Leiden University Scholarly Publications

Deterministic, quenched, and annealed parameter estimation for heterogeneous network models

Reconciling econometrics with continuous maximum-entropy network models

Reconstructing firm-level interactions in the Dutch input-output network from production constraints

Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling

A faster horse on a safer trail: generalized inference for the efficient reconstruction of weighted networks

The statistical physics of real-world networks

Reconstruction methods for networks: The case of economic and financial systems

Complexity in neural and financial systems: From time-series to networks

The double role of GDP in shaping the structure of the international trade network

Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks

Multiplexity and multireciprocity in directed multiplexes

A generation-attraction model for renewable energy flows in Italy: A complex network approach

Estimating topological properties of weighted networks from limited information.

Breaking of ensemble equivalence in networks.

Systemic risk analysis on reconstructed economic and financial networks

Information recovery in behavioral networks.

Stationarity, non-stationarity and early warning signals in economic networks.

Reconstructing topological properties of complex networks using the fitness model.

Estimating topological properties of weighted networks from limited information.

Breaking of ensemble equivalence in networks

A GDP-driven model for the binary and weighted structure of the International Trade Network

Unbiased sampling of network ensembles

Enhanced reconstruction of weighted networks from strengths and degrees

Reciprocity of weighted networks