2202.11286}, year = {2022}, url = {https://arxiv.org/abs/2202.11286}, eprinttype = {arXiv}, eprint = {2202.11286}, timestamp = {Wed, 02 Mar 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/corr/abs-2202-11286.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2202-12186, author = {Gabriel Borrageiro and Nick Firoozye and Paolo Barucca}, title = {Sequential Asset Ranking within Nonstationary Time Series}, journal = {CoRR}, volume = {abs/2202.12186}, year = {2022}, url = {https://arxiv.org/abs/2202.12186}, eprinttype = {arXiv}, eprint = {2202.12186}, timestamp = {Wed, 02 Mar 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/corr/abs-2202-12186.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2204-05806, author = {Zexuan Yin and Paolo Barucca}, title = {Variational Heteroscedastic Volatility Model}, journal = {CoRR}, volume = {abs/2204.05806}, year = {2022}, url = {https://doi.org/10.48550/arXiv.2204.05806}, doi = {10.48550/ARXIV.2204.05806}, eprinttype = {arXiv}, eprint = {2204.05806}, timestamp = {Wed, 20 Apr 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2204-05806.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2206-05835, author = {Fatih Ozhamaratli and Paolo Barucca}, title = {Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement}, journal = {CoRR}, volume = {abs/2206.05835}, year = {2022}, url = {https://doi.org/10.48550/arXiv.2206.05835}, doi = {10.48550/ARXIV.2206.05835}, eprinttype = {arXiv}, eprint = {2206.05835}, timestamp = {Mon, 20 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2206-05835.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2207-13696, author = {Isobel E. Seabrook and Paolo Barucca and Fabio Caccioli}, title = {Modelling Equity Transaction Networks as Bursty Processes}, journal = {CoRR}, volume = {abs/2207.13696}, year = {2022}, url = {https://doi.org/10.48550/arXiv.2207.13696}, doi = {10.48550/ARXIV.2207.13696}, eprinttype = {arXiv}, eprint = {2207.13696}, timestamp = {Wed, 07 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/corr/abs-2207-13696.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/epjds/SeabrookBC21, author = {Isobel E. Seabrook and Paolo Barucca and Fabio Caccioli}, title = {Evaluating structural edge importance in temporal networks}, journal = {{EPJ} Data Sci.}, volume = {10}, number = {1}, pages = {23}, year = {2021}, url = {https://doi.org/10.1140/epjds/s13688-021-00279-6}, doi = {10.1140/EPJDS/S13688-021-00279-6}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/epjds/SeabrookBC21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/iconip/YinB21, author = {Zexuan Yin and Paolo Barucca}, editor = {Teddy Mantoro and Minho Lee and Media Anugerah Ayu and Kok Wai Wong and Achmad Nizar Hidayanto}, title = {Stochastic Recurrent Neural Network for Multistep Time Series Forecasting}, booktitle = {Neural Information Processing - 28th International Conference, {ICONIP} 2021, Sanur, Bali, Indonesia, December 8-12, 2021, Proceedings, Part {I}}, series = {Lecture Notes in Computer Science}, volume = {13108}, pages = {14--26}, publisher = {Springer}, year = {2021}, url = {https://doi.org/10.1007/978-3-030-92185-9\_2}, doi = {10.1007/978-3-030-92185-9\_2}, timestamp = {Sat, 25 Dec 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/conf/iconip/YinB21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2103-05623, author = {Marco Bardoscia and Paolo Barucca and Stefano Battiston and Fabio Caccioli and Giulio Cimini and Diego Garlaschelli and Fabio Saracco and Tiziano Squartini and Guido Caldarelli}, title = {The Physics of Financial Networks}, journal = {CoRR}, volume = {abs/2103.05623}, year = {2021}, url = {https://arxiv.org/abs/2103.05623}, eprinttype = {arXiv}, eprint = {2103.05623}, timestamp = {Tue, 16 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/corr/abs-2103-05623.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2103-08414, author = {Gabriel Borrageiro and Nick Firoozye and Paolo Barucca}, title = {Online Learning with Radial Basis Function Networks}, journal = {CoRR}, volume = {abs/2103.08414}, year = {2021}, url = {https://arxiv.org/abs/2103.08414}, eprinttype = {arXiv}, eprint = {2103.08414}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2103-08414.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2104-12311, author = {Zexuan Yin and Paolo Barucca}, title = {Stochastic Recurrent Neural Network for Multistep Time Series Forecasting}, journal = {CoRR}, volume = {abs/2104.12311}, year = {2021}, url = {https://arxiv.org/abs/2104.12311}, eprinttype = {arXiv}, eprint = {2104.12311}, timestamp = {Mon, 03 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2104-12311.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2110-04745, author = {Gabriel Borrageiro and Nick Firoozye and Paolo Barucca}, title = {Reinforcement Learning for Systematic {FX} Trading}, journal = {CoRR}, volume = {abs/2110.04745}, year = {2021}, url = {https://arxiv.org/abs/2110.04745}, eprinttype = {arXiv}, eprint = {2110.04745}, timestamp = {Mon, 25 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2110-04745.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2111-11949, author = {Edoardo Fadda and Junda He and Claudio J. Tessone and Paolo Barucca}, title = {Consensus formation on heterogeneous networks}, journal = {CoRR}, volume = {abs/2111.11949}, year = {2021}, url = {https://arxiv.org/abs/2111.11949}, eprinttype = {arXiv}, eprint = {2111.11949}, timestamp = {Wed, 15 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2111-11949.