Marco D'Errico

Software/code (in construction)

 

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

• Language: Matlab

• Code request 

• Dashboard

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Contagion models (with G. Visentin)

• ​Language: Matlab

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

• Code request 

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Flow-of-risk (coming soon!)​

• Languages: Matlab, R, Python

• Visualisations, analysis

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Compression (coming soon!)​

• Languages: R, Julia

• Adaptable for real OTC network data + various simulation settings

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