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.
I am currently a PhD student in Data Science under the supervision of Diego Garlaschelli (IMT) and Piero Mazzarisi (Scuola Normale Superiore).
Research Interest:
Structural and dynamical stability of the reconstructed financial networks.
Network Science
Financial Networks
Systemic Risk
Complex Systems
Affiliation:
Scuola Normale Superiore
Email:
valentina.macchiati@sns.it
Office:
Computer Science Department, University of Pisa
Address:
Largo B. Pontecorvo 3, Pisa
Room:
288
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.