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/eor/MazzarisiBLT20, author = {Piero Mazzarisi and Paolo Barucca and Fabrizio Lillo and Daniele Tantari}, title = {A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market}, journal = {Eur. J. Oper. Res.}, volume = {281}, number = {1}, pages = {50--65}, year = {2020}, url = {https://doi.org/10.1016/j.ejor.2019.07.024}, doi = {10.1016/J.EJOR.2019.07.024}, timestamp = {Mon, 26 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/eor/MazzarisiBLT20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2012-12883, author = {Isobel E. Seabrook and Paolo Barucca and Fabio Caccioli}, title = {Evaluating structural edge importance in temporal networks}, journal = {CoRR}, volume = {abs/2012.12883}, year = {2020}, url = {https://arxiv.org/abs/2012.12883}, eprinttype = {arXiv}, eprint = {2012.12883}, timestamp = {Thu, 20 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2012-12883.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-1904-00460, author = {Paolo Barucca}, title = {Spectral density of equitable core-periphery graphs}, journal = {CoRR}, volume = {abs/1904.00460}, year = {2019}, url = {http://arxiv.org/abs/1904.00460}, eprinttype = {arXiv}, eprint = {1904.00460}, timestamp = {Wed, 24 Apr 2019 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-1904-00460.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BaruccaL18, author = {Paolo Barucca and Fabrizio Lillo}, title = {The organization of the interbank network and how {ECB} unconventional measures affected the e-MID overnight market}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {1}, pages = {33--53}, year = {2018}, url = {https://doi.org/10.1007/s10287-017-0293-6}, doi = {10.1007/S10287-017-0293-6}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BaruccaL18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/jocss/CaccioliBK18, author = {Fabio Caccioli and Paolo Barucca and Teruyoshi Kobayashi}, title = {Network models of financial systemic risk: a review}, journal = {J. Comput. Soc. Sci.}, volume = {1}, number = {1}, pages = {81--114}, year = {2018}, url = {https://doi.org/10.1007/s42001-017-0008-3}, doi = {10.1007/S42001-017-0008-3}, timestamp = {Tue, 12 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/jocss/CaccioliBK18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-1801-00185, author = {Piero Mazzarisi and Paolo Barucca and Fabrizio Lillo and Daniele Tantari}, title = {A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market}, journal = {CoRR}, volume = {abs/1801.00185}, year = {2018}, url = {http://arxiv.org/abs/1801.00185}, eprinttype = {arXiv}, eprint = {1801.00185}, timestamp = {Mon, 13 Aug 2018 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-1801-00185.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/BaruccaLMT17, author = {Paolo Barucca and Fabrizio Lillo and Piero Mazzarisi and Daniele Tantari}, title = {Detectability thresholds in networks with dynamic link and community structure}, journal = {CoRR}, volume = {abs/1701.05804}, year = {2017}, url = {http://arxiv.org/abs/1701.05804}, eprinttype = {arXiv}, eprint = {1701.05804}, timestamp = {Mon, 13 Aug 2018 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/BaruccaLMT17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-1710-09656, author = {Paolo Barucca and Guido Caldarelli and Tiziano Squartini}, title = {Tackling information asymmetry in networks: a new entropy-based ranking index}, journal = {CoRR}, volume = {abs/1710.09656}, year = {2017}, url = {http://arxiv.org/abs/1710.09656}, eprinttype = {arXiv}, eprint = {1710.09656}, timestamp = {Mon, 13 Aug 2018 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-1710-09656.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/LetiziaBL16, author = {Elisa Letizia and Paolo Barucca and Fabrizio Lillo}, title = {Detectability of ranking hierarchies in directed networks}, journal = {CoRR}, volume = {abs/1608.06135}, year = {2016}, url = {http://arxiv.org/abs/1608.06135}, eprinttype = {arXiv}, eprint = {1608.06135}, timestamp = {Mon, 13 Aug 2018 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/LetiziaBL16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/Barucca16, author = {Paolo Barucca}, title = {Spectral partitioning in random regular blockmodels}, journal = {CoRR}, volume = {abs/1610.02668}, year = {2016}, url = {http://arxiv.org/abs/1610.02668}, eprinttype = {arXiv}, eprint = {1610.02668}, timestamp = {Mon, 13 Aug 2018 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/Barucca16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/BaruccaTL15, author = {Paolo Barucca and Daniele Tantari and Fabrizio Lillo}, title = {Centrality metrics and localization in core-periphery networks}, journal = {CoRR}, volume = {abs/1510.01116}, year = {2015}, url = {http://arxiv.org/abs/1510.01116}, eprinttype = {arXiv}, eprint = {1510.01116}, timestamp = {Mon, 13 Aug 2018 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/BaruccaTL15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/BaruccaRMPR14, author = {Paolo Barucca and Jacopo Rocchi and Enzo Marinari and Giorgio Parisi and Federico Ricci{-}Tersenghi}, title = {Cross correlations of the American baby names}, journal = {CoRR}, volume = {abs/1410.2771}, year = {2014}, url = {http://arxiv.org/abs/1410.2771}, eprinttype = {arXiv}, eprint = {1410.2771}, timestamp = {Mon, 13 Aug 2018 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/BaruccaRMPR14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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