Paolo Barucca

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 34

Top Topics

Granger Causality

Financial Markets

Reinforcement Learning

Top Venues

Publications

Fatih Ozhamaratli, Paolo Barucca
Multi-agent Financial Systems with RL: A Pension Ecosystem Case. MABS (2023)
Fatih Ozhamaratli, Paolo Barucca
Heterogeneous Retirement Savings Strategy Selection with Reinforcement Learning. Entropy 25 (7) (2023)
Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli
Modelling Equity Transaction Networks as Bursty Processes. CoRR (2022)
Jeremy D. Turiel, Paolo Barucca, Tomaso Aste
Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk. Entropy 24 (10) (2022)
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
Reinforcement Learning for Systematic FX Trading. IEEE Access 10 (2022)
Gabriel Francisco Borrageiro, Nick Firoozye, Paolo Barucca
Sequential asset ranking in nonstationary time series. ICAIF (2022)
Zexuan Yin, Paolo Barucca
Neural Generalised AutoRegressive Conditional Heteroskedasticity. CoRR (2022)
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
The Recurrent Reinforcement Learning Crypto Agent. IEEE Access 10 (2022)
Edoardo Fadda, Junda He, Claudio J. Tessone, Paolo Barucca
Consensus formation on heterogeneous networks. EPJ Data Sci. 11 (1) (2022)
Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli
Structural importance and evolution: an application to financial transaction networks. CoRR (2022)
Fatih Ozhamaratli, Paolo Barucca
Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement. CoRR (2022)
Fatih Ozhamaratli, Oleg Kitov, Paolo Barucca
A generative model for age and income distribution. EPJ Data Sci. 11 (1) (2022)
Zexuan Yin, Paolo Barucca
Deep recurrent modelling of Granger causality with latent confounding. Expert Syst. Appl. 207 (2022)
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
The Recurrent Reinforcement Learning Crypto Agent. CoRR (2022)
Zexuan Yin, Paolo Barucca
Deep Recurrent Modelling of Granger Causality with Latent Confounding. CoRR (2022)
Zexuan Yin, Paolo Barucca
Variational Heteroscedastic Volatility Model. CoRR (2022)
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
Sequential Asset Ranking within Nonstationary Time Series. CoRR (2022)
Marco Bardoscia, Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini, Guido Caldarelli
The Physics of Financial Networks. CoRR (2021)
Edoardo Fadda, Junda He, Claudio Tessone, Paolo Barucca
Consensus formation on heterogeneous networks. CoRR (2021)
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
Online Learning with Radial Basis Function Networks. CoRR (2021)
Zexuan Yin, Paolo Barucca
Stochastic Recurrent Neural Network for Multistep Time Series Forecasting. CoRR (2021)
Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli
Evaluating structural edge importance in temporal networks. EPJ Data Sci. 10 (1) (2021)
Zexuan Yin, Paolo Barucca
Stochastic Recurrent Neural Network for Multistep Time Series Forecasting. ICONIP (1) (2021)
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
Reinforcement Learning for Systematic FX Trading. CoRR (2021)
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) (2020)
Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli
Evaluating structural edge importance in temporal networks. CoRR (2020)
Paolo Barucca
Spectral density of equitable core-periphery graphs. CoRR (2019)
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) (2018)
Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi
Network models of financial systemic risk: a review. J. Comput. Soc. Sci. 1 (1) (2018)
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 (2018)
Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari
Detectability thresholds in networks with dynamic link and community structure. CoRR (2017)
Paolo Barucca, Guido Caldarelli, Tiziano Squartini
Tackling information asymmetry in networks: a new entropy-based ranking index. CoRR (2017)
Paolo Barucca
Spectral partitioning in random regular blockmodels. CoRR (2016)
Elisa Letizia, Paolo Barucca, Fabrizio Lillo
Detectability of ranking hierarchies in directed networks. CoRR (2016)
Paolo Barucca, Daniele Tantari, Fabrizio Lillo
Centrality metrics and localization in core-periphery networks. CoRR (2015)
Paolo Barucca, Jacopo Rocchi, Enzo Marinari, Giorgio Parisi, Federico Ricci-Tersenghi
Cross correlations of the American baby names. CoRR (2014)