Search Results for author: Marco Bardoscia

Found 4 papers, 1 papers with code

Solving Heterogeneous General Equilibrium Economic Models with Deep Reinforcement Learning

no code implementations31 Mar 2021 Edward Hill, Marco Bardoscia, Arthur Turrell

We demonstrate the method's accuracy and stability on a toy problem for which there is a known analytical solution, its versatility by solving a general equilibrium problem that includes global stochasticity, and its flexibility by solving a combined macroeconomic and epidemiological model to explore the economic and health implications of a pandemic.

reinforcement-learning Reinforcement Learning (RL)

The Physics of Financial Networks

no code implementations9 Mar 2021 Marco Bardoscia, Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini, Guido Caldarelli

The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution.

Physics and Society Statistical Mechanics Social and Information Networks Risk Management

Network Valuation in Financial Systems

1 code implementation16 Jun 2016 Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Guido Caldarelli, Stefano Battiston

We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system.

The SAT-UNSAT transition in the adversarial SAT problem

no code implementations3 Oct 2013 Marco Bardoscia, Daniel Nagaj, Antonello Scardicchio

AdSAT belongs to a higher complexity class in the polynomial hierarchy than SAT and therefore the nature of the critical region and the transition are not easily paralleled to those of SAT and worth of independent study.

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