Publications by authors named "Daniele Tantari"

We study the role of contingent convertible bonds (CoCos) in a complex network of interconnected banks. By studying the system's phase transitions, we reveal that the structure of the interbank network is of fundamental importance for the effectiveness of CoCos as a financial stability enhancing mechanism. Our results show that, under some network structures, the presence of CoCos can increase (and not reduce) financial fragility, because of the occurring of unneeded triggers and consequential suboptimal conversions that damage CoCos investors.

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A common issue when analyzing real-world complex systems is that the interactions between their elements often change over time. Here we propose a new modeling approach for time-varying interactions generalising the well-known Kinetic Ising Model, a minimalistic pairwise constant interactions model which has found applications in several scientific disciplines. Keeping arbitrary choices of dynamics to a minimum and seeking information theoretical optimality, the Score-Driven methodology allows to extract from data and interpret the presence of temporal patterns describing time-varying interactions.

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We propose an efficient algorithm to solve inverse problems in the presence of binary clustered datasets. We consider the paradigmatic Hopfield model in a teacher student scenario, where this situation is found in the retrieval phase. This problem has been widely analyzed through various methods such as mean-field approaches or the pseudo-likelihood optimization.

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We consider the problem of inferring a causality structure from multiple binary time series by using the kinetic Ising model in datasets where a fraction of observations is missing. Inspired by recent work on mean field methods for the inference of the model with hidden spins, we develop a pseudo-expectation-maximization algorithm that is able to work even in conditions of severe data sparsity. The methodology relies on the Martin-Siggia-Rose path integral method with second-order saddle-point solution to make it possible to approximate the log-likelihood in polynomial time, giving as output an estimate of the couplings matrix and of the missing observations.

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We study the problem of identifying macroscopic structures in networks, characterizing the impact of introducing link directions on the detectability phase transition. To this end, building on the stochastic block model, we construct a class of nontrivially detectable directed networks. We find closed-form solutions by using the belief propagation method, showing how the transition line depends on the assortativity and the asymmetry of the network.

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Restricted Boltzmann machines are described by the Gibbs measure of a bipartite spin glass, which in turn can be seen as a generalized Hopfield network. This equivalence allows us to characterize the state of these systems in terms of their retrieval capabilities, both at low and high load, of pure states. We study the paramagnetic-spin glass and the spin glass-retrieval phase transitions, as the pattern (i.

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We study generalized restricted Boltzmann machines with generic priors for units and weights, interpolating between Boolean and Gaussian variables. We present a complete analysis of the replica symmetric phase diagram of these systems, which can be regarded as generalized Hopfield models. We underline the role of the retrieval phase for both inference and learning processes and we show that retrieval is robust for a large class of weight and unit priors, beyond the standard Hopfield scenario.

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In this work we apply techniques and modus operandi typical of Statistical Mechanics to a large dataset about key social quantifiers and compare the resulting behaviors of five European nations, namely France, Germany, Italy, Spain and Switzerland. The social quantifiers considered are i. the evolution of the number of autochthonous marriages (i.

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Hierarchical networks are attracting a renewal interest for modeling the organization of a number of biological systems and for tackling the complexity of statistical mechanical models beyond mean-field limitations. Here we consider the Dyson hierarchical construction for ferromagnets, neural networks, and spin glasses, recently analyzed from a statistical-mechanics perspective, and we focus on the topological properties of the underlying structures. In particular, we find that such structures are weighted graphs that exhibit a high degree of clustering and of modularity, with a small spectral gap; the robustness of such features with respect to the presence of thermal noise is also studied.

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In this work we study a Hebbian neural network, where neurons are arranged according to a hierarchical architecture such that their couplings scale with their reciprocal distance. As a full statistical mechanics solution is not yet available, after a streamlined introduction to the state of the art via that route, the problem is consistently approached through signal-to-noise technique and extensive numerical simulations. Focusing on the low-storage regime, where the amount of stored patterns grows at most logarithmical with the system size, we prove that these non-mean-field Hopfield-like networks display a richer phase diagram than their classical counterparts.

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We consider statistical-mechanics models for spin systems built on hierarchical structures, which provide a simple example of non-mean-field framework. We show that the coupling decay with spin distance can give rise to peculiar features and phase diagrams much richer than their mean-field counterpart. In particular, we consider the Dyson model, mimicking ferromagnetism in lattices, and we prove the existence of a number of metastabilities, beyond the ordered state, which become stable in the thermodynamic limit.

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We adapt belief-propagation techniques to study the equilibrium behavior of a bipartite spin glass, with interactions between two sets of N and P=αN spins each having an arbitrary degree, i.e., number of interaction partners in the opposite set.

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Self-directed lymphocytes may evade clonal deletion at ontogenesis but still remain harmless due to a mechanism called clonal anergy. For B-lymphocytes, two major explanations for anergy developed over the last decades: according to Varela theory, anergy stems from a proper orchestration of the whole B-repertoire, such that self-reactive clones, due to intensive feed-back from other clones, display strong inertia when mounting a response. Conversely, according to the model of cognate response, self-reacting cells are not stimulated by helper lymphocytes and the absence of such signaling yields anergy.

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