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Prof. Dr. Stefano Battiston - Publications

Professor of Banking

@notsittab.onafetsbf.uzh.ch
AND-2.54, Andreasstr. 15, 8050 Zürich
+41 44 634 40 58
CV vCard Details Team Teaching Publications Supervised theses Conferences

Journal Articles (47)

How does risk flow in the credit default swap market?
Marco D'Errico, Stefano Battiston, Peltonen Tuomas, Martin Scheicher
In: Journal of Financial Stability, forthcoming, 2017.


Interconnectedness as a Source of Uncertainty in Systemic Risk
Tarik Roukny, Stefano Battiston, Joseph E Stiglitz
In: Journal of Financial Stability, forthcoming, 2017.


Portfolio Diversification and Systemic Risk in Interbank Networks
Paolo Tasca, Andrea Deghi, Stefano Battiston
In: Journal of Economic Dynamics and Control, Vol. 82, p. 96-124, September 2017.


A Climate stress-test of the financial system
Stefano Battiston, Antoine Monasterolo Mandel, Franziska Schuetze, Gabriele Visentin
In: Nature Climate Change, Vol. 7, p. 283-288, March 2017.


The multiplex network of EU lobby organizations
Stefano Battiston, An Zeng
In: PLoS ONE, Vol. 11 (No. 10), p. e0158062, October 2016.


The price of complexity in financial networks
Stefano Battiston, Guido Caldarelli, Robert M May, Tarik Roukny, Joseph E Stiglitz
In: Proceedings of the National Academy of Sciences of the United States of America, Vol. 113 (No. 36), p. 10031-10036, September 2016.


Leveraging the network: a stress-test framework based on DebtRank
Stefano Battiston, Guido Caldarelli, Marco D'Errico, Stefano Gurciullo
In: Statistics & Risk Modeling, Vol. 33 (No. 3-4), p. 117-138, August 2016.


Pathways towards instability in financial networks
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, Guido Caldarelli
In: Nature Communications, Vol. 8, p. 14416, February 2016.


DebtRank and the network of leverage
Stefano Battiston, Marco D'Errico, Stefano Gurciullo
In: The Journal of Alternative Investments, Vol. 18 (No. 4), p. 68-81, 2016.


Complexity theory and financial regulation
Stefano Battiston, J Doyne Farmer, Andreas Flache, Diego Garlaschelli, Andrew G Haldane, Hans Heesterbeek, Cars Hommes, Carlo Jaeger, Robert May, Marten Scheffer
In: Science, Vol. 351 (No. 6275), p. 818-819, 2016.


Financial fragility and distress propagation in a network of regions
Stefania Vitali, Stefano Battiston, Mauro Gallegati
In: Journal of Economic Dynamics and Control, Vol. 62, p. 56-75, 2016.


Market procyclicality and systemic risk
Stefano Battiston, Paolo Tasca
In: Quantitative Finance, Vol. 16 (No. 8), p. 1219-1235, 2016.


Sentiment leaning of influential communities in social networks
Borut Sluban, Jasmina Smailović, Stefano Battiston, Igor Mozetič
In: Computational Social Networks, Vol. 2 (No. 9), p. 1-21, December 2015.


DebtRank: A microscopic foundation for shock propagation
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, Guido Caldarelli
In: PloS one, Vol. 10 (No. 6), p. e0130406, 2015.


Credit default swaps networks and systemic risk
Michelangelo Puliga, Guido Caldarelli, Stefano Battiston
In: Scientific Reports, Vol. 4 (No. 6822), November 2014.


Default cascades in complex networks: topology and systemic risk
Tarik Roukny, Hugues Bersini, Hugues Pirotte, Guido Caldarelli, Stefano Battiston
In: Scientific Reports, Vol. 3 (No. 2759), 2013.


Systemic Risk in Financial Networks
Stefano Battiston, Guido Caldarelli
In: Journal of Financial Management, Markets and Institutions, Vol. 1 (No. 2), p. 129-154, 2013.


Complex derivatives
Stefano Battiston, Guido Caldarelli, Co-Pierre Georg, Robert May, Joseph Stiglitz
In: Nature Physics, Vol. 9 (No. 3), p. 123-125, 2013.


Evolution of controllability in interbank networks
Danilo Delpini, Stefano Battiston, Massimo Riccaboni, Giampaolo Gabbi, Fabio Pammolli, Guido Caldarelli
In: Scientific Reports, Vol. 3 (No. 1626), 2013.


The power to control
Marco Galbiati, Danilo Delpini, Stefano Battiston
In: Nature Physics, Vol. 9 (No. 3), p. 126-128, 2013.


Credit default swaps drawup networks: Too interconnected to be stable?
Rahul Kaushik, Stefano Battiston
In: PLoS ONE, Vol. 8 (No. 7), p. e61815, 2013.


