Davide Cellai

• PhD
• PostDoc Position at University of Limerick

Measurement and management of credit concentration risk is critical for banks and relevant for micro-prudential requirements. While several methods exist for measuring credit concentration risk within institutions, the systemic effect of different institutions' exposures to the same counterparties has been less explored so far. In this paper, we pr...

Many real complex systems cannot be represented by a single network, but due to multiple sub-systems and types of interactions, must be represented as a multiplex network. This is a set of nodes which exist in several layers, with each layer having its own kind of edges, represented by different colors. An important fundamental structural feature o...

Many real complex systems cannot be represented by a single network, but due to multiple sub-systems and types of interactions, must be represented as a multiplex network. This is a set of nodes which exist in several layers, with each layer having its own kind of edges, represented by different colours. An important fundamental structural feature...

In multiplex networks, cycles cannot be characterized only by their length, as edges may occur in different layers in different combinations. We define a classification of cycles by the number of edges in each layer and the number of switches between layers. We calculate the expected number of cycles of each type in the configuration model of a lar...

In multiplex networks, cycles cannot be characterized only by their length, as edges may occur in different layers in different combinations. We define a classification of cycles by the number of edges in each layer and the number of switches between layers. We calculate the expected number of cycles of each type in the configuration model of a lar...

The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagion, and asset fire sales. This paper introduces a financial network model that combines the default and liquidity stress mechanisms into a "double cascade mapping". The p...

Multiplex networks describe a large variety of complex systems including infrastructures, transportation networks and biological systems. Most of these networks feature a significant link overlap. It is therefore of particular importance to characterize the mutually connected giant component in these networks. Here we provide a message passing theo...

Multiplex networks describe a large variety of complex systems including infrastructures, transportation networks and biological systems. Most of these networks feature a significant link overlap. It is therefore of particular importance to characterize the mutually connected giant component in these networks. Here we provide a message passing theo...

We present an analytical approach for bond percolation on multiplex networks and use it to determine the expected size of the giant connected component and the value of the critical bond occupation probability in these networks. We advocate the relevance of these tools to the modeling of multilayer robustness and contribute to the debate on whether...

In multiplex networks with a large number of layers, the nodes can have different activities, indicating the total number of layers in which the nodes are present. Here we model multiplex networks with heterogeneous activity of the nodes and we study their robustness properties. We introduce a percolation model where nodes need to belong to the gia...

Significance One of the most common strategies in studying complex systems is to investigate and interpret whether any “hidden order” is present by fitting observed statistical regularities via data analysis and then reproducing such regularities with long-time or equilibrium dynamics from some generative model. Unfortunately, many different models...

Facilitated spin models were introduced some decades ago to mimic systems characterized by a glass transition. Recent developments have shown that a class of facilitated spin models is also able to reproduce characteristic signatures of the structural relaxation properties of glass-forming liquids. While the equilibrium phase diagram of these model...

Bootstrap percolation is a simple but nontrivial model. It has applications in many areas of science and has been explored on random networks for several decades. In single-layer (simplex) networks, it has been recently observed that bootstrap percolation, which is defined as an incremental process, can be seen as the opposite of pruning percolatio...

From transportation networks to complex infrastructures, and to social and communication networks, a large variety of systems can be described in terms of multiplexes formed by a set of nodes interacting through different networks (layers). Multiplexes may display an increased fragility with respect to the single layers that constitute them. Howeve...

In the aftermath of the interbank market collapse of 2007-08, the traditional idea that systemic risk is primarily the risk of cascading bank defaults has evolved into the view that it involves both cascading bank defaults as well as funding liquidity shocks, and that both types of shocks impair the functioning of the remaining undefaulted banks. I...

k-core percolation is a percolation model which gives a notion of network functionality and has many applications in network science. In analyzing the resilience of a network under random damage, an extension of this model is introduced, allowing different vertices to have their own degree of resilience. This extension is named heterogeneous k-core...

Heterogeneous k-core percolation is an extension of a percolation model which has interesting applications to the resilience of networks under random damage. In this model, the notion of node robustness is local, instead of global as in uniform k-core percolation. One of the advantages of k-core percolation models is the validity of an analytical m...

k$-core percolation is a percolation model which gives a notion of network functionality and has many applications in network science. In analysing the resilience of a network under random damage, an extension of this model is introduced, allowing different vertices to have their own degree of resilience. This extension is named heterogeneous $k$-c...

k-core percolation is an extension of the concept of classical percolation and is particularly relevant to understanding the resilience of complex networks under random damage. A new analytical formalism has been recently proposed to deal with heterogeneous k-cores, where each vertex is assigned a local threshold k(i). In this Letter we identify a...

k-core percolation is an extension of the concept of classical percolation and is particularly relevant to understand the resilience of complex networks under random damage. A new analytical formalism has been recently proposed to deal with heterogeneous k-cores, where each vertex is assigned a local threshold k_i. In this paper we identify a binar...

Glass-forming liquids have been extensively studied in recent decades, but there is still no theory that fully describes these systems, and the diversity of treatments is in itself a barrier to understanding. Here we introduce a new simple model that (possessing both liquid-crystal and glass transition) unifies different approaches, producing most...

Dating from experiments more than 20 years ago, it has been realized that the crystallization of hard colloidal particles in the vicinity of dynamical arrest has several anomalies, that render the conventional nucleation and growth model inappropriate. Subsequently, key researchers have shown the influence of gravity. Here we show that a simple lat...

Epidemic-based communications, or 'gossiping', provides a robust and scalable method for maintaining a knowledge base in a sensor network faced with an unpredictable network environment. Since sensed information is often periodic in time, protocols should be able to manage multiple messages in an efficient way. We describe a mathematical model of g...

Many modern network applications, including sensor networks and MANETs, have dynamic topologies that reflect processes occurring in the outside world. These dynamic processes are a challenge to traditional information dissemination techniques, as the appropriate strategy changes according to the changes in topology. We show how network dynamics can...

We propose a prototype for a real-world, human network proximity experiment with detailed recordings of the position of individuals. Our aim is to provide a comprehensive dataset to investigate the internal correlations between mobility and network properties, as well as to compare our results with different datasets, involving different social gro...

We extend a previously studied lattice model of particles with infinite repulsions to the case of finite-energy interactions. The phase diagram is studied using grand canonical Monte Carlo simulation. Simulations of dynamical phenomena are made using the canonical ensemble. We find interesting order-disorder transitions in the equilibrium phase dia...

We extend a previously studied lattice model of particles with infinite repulsions to the case of finite energy interactions. The phase diagram is studied using grand canonical Monte Carlo simulation. Simulations of dynamical phenomena are made using the canonical ensemble. We find interesting order-disorder transitions in the equilibrium phase dia...

We describe a simple nearest-neighbor Ising model that is capable of supporting a gas, liquid, and crystal, in characteristic relationship to each other. As the parameters of the model are varied, one obtains characteristic patterns of phase behavior reminiscent of continuum systems where the range of the interaction is varied. The model also posse...