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Software/code (in construction)


Leverage network stress-test framework (with S. Gurciullo, S. Battiston)

Contagion models (with G. Visentin)

  • ​Language: Matlab

  • Contagion models: Eisenberg/Noe, Rogers/Veraart, DebtRank (linear, non-linear)

  • Code request 

Flow-of-risk (coming soon!)​

  • Languages: Matlab, R, Python

  • Visualisations, analysis

Compression (coming soon!)​

  • Languages: R, Julia

  • Adaptable for real OTC network data + various simulation settings

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