Bootstrapping topology and systemic risk of complex network using the fitness model
Nicolo Musmeci, Stefano Battiston, Michelangelo Puliga, Andrea Gabrielli
In: Journal of Statistical Physics, Vol. 151 (No. 3-4), p. 720-734, 2013.


Moving recommender systems from on-line commerce to retail stores
F E Walter, Stefano Battiston, M Yildirim, F Schweitzer
In: Information Systems and E-Business Management, Vol. 10 (No. 3), p. 367-393, September 2012.


Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk
Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, B C N Greenwald, Joseph E Stiglitz
In: J. Economic Dynamics and Control, Vol. 36 (No. 8), p. 1121-1141, January 2012.


Credit Default Cascades: When Does Risk Diversification Increase Stability?
Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, Bruce C. N. Greenwald, Joseph E. Stiglitz
In: Journal of Financial Stability, Vol. 8 (No. 3), p. 138-149, 2012.


An economic and financial exploratory
S Cincotti, D Sornette, P Treleaven, Stefano Battiston, G Caldarelli, C Hommes, A Kirman
In: The European Physical Journal Special Topics, Vol. 214 (No. 1), p. 361-400, 2012.


The efficiency and stability of R&D networks
Stefano Battiston, Michael D. König, M Napoletano, F Schweitzer
In: Games and Economic Behavior, Vol. 75 (No. 2), p. 694-713, 2012.


DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk
Stefano Battiston, M Puliga, Rahul Kaushik, P Tasca, G Caldarelli
In: Scientific Reports, Vol. 2, p. 541, 2012.


The network of global corporate control
Stefania Vitali, James B. Glattfelder, Stefano Battiston
In: PLoS one, Vol. 6 (No. 10), p. e25995, 2011.


Web search queries can predict stock market volumes
I Bordino, Stefano Battiston, G Caldarelli, M Cristelli, A Ukkonen, I Weber
In: PLOS-ONE, Vol. 7 (No. 7), 2011.


Recombinant knowledge and the evolution of innovation networks
Stefano Battiston, M Napoletano, F Schweitzer, Michael D. König
In: Journal of Economic Behavior & Organization, Vol. 79 (No. 3), 2011.


Geography versus topology in the european ownership network
S Vitali, Stefano Battiston
In: New Journal of Physics, Vol. 13, p. 63021, 2011.


Systemic risk in a unifying framework for cascading processes on networks
J. Lorenz, Stefano Battiston, F. Schweitzer
In: The European Physical Journal B, Vol. 71 (No. 4), p. 441-460, October 2009.


Backbone of complex networks of corporations: The flow of control
James B. Glattfelder, Stefano Battiston
In: Physical Review E, Vol. 80 (No. 3), p. 036104, 2009.


From Graph Theory to Models of Economic Networks. A Tutorial
Stefano Battiston, Michael D. König
In: Networks, Topology and Dynamics: Theory and Applications to Economics and Social Systems, Vol. 613, p. 23-63 , 2009.


On Algebraic Graph Theory and the Dynamics of Innovation Networks
Michael D K\""onig, Stefano Battiston, Mauro Napoletano, Frank Schweitzer
In: Networks and Heterogeneous Media, Vol. 3 (No. 2), p. 201-219, 2008.


Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks
J Lorenz, Stefano Battiston
In: Networks and Heterogeneous Media, Vol. 3 (No. 2), p. 185, 2008.


A Model of a Trust-based Recommendation System in a Social Network
Frank E Walter, Stefano Battiston, Frank Schweitzer
In: JAAMAS, Vol. 16 (No. 1), p. 57-74, 2008.


Credit chains and bankruptcy propagation in production networks
Stefano Battiston, D Delli Gatti, M Gallegati, B Greenwald, J E Stiglitz
In: Journal of Economic Dynamics and Control, Vol. 31 (No. 6), p. 2061-2084, 2007.


From production networks to geographical economics
G Weisbuch, Stefano Battiston
In: Journal of Economic Behavior and Organization, Vol. 64 (No. 3-4), p. 448-469, 2007.


The scale free nature of market investment networks
D Garlaschelli, Stefano Battiston, M Castri, V D P Servedio, Guido Caldarelli
In: Physica A: Statistical Mechanics and its Applications, Vol. 350 (No. 2), p. 491-499, 2005.


Statistical properties of corporate board and director networks
Stefano Battiston, M. Catanzaro
In: The European Physical Journal B - Condensed Matter, Vol. 38 (No. 2), p. 345-352, April 2004.


Inner structure of capital control networks
Stefano Battiston
In: Physica A: Statistical Mechanics and its Applications, Vol. 338 (No. 1-2), p. 107-112, 2004.


Decision making dynamics in corporate boards
Stefano Battiston, Eric Bonabeu, G Weisbuch
In: Physica A: Statistical Mechanics and its Applications, Vol. 322, p. 567-582, May 2003.


