Valentina Macchiati
Data Science Ph.D. Student (Cycle 35)
Bio:
Valentina Macchiati earned her Ph.D. in Data Science from Scuola Normale Superiore in 2024, with a thesis on "Financial Networks: Reconstruction and Stability," supervised by Prof. Diego Garlaschelli and Dr. Piero Mazzarisi. Her research focused on network reconstruction, systemic risk modeling, and financial contagion using large, multi-source datasets. She reconstructed the interbank market network from partial public data and developed a method that incorporates reciprocity, enhancing the accuracy of stability predictions. Her work outperforms existing models by closely matching empirical network properties, in particular spectral ones. Valentina holds a Bachelor's in Physics from the University of Camerino (2016) and a Master's in Physics of Complex Systems from the University of Turin (2019).
Research Interest:
Structural and dynamical stability of the reconstructed financial networks.
Network Science
Financial Networks
Systemic Risk
Network Reconstruction
Complex Systems
Email:
valentina.macchiati@sns.it
Bibliography
2021
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V. Macchiati, Brandi, G., Di Matteo, T., Paolotti, D., Caldarelli, G., and Cimini, G., “Systemic liquidity contagion in the European interbank market”, Journal of Economic Interaction and Coordination, 2021.
2019
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D. Di Gangi, Sardo, D. R. Lo, Macchiati, V., Minh, T. P., Pinotti, F., Ramadiah, A., Wilinski, M., Barucca, P., and Cimini, G., “Network Sensitivity of Systemic Risk”, Journal of Network Theory in Finance, 2019.
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