Valentina Macchiati
Data Science Ph.D. Student (Cycle 35)
Bio:
I received the M.Sc. in Physics of Complex Systems at the University of Torino. I was also awarded a Postgraduate Erasmus Scholarship for Traineeship at King’s College London Financial Mathematics Group. Both my Master’s thesis and Erasmus traineeship project focused on contagion processes on interbank market networks by means of epidemiological-like models.
Research Interest:
Network Science
Financial Networks
Systemic Risk
Complex Systems
Affiliation:
Scuola Normale Superiore
Email:
valentina.macchiati@sns.it
Skype:
valemacchia_3
Office:
Computer Science Department, University of Pisa
Address:
Largo B. Pontecorvo 3, Pisa
Bibliography
2019
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, “Systemic liquidity contagion in the European interbank market”, arXiv preprint arXiv:1912.13275, 2019.
2018
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, “Network Sensitivity of Systemic Risk”, arXiv preprint arXiv:1805.04325, 2018.