Spread of decisions in the corporate board network
Stefano Battiston, Gerard Weisbuch, Eric Bonabeau
In: Advances in Complex Systems, Vol. 6 (No. 4), 2003.


Integration of multiple-whisker inputs in rat somatosensory cortex
G Mirabella, Stefano Battiston, M E Diamond
In: Cerebral Cortex, Vol. 11 (No. 2), p. 164-170, 2001.


Statistical independence and neural computation in the leech ganglion
G Pinato, Stefano Battiston, V Torre
In: Biological cybernetics, Vol. 83 (No. 2), p. 119-130, 2000.


Book Chapters (4)

The Financial System as a Nexus of Interconnected Networks
Stefano Battiston, Guido Caldarelli, Marco D'Errico
Editor(s): Antonios Garas
In: Interconnected Networks, Springer International Publishing, Switzerland, p. 195-229, 2016.


Financial Networks
Stefano Battiston, Guido Caldarelli
Editor(s): Gregorio D'Agostino, Antonio Scala
In: Networks of Networks: The Last Frontier of Complexity, Springer Verlag, Berlin, p. 311-321, 2014.


Reconstructing topological properties of complex networks using the fitness model
Giulio Cimini, Tiziano Squartini, Nicol\`o Musmeci, Michelangelo Puliga, Andrea Gabrielli, Diego Garlaschelli, Stefano Battiston, Guido Caldarelli
Editor(s): Luca Maria Aiello, Daniel McFarland
In: Social Informatics, Springer International Publishing, p. 323-333, 2014.


The Structure of Financial Networks
Stefano Battiston, James B. Glattfelder, Diego Garlaschelli, Fabrizio Lillo, Guido Caldarelli
Editor(s): Ernesto Estrada, Maria Fox, Desmond Higham, Gian-Luca Oppo
In: Network Science: Complexity in Nature and Technology, Springer, London, p. 131-163, 2010.


Working Papers (14)

How does risk flow in the credit default swap market?
Marco D'Errico, Stefano Battiston, Tuomas Peltonen, Martin Scheicher
European Systemic Risk Board Working Paper Series, No. 33, December 2016.


Network Valuation in Financial Systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Stefano Battiston, Guido Caldarelli
SSRN, No. 2795583, June 2016.


Pathways towards instability in financial networks
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, Guido Caldarelli
arXiv preprint, No. 1602.05883, February 2016.


Interconnectedness as a source of uncertainty in systemic risk
Tarik Roukny, Stefano Battiston, Joseph E Stiglitz
SSRN Electronic Journal, No. 2726631, February 2016.


A Climate Stress-Test of the EU Financial System
Stefano Battiston, Antoine Mandel, Irene Monasterolo, Franziska Schuetze, Gabriele Visentin
SSRN, No. 2726076, February 2016.


Evolving Power-Structures: The Network of Global Economic Influence
Stefano Battiston, James B. Glattfelder
January 2016.


A network-based analysis of the European Emission Market
Andreas Karpf, Antoine Mandel, Stefano Battiston
Documents de travail du Centre d'Economie de la Sorbonne, No. 2015.84, December 2015.


Rethinking Financial Contagion
Gabriele Visentin, Stefano Battiston, Marco D'Errico
SSRN, No. 2831143, August 2015.


The Price of Complexity in Financial Networks
Stefano Battiston, Guido Caldarelli, Robert May, Tarik Roukny, Joseph Stiglitz
Columbia Business School Research Paper, No. 15-49, March 2015.


Leveraging the Network: A Stress-Test Framework Based on DebtRank
Stefano Battiston, Guido Caldarelli, Marco D'Errico, Stefano Gurciullo
SSRN, No. 2571218, March 2015.


The Multiplex Network of EU Lobby Organizations
An Zeng, Stefano Battiston
SSRN, No. 2571869, March 2015.


Diversification and financial stability
Stefano Battiston, Tasca Paolo
SRC Discussion Paper, No. 10, February 2014.


A Network Analysis of the Evolution of the German Interbank Market
Tarik Roukny, Co-Pierre George, Stefano Battiston
Discussion Paper Deutsche Bundesbank, No. 22, 2014.


Capital and contagion in financial networks
Giovanni Di Iasio, Stefano Battiston, Luigi Infante, Federico Pierobon
MPRA Paper, No. 52141, 2013.


Conference or Workshop Paper (1)

Personalised and Dynamic Trust in Social Networks
Stefano Battiston, Frank E. Walter, Frank Schweitzer
In: The third ACM conference on Recommender systems , New York, p. 197-204, October 2009.


Other research output (1)

Consistency of Bank Defaults in Financial Networks with Derivatives
Steffen Schuldenzucker, Sven Seuken, Stefano Battiston
2016.