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G. Iori

Publications and source records attributed to G. Iori.

4 recordsLinked to original sources
arXiv2006

A fitness model for the Italian Interbank Money Market

We use the theory of complex networks in order to quantitatively characterize the formation of communities in a particular financial market. The system is composed by different banks exchanging on a daily basis loans and debts of liquidity. Through topological analysis and by means of a model of network growth we can determine the formation of different group of banks characterized by different business strategy. The model based on Pareto's Law makes no use of growth or preferential attachment and it reproduces correctly all the various statistical properties of the system. We believe that this network modeling of the market could be an efficient way to evaluate the impact of different policies in the market of liquidity.

physics.soc-ph↗
arXiv1996

On the Stability of the Mean-Field Glass Broken Phase under Non-Hamiltonian Perturbations

We study the dynamics of the SK model modified by a small non-hamiltonian perturbation. We study aging, and we find that on the time scales investigated by our numerical simulations it survives a small perturbation (and is destroyed by a large one). If we assume we are observing a transient behavior the scaling of correlation times versus the asymmetry strength is not compatible with the one expected for the spherical model. We discuss the slow power law decay of observable quantities to equilibrium, and we show that for small perturbations power like decay is preserved. We also discuss the asymptotically large time region on small lattices.

cond-mat.dis-nn↗
arXiv1995

A variational study of the random-field XY model

A disorder-dependent Gaussian variational approach is applied to the $d$-dimensional ferromagnetic XY model in a random field. The randomness yields a non extensive contribution to the variational free energy, implying a random mass term in correlation functions. The Imry-Ma low temperature result, concerning the existence ($d>4$) or absence ($d < 4$) of long-range order is obtained in a transparent way. The physical picture which emerges below $d=4$ is that of a marginally stable mixture of domains. We also calculate within this variational scheme, disorder dependent correlation functions, as well as the probability distribution of the Imry-Ma domain size.

cond-mat↗