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Software/code (in construction)
Leverage network stress-test framework (with S. Gurciullo, S. Battiston)
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Language: Matlab
Contagion models (with G. Visentin)
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Language: Matlab
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Contagion models: Eisenberg/Noe, Rogers/Veraart, DebtRank (linear, non-linear)
Flow-of-risk (coming soon!)
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Languages: Matlab, R, Python
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Visualisations, analysis
Compression (coming soon!)
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Languages: R, Julia
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Adaptable for real OTC network data + various simulation settings
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