Paolo Barucca

According to our database, Paolo Barucca authored at least 38 papers between 2014 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2026

Physics-Informed Neural Networks for Solving Derivative-Constrained PDEs.

Kentaro Hoshisashi, Carolyn E. Phelan, Paolo Barucca

CoRR, April, 2026

2025

Maximum entropy temporal networks.

Paolo Barucca

CoRR, September, 2025

Parsimonious Hawkes Processes for temporal networks modelling.

Yuwei Zhu, Paolo Barucca

CoRR, January, 2025

Probability‑Density‑Consistent Physics-Informed Neural Networks for Stochastic Local Volatility Model Calibration.

Kentaro Hoshisashi, Carolyn Elizabeth Phelan, Paolo Barucca

Proceedings of the 6th ACM International Conference on AI in Finance, 2025

2024

Granger Causality Detection with Kolmogorov-Arnold Networks.

Hongyu Lin, Mohan Ren, Paolo Barucca, Tomaso Aste

CoRR, 2024

How the interplay between power concentration, competition, and propagation affects the resource efficiency of distributed ledgers.

Paolo Barucca, Carlo Campajola, Jiahua Xu

CoRR, 2024

Random matrix ensemble for the covariance matrix of Ornstein-Uhlenbeck processes with heterogeneous temperatures.

Leonardo Ferreira, Fernando Metz, Paolo Barucca

CoRR, 2024

Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface.

Kentaro Hoshisashi, Carolyn E. Phelan, Paolo Barucca

Proceedings of the 5th ACM International Conference on AI in Finance, 2024

Whack-a-mole Learning: Physics- Informed Deep Calibration for Implied Volatility Surface.

Kentaro Hoshisashi, Carolyn E. Phelan, Paolo Barucca

Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2024

2023

Heterogeneous Retirement Savings Strategy Selection with Reinforcement Learning.

Fatih Ozhamaratli, Paolo Barucca

Entropy, July, 2023

Multi-agent Financial Systems with RL: A Pension Ecosystem Case.

Fatih Ozhamaratli, Paolo Barucca

Proceedings of the Multi-Agent-Based Simulation XXIV - 24th International Workshop, 2023

2022

Deep recurrent modelling of Granger causality with latent confounding.

Zexuan Yin, Paolo Barucca

Expert Syst. Appl., 2022

A generative model for age and income distribution.

Fatih Ozhamaratli, Oleg Kitov, Paolo Barucca

EPJ Data Sci., 2022

Consensus formation on heterogeneous networks.

Edoardo Fadda, Junda He, Claudio J. Tessone, Paolo Barucca

EPJ Data Sci., 2022

Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk.

Jeremy D. Turiel, Paolo Barucca, Tomaso Aste

Entropy, 2022

Modelling Equity Transaction Networks as Bursty Processes.

Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli

CoRR, 2022

Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement.

Fatih Ozhamaratli, Paolo Barucca

CoRR, 2022

Variational Heteroscedastic Volatility Model.

Zexuan Yin, Paolo Barucca

CoRR, 2022

Sequential Asset Ranking within Nonstationary Time Series.

Gabriel Borrageiro, Nick Firoozye, Paolo Barucca

CoRR, 2022

Neural Generalised AutoRegressive Conditional Heteroskedasticity.

Zexuan Yin, Paolo Barucca

CoRR, 2022

Structural importance and evolution: an application to financial transaction networks.

Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli

CoRR, 2022

The Recurrent Reinforcement Learning Crypto Agent.

Gabriel Borrageiro, Nick Firoozye, Paolo Barucca

IEEE Access, 2022

Reinforcement Learning for Systematic FX Trading.

Gabriel Borrageiro, Nick Firoozye, Paolo Barucca

IEEE Access, 2022

Sequential asset ranking in nonstationary time series.

Gabriel Francisco Borrageiro, Nick Firoozye, Paolo Barucca

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Evaluating structural edge importance in temporal networks.

Isobel E. Seabrook, Paolo Barucca, Fabio Caccioli

EPJ Data Sci., 2021

Online Learning with Radial Basis Function Networks.

Gabriel Borrageiro, Nick Firoozye, Paolo Barucca

CoRR, 2021

The Physics of Financial Networks.

Marco Bardoscia, Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini, Guido Caldarelli

CoRR, 2021

Stochastic Recurrent Neural Network for Multistep Time Series Forecasting.

Zexuan Yin, Paolo Barucca

Proceedings of the Neural Information Processing - 28th International Conference, 2021

2020

A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market.

Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari

Eur. J. Oper. Res., 2020

2019

Spectral density of equitable core-periphery graphs.

Paolo Barucca

CoRR, 2019

2018

Network models of financial systemic risk: a review.

Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi

J. Comput. Soc. Sci., 2018

The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market.

Paolo Barucca, Fabrizio Lillo

Comput. Manag. Sci., 2018

2017

Tackling information asymmetry in networks: a new entropy-based ranking index.

Paolo Barucca, Guido Caldarelli, Tiziano Squartini

CoRR, 2017

Detectability thresholds in networks with dynamic link and community structure.

Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari

CoRR, 2017

2016

Detectability of ranking hierarchies in directed networks.

Elisa Letizia, Paolo Barucca, Fabrizio Lillo

CoRR, 2016

Spectral partitioning in random regular blockmodels.

Paolo Barucca

CoRR, 2016

2015

Centrality metrics and localization in core-periphery networks.

Paolo Barucca, Daniele Tantari, Fabrizio Lillo

CoRR, 2015

2014

Cross correlations of the American baby names.

Paolo Barucca, Jacopo Rocchi, Enzo Marinari, Giorgio Parisi, Federico Ricci-Tersenghi

CoRR, 2014