Publications

Selected publications

Full list of publications

Books & chapters

• Random Matrix Theory – Theory and practice
  G. Livan, M. Novaes & P. Vivo (Springer, 2018) 

• Scalability and Egalitarianism in Peer-to-Peer Networks
  F. Caccioli, G. Livan & T. Aste, in Banking Beyond Banks and Money (2016)  

Journals

• Public and private beliefs under disinformation in social networks
  D. Riazi & G. Livan, Physica A (2024)

• Ranking mobility and impact inequality in early academic careers
  Y. Sun, F. Caccioli & G. Livan, PNAS (2023)

• Modelling and simulation of financial returns under non-Gaussian distributions
  F. De Domenico, G. Livan, G. Montagna & O. Nicrosini, Physica A (2023)

• Quantifying the relationship between  specialisation and reputation in an online platform
  G. Livan, G. Pappalardo & R. N. Mantegna, Scientific Reports (2022)

• Measuring systemic risk for bank credit networks:  A multilayer approach
  E. Yanquen, G. Livan, R. Montanez-Enriquez & S. Martinez-Jaramillo, Latin American Journal of Central Banking (2022)

• Price, sales, and the business cycle:  Microeconomic evidence
  F. Borraz, G. Livan, A. Rodriguez-Martinez & P. Picardo, Latin American Journal of Central Banking (2022)

• Interdisciplinary researchers attain better long-term funding performance
  Y. Sun, G. Livan, A. Ma & V. Latora, Communications Physics (2021)

• Judgments in the Sharing Economy: The effect of user-generated trust and reputation information on decision-making accuracy and bias
  M. Zloteanu, N. Harvey, D. Tuckett & G. Livan, Frontiers in Psychology (2021) 

• Macroeconomic forecasting with statistically validated knowledge graphs
  S. Tilly & G. Livan, Expert Systems with Applications (2021)

• Detecting anomalous citation groups in journal networks
  S. Kojaku, G. Livan & N. Masuda, Scientific Reports (2021)

• Macroeconomic forecasting through news, emotions and narrative
  S. Tilly, M. Ebner & G. Livan, Expert Systems with Applications (2021)

• The impact of noise and topology on opinion dynamics in social networks
  S. Stern & G. Livan, Royal Society Open Science (2021)

• Limitations of portfolio diversification through fat tails of the return distributions: Some empirical evidence
  C. Eom, T. Kaizoji, G. Livan & E. Scalas, The North American Journal of Economics and Finance (2021)

• Correspondence between temporal correlations in time series, inverse problems, and the spherical model
  R. Marcaccioli & G. Livan, Physical Review E (2020)

• Facilitating the decentralised exchange of cryptocurrencies in an order-driven market
  M. Platt, F. Pierangeli, G. Livan & S. Righi, 2nd Conference on Blockchain Research & Applications for Innovative Networks and Services (2020)

• Maximum Entropy approach to multivariate time series randomization
  R. Marcaccioli & G. Livan, Scientific Reports (2020)

• A network perspective on intermedia agenda-setting
  S. Stern, G. Livan & R. E. Smith, Applied Network Science (2020)

• A minimalistic model of bias, polarization and misinformation in social networks
  O. Sikder, R. E. Smith, P. Vivo & G. Livan, Scientific Reports (2020) 

• Early coauthorship with top scientists predicts success in academic careers
  W. Li, T. Aste, F. Caccioli & G. Livan, Nature Communications (2019)

• Don't follow the leader: How ranking performance reduces meritocracy
  G. Livan, Royal Society Open Science (2019)

• Reciprocity and impact in academic careers
  W. Li, T. Aste, F. Caccioli & G. Livan, EPJ Data Science (2019) 

• Offline biases in online platforms: a study of diversity and homophily in Airbnb
  V. Koh, W. Li, G. Livan & L. Capra,  EPJ Data Science (2019)

• A Pólya urn approach to information filtering in complex networks
  R. Marcaccioli & G. Livan, Nature Communications (2019) 

• Digital identity: The effect of trust and reputation information on user judgement in the Sharing Economy
  M. Zloteanu, N. Harvey, D. Tuckett & G. Livan, PLoS one (2018) 

• Excess reciprocity distorts reputation in online social networks
  G. Livan, F. Caccioli & T. Aste, Scientific Reports (2017) 

• Statistical mechanics of complex economies
  M. Bardoscia, G. Livan & M. Marsili, Journal of Statistical Mechanics (2017) 

• Invariant sums of random matrices and the onset of level repulsion
  Z. Burda, G. Livan & P. Vivo, Journal of Statistical Mechanics (2015) 

• A spectral perspective on excess volatility
  G. Livan, S. Alfarano, M. Milakovic & E. Scalas, Applied Economics Letters (2014) 

• On the concentration of large deviations for fat tailed distributions, with application to financial data
  M. Filiasi, G. Livan, M. Marsili, M. Peressi, E. Vesselli & E. Zarinelli, Journal of Statistical Mechanics (2014) 

• Commutative law for products of infinitely large isotropic random matrices
  Z. Burda, G. Livan & A. Swiech, Physical Review E (2013) 

• What do leaders know?
  G. Livan & M. Marsili, Entropy (2013) 

• The social climbing game
  M. Bardoscia, G. De Luca, G. Livan, M. Marsili & C. J. Tessone, Journal of Statistical Physics (2013) 

• Financial instability from local market measures
  M. Bardoscia, G. Livan & M. Marsili, Journal of Statistical Mechanics (2012) 

• On the non-stationarity of financial time series: impact on optimal portfolio selection
  G. Livan, J. Inoue & E. Scalas, Journal of Statistical Mechanics (2012) 

• Asymmetric correlation matrices: an analysis of financial data
  G. Livan & L. Rebecchi, European Physical Journal B (2012) 

• The fine structure of spectral properties for random correlation matrices: an application to financial markets
  G. Livan, S. Alfarano & E. Scalas, Physical Review E (2011) 

• Moments of Wishart-Laguerre and Jacobi ensembles of random matrices: application to the quantum transport problem in chaotic cavities
  G. Livan & P. Vivo, Acta Physica Polonica (2011) 

• Eigenvalues and singular values of products of rectangular Gaussian random matrices (the extended version)
  Z. Burda, A. Jarosz, G. Livan, M. A. Nowak & A. Swiech, Acta Physica Polonica (2011) 

• Eigenvalues and singular values of products of rectangular Gaussian random matrices
  Z. Burda, A. Jarosz, G. Livan, M. A. Nowak & A. Swiech, Physical Review E (2010) 

• Accounting for risk of non linear portfolios
  G. Bormetti, V. Cazzola, D. Delpini & G. Livan, European Physical Journal B (2010) 

• A generalized Fourier transform approach to risk measures
  G. Bormetti, V. Cazzola, G. Livan, G. Montagna & O. Nicrosini, Journal of Statistical Mechanics (2010)