Fabio Caccioli

Fabio Caccioli

University College London

H-index: 24

Europe-United Kingdom

About Fabio Caccioli

Fabio Caccioli, With an exceptional h-index of 24 and a recent h-index of 18 (since 2020), a distinguished researcher at University College London, specializes in the field of systemic risk, complex systems, statistical physics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Modelling fire sale contagion across banks and non-banks

Upstreamness and downstreamness in input-output analysis from local and aggregate information

Distribution of centrality measures on undirected random networks via cavity method

Imitation vs serendipity in ranking dynamics

ESG reputation risk matters: An event study based on social media data

Financial fire sales as continuous-state complex contagion

Correlation between upstreamness and downstreamness in random global value chains

The academic Great Gatsby Curve

Fabio Caccioli Information

University

Position

___

Citations(all)

2969

Citations(since 2020)

2032

Cited By

1769

hIndex(all)

24

hIndex(since 2020)

18

i10Index(all)

44

i10Index(since 2020)

33

Email

University Profile Page

University College London

Google Scholar

View Google Scholar Profile

Fabio Caccioli Skills & Research Interests

systemic risk

complex systems

statistical physics

Top articles of Fabio Caccioli

Title

Journal

Author(s)

Publication Date

Modelling fire sale contagion across banks and non-banks

Journal of Financial Stability

Fabio Caccioli

Gerardo Ferrara

Amanah Ramadiah

2024/4/1

Upstreamness and downstreamness in input-output analysis from local and aggregate information

Preprint

Silvia Bartolucci

Fabio Caccioli

Francesco Caravelli

Pierpaolo Vivo

2024/3

Distribution of centrality measures on undirected random networks via cavity method

arXiv preprint arXiv:2402.10566

Silvia Bartolucci

Francesco Caravelli

Fabio Caccioli

Pierpaolo Vivo

2024/2/16

Imitation vs serendipity in ranking dynamics

arXiv preprint arXiv:2401.15968

Federica De Domenico

Fabio Caccioli

Giacomo Livan

Guido Montagna

Oreste Nicrosini

2024/1/29

ESG reputation risk matters: An event study based on social media data

Finance Research Letters

Maxime LD Nicolas

Adrien Desroziers

Fabio Caccioli

Tomaso Aste

2024/1/1

Financial fire sales as continuous-state complex contagion

Physical Review Research

Tomokatsu Onaga

Fabio Caccioli

Teruyoshi Kobayashi

2023/11/6

Correlation between upstreamness and downstreamness in random global value chains

arXiv preprint arXiv:2303.06603

Silvia Bartolucci

Fabio Caccioli

Francesco Caravelli

Pierpaolo Vivo

2023/3/12

The academic Great Gatsby Curve

arXiv preprint arXiv:2310.08968

Ye Sun

Fabio Caccioli

Xiancheng Li

Giacomo Livan

2023/10/13

Ranking mobility and impact inequality in early academic careers

Proceedings of the National Academy of Sciences

Ye Sun

Fabio Caccioli

Giacomo Livan

2023/8/22

Ranking influential nodes in networks from aggregate local information

Physical Review Research

Silvia Bartolucci

Fabio Caccioli

Francesco Caravelli

Pierpaolo Vivo

2023/8/22

Inconsistency of the Capital Asset Pricing Model in a Multi-Currency Environment

Available at SSRN 4464635

Khalifa Al-Thani

Domenico Mignacca

Gianluca Fusai

Fabio Caccioli

Guido Germano

2023/5/31

Epidemic oscillations induced by social network control

Journal of Statistical Mechanics: Theory and Experiment

Fabio Caccioli

Daniele De Martino

2022/1/27

Modelling Equity Transaction Networks as Bursty Processes

arXiv preprint arXiv:2207.13696

Isobel Seabrook

Paolo Barucca

Fabio Caccioli

2022/7/22

Structure, Robustness and Efficiency of Networked Systems

Fabio Caccioli

2022

Network topological determinants of pathogen spread

Scientific Reports

María Pérez-Ortiz

Petru Manescu

Fabio Caccioli

Delmiro Fernández-Reyes

Parashkev Nachev

...

2022/5/11

Fewer Questions, More Answers: Truncated Early Stopping for Proxy Means Testing

More Answers: Truncated Early Stopping for Proxy Means Testing (December 7, 2022)

Tim Ohlenburg

Juul Pinxten

Daniel Fricke

Fabio Caccioli

2022/12/7

Quantifying impact and response in markets using information filtering networks

Journal of Physics: Complexity

Isobel Seabrook

Fabio Caccioli

Tomaso Aste

2022/5/9

JEL I32, C83, O22

Policy

Tim Ohlenburg

Juul Pinxten

Daniel Fricke

Fabio Caccioli

2022/12

Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019)

Journal of Economic Interaction and Coordination

Fabio Caccioli

Tiziana Di Matteo

Giulia Iori

Saqib Jafarey

Giacomo Livan

...

2022/4

Structural importance and evolution: An application to financial transaction networks

Physica A: Statistical Mechanics and its Applications

Isobel Seabrook

Paolo Barucca

Fabio Caccioli

2022/12/1

See List of Professors in Fabio Caccioli University(University College London)