10:45 Opening and Welcome by CREF President Angela Bracco
SESSION 1 - chair Tiziana Di Matteo
11:10 Stefan Thurner
Title TBA
11:35 Roy Cerqueti
Resilience of Complex Networks: Methods and Applications
12:00 Elisabetta Prencipe
Kalman Filter in Economics and Finance
12:15 Massimiliano Fessina
The Trophic Structure of the Products' Input-Output Network
12:30 Anna Mancini
Evolution and determinants of firm-level systemic risk in local production networks
12:45 Lunch
SESSION 2 - chair Aurelio Patelli
14:00 Cristina Masoller
Network Tools for Outlier Detection
14:25 Giulia Rotundo
Copula-based Synthetic Networks Generation and Epidemic Spread
14:50 Masashiro Morikawa
Origin of Pink Noise in Economics and its Applications
15:05 Sergey Sosnovskiy
Reversible Processes and the Parametric Distributions of Random Integer Partitions
15:20 Riccardo Piombo
A Maximum Entropy Model for Sub-Optimal Transport: A Transition from Dense to Sparse Network
15:35 Coffee
SESSION 3 - chair Andrea Tacchella
16:00 Fabrizio Lillo
Deviations from Tradition: Stylized Facts in the Era of DeFi
16:25 Anna Carbone
Kullback-Leibler Cluster Entropy: An Inferential Tool for Multiperiod Risk
16:50 Jutta Kurth
Measuring Excess Volatility & Asset Mispricings Through the Chiarella Model
17:05 Roberto Mulet
Looking into Informal Currency Markets as Limit Order Books: Impact of Market Makers
17:20 Giuseppe Brandi
Multiscaling in Rough Volatility: A Tale of Tails