4. Economy
  5. Quantitative Finance
  6. Risk Management

Elia Zarinelli

Economy – Quantitative Finance – Risk Management

Scientist

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Scientist

Extreme Value Statistics Distributions in Spin Glasses

Physics – Condensed Matter – Disordered Systems and Neural Networks
Scientific paper

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Reconstruction of financial network for robust estimation of systemic risk

Economy – Quantitative Finance – Risk Management
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Role of the Tracy-Widom distribution in the finite-size fluctuations of the critical temperature of the Sherrington-Kirkpatrick spin glass

Physics – Condensed Matter – Disordered Systems and Neural Networks
Scientific paper

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Surface Tension in Kac Glass Models

Physics – Condensed Matter – Statistical Mechanics
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