IMT School for Advanced Studies and Istituto dei Sistemi Complessi
Giulio Cimini is assistant professor in statistical physics at IMT Lucca. His research deals with network theory and its interdisciplinary applications, with particular focus on quantitative analysis and modeling of complex economic and financial systems, but he also works on developing algorithms for pattern detection and information filtering applied to social and biological networks. He co-authored more than 30 papers on international peer-reviewed journals.
Giulio holds a PhD in Physics from University of Fribourg.
Here, we address the more general problem of how shock propagation dynamics depend on the topological details of the underlying network. To this end, we consider different realistic network topologies, all consistent with balance sheet information…
Structural changes in the interbank market across the financial crisis from multiple core–periphery analysis
In this work, the authors employ the KM–ER algorithm to characterize the internal organization of eMID.
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
In this paper, the authors study the stability of the interbank market to exogenous shocks using an agent-based network framework.