stefano ciliberti
stefano ciliberti
CFM
Verified email at cfm.fr
Title
Cited by
Cited by
Year
Robustness can evolve gradually in complex regulatory gene networks with varying topology
S Ciliberti, OC Martin, A Wagner
PLoS Comput Biol 3 (2), e15, 2007
3812007
Innovation and robustness in complex regulatory gene networks
S Ciliberti, OC Martin, A Wagner
Proceedings of the National Academy of Sciences 104 (34), 13591-13596, 2007
3732007
On the feasibility of portfolio optimization under expected shortfall
S Ciliberti, I Kondor, M Mézard
Quantitative Finance 7 (4), 389-396, 2007
542007
Risk minimization through portfolio replication
S Ciliberti, M Mézard
The European Physical Journal B 57 (2), 175-180, 2007
392007
Message-passing algorithms for non-linear nodes and data compression
S Ciliberti, M Mézard, R Zecchina
ComPlexUs 3 (1-3), 58-65, 2006
372006
Lossy data compression with random gates
S Ciliberti, M Mézard, R Zecchina
Physical review letters 95 (3), 038701, 2005
352005
Brillouin and boson peaks in glasses from vector Euclidean random matrix theory
S Ciliberti, TS Grigera, V Martın-Mayor, G Parisi, P Verrocchio
The Journal of chemical physics 119 (16), 8577-8591, 2003
332003
The theoretical capacity of the parity source coder
S Ciliberti, M Mézard
Journal of Statistical Mechanics: Theory and Experiment 2005 (10), P10003, 2005
302005
Glasslike structure of globular proteins and the boson peak
S Ciliberti, P De Los Rios, F Piazza
Physical review letters 96 (19), 198103, 2006
262006
Anderson localization in Euclidean random matrices
S Ciliberti, TS Grigera, V Martín-Mayor, G Parisi, P Verrocchio
Physical review B 71 (15), 153104, 2005
262005
Smile dynamics: A theory of the implied leverage effect
S Ciliberti, JP Bouchaud, M Potters
Wilmott Journal: The International Journal of Innovative Quantitative …, 2009
252009
The excess returns of" quality" stocks: a behavioral anomaly
JP Bouchaud, S Ciliberti, A Landier, G Simon, D Thesmar
arXiv preprint arXiv:1601.04478, 2016
202016
Circuit topology and the evolution of robustness in complex regulatory gene networks
S Ciliberti, OC Martin, A Wagner
PLoS Comput. Biol 3 (2), e15, 2007
162007
Localization threshold of instantaneous normal modes from level-spacing statistics
S Ciliberti, TS