Foto del docente

Daniele Tantari

Associate Professor

Department of Mathematics

Academic discipline: MAT/07 Mathematical Physics

Publications

Calice, Giovanni; Sala, Carlo; Tantari, Daniele, Contingent convertible bonds in financial networks, «SCIENTIFIC REPORTS», 2023, 13, Article number: 22337 , pp. 1 - 9 [Scientific article]Open Access

Brini A.; Tantari D., Deep reinforcement trading with predictable returns, «PHYSICA. A», 2023, 622, Article number: 128901 , pp. 1 - 20 [Scientific article]Open Access

Francesco Alemanno; Luca Camanzi; Gianluca Manzan; Daniele Tantari, Hopfield model with planted patterns: A teacher-student self-supervised learning model, «APPLIED MATHEMATICS AND COMPUTATION», 2023, 458, Article number: 128253 , pp. 1 - 23 [Scientific article]Open Access

Brini A.; Tedeschi G.; Tantari D., Reinforcement learning policy recommendation for interbank network stability, «JOURNAL OF FINANCIAL STABILITY», 2023, 67, Article number: 101139 , pp. 1 - 21 [Scientific article]

Campajola, Carlo; Gangi, Domenico Di; Lillo, Fabrizio; Tantari, Daniele, Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model, «SCIENTIFIC REPORTS», 2022, 12, Article number: 19339 , pp. 1 - 11 [Scientific article]Open Access

Decelle A.; Hwang S.; Rocchi J.; Tantari D., Inverse problems for structured datasets using parallel TAP equations and restricted Boltzmann machines, «SCIENTIFIC REPORTS», 2021, 11, Article number: 19990 , pp. 1 - 13 [Scientific article]Open Access

Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele, On the equivalence between the kinetic Ising model and discrete autoregressive processes, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2021, 2021, Article number: 033412 , pp. 1 - 13 [Scientific article]Open Access

Mazzarisi P.; Barucca P.; Lillo F.; Tantari D., A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2020, 281, pp. 50 - 65 [Scientific article]Open Access

Genovese G.; Tantari D., Legendre equivalences of spherical Boltzmann machines, «JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL», 2020, 53, Article number: 094001 , pp. 1 - 18 [Scientific article]Open Access

Luigi Ambrosio, Michele Benzi, Pierluigi Contucci, Diego Alberici, Jean Barbier, Francesco Camilli, Emanuele Mingione, Daniele Tantari, Mathematical Methods and Models in Machine Learning, 2020. [Exhibition]

Campajola C.; Lillo F.; Tantari D., Unveiling the relation between herding and liquidity with trader lead-lag networks, «QUANTITATIVE FINANCE», 2020, 20, pp. 1765 - 1778 [Scientific article]Open Access

Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio, Detectability of macroscopic structures in directed asymmetric stochastic block model, «PHYSICAL REVIEW. E», 2019, 99, pp. 1 - 9 [Scientific article]

Campajola C.; LILLO, FABRIZIO; Tantari D., Inference of the kinetic Ising model with heterogeneous missing data, «PHYSICAL REVIEW. E», 2019, 99, Article number: 062138 , pp. 1 - 12 [Scientific article]Open Access

Barucca, P.; Lillo, F.; Mazzarisi, P.; Tantari, D., Disentangling group and link persistence in dynamic stochastic block models, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2018, 2018, Article number: 123407 , pp. 123407 - 123424 [Scientific article]

Agliari, Elena; Migliozzi, Danila; Tantari, Daniele, Non-convex Multi-species Hopfield Models, «JOURNAL OF STATISTICAL PHYSICS», 2018, 172, pp. 1247 - 1269 [Scientific article]

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