User profiles for Stanislao Gualdi

Stanislao Gualdi

Capital Fund Management
Verified email at cfm.fr
Cited by 909

Tipping points in macroeconomic agent-based models

S Gualdi, M Tarzia, F Zamponi, JP Bouchaud - Journal of Economic …, 2015 - Elsevier
The aim of this work is to explore the possible types of phenomena that simple macroeconomic
Agent-Based models (ABMs) can reproduce. We propose a methodology, inspired by …

Temporal effects in the growth of networks

M Medo, G Cimini, S Gualdi - Physical review letters, 2011 - APS
We show that to explain the growth of the citation network by preferential attachment (PA),
one has to accept that individual nodes exhibit heterogeneous fitness values that decay with …

[HTML][HTML] Statistically validated network of portfolio overlaps and systemic risk

S Gualdi, G Cimini, K Primicerio, R Di Clemente… - Scientific reports, 2016 - nature.com
Common asset holding by financial institutions (portfolio overlap) is nowadays regarded as
an important channel for financial contagion with the potential to trigger fire sales and severe …

[HTML][HTML] V–, U–, L–or W–shaped economic recovery after Covid-19: Insights from an Agent Based Model

D Sharma, JP Bouchaud, S Gualdi, M Tarzia… - PloS one, 2021 - journals.plos.org
We discuss the impact of a Covid-19–like shock on a simple model economy, described by
the previously developed Mark-0 Agent-Based Model. We consider a mixed supply and …

Is ESG an equity factor or just an investment guide?

A Breedt, S Ciliberti, S Gualdi, P Seager - The Journal of Investing, 2019 - pm-research.com
Environmental, social, and governance (ESG) information demands attention within the asset
management industry since it has become widely accepted that making an allowance for …

On the emergence of scale-free production networks

S Gualdi, A Mandel - Journal of Economic Dynamics and Control, 2016 - Elsevier
We propose a simple dynamical model for the formation of production networks among
monopolistically competitive firms. The model subsumes the standard general equilibrium …

Trend prediction in temporal bipartite networks: the case of Movielens, Netflix, and Digg

A Zeng, S Gualdi, M Medo, YC Zhang - Advances in Complex …, 2013 - World Scientific
Online systems, where users purchase or collect items of some kind, can be effectively
represented by temporal bipartite networks where both nodes and links are added with time. We …

Endogenous growth in production networks

S Gualdi, A Mandel - Journal of Evolutionary Economics, 2019 - Springer
We investigate the interplay between technological change and macro- economic dynamics
in an agent-based model of the formation of production networks. On the one hand, …

Endogenous crisis waves: stochastic model with synchronized collective behavior

S Gualdi, JP Bouchaud, G Cencetti, M Tarzia… - Physical review …, 2015 - APS
We propose a simple framework to understand commonly observed crisis waves in
macroeconomic agent-based models, which is also relevant to a variety of other physical or …

Monetary policy and dark corners in a stylized agent-based model

S Gualdi, M Tarzia, F Zamponi… - Journal of Economic …, 2017 - Springer
We extend in a minimal way the stylized macroeconomic Agent-Based model introduced in
our previous paper (Gualdi et al. in J Econ Dyn Control 50:29–61, 2015a ), with the aim of …