Default Resilience and Worst-Case Effects in Financial Networks

no code implementations • 15 Mar 2024 • Giuseppe Calafiore, Giulia Fracastoro, Anton Proskurnikov

In this paper we analyze the resilience of a network of banks to joint price fluctuations of the external assets in which they have shared exposures, and evaluate the worst-case effects of the possible default contagion.

COVID-19 case data for Italy stratified by age class

no code implementations • 13 Apr 2021 • Giuseppe Calafiore, Giulia Fracastoro

The dataset described in this paper contains daily data about COVID-19 cases that occurred in Italy over the period from Jan. 28, 2020 to March 20, 2021, divided into ten age classes of the population, the first class being 0-9 years, the tenth class being 90 years and over.

Pose Graph Optimization in the Complex Domain: Lagrangian Duality, Conditions For Zero Duality Gap, and Optimal Solutions

1 code implementation • 13 May 2015 • Giuseppe Calafiore, Luca Carlone, Frank Dellaert

Our analysis shows that the duality gap is connected to the number of eigenvalues of the penalized pose graph matrix, which arises from the solution of the dual.

Robotics 68W01, 68W40, 68W25, 49K30 I.2.9; G.1.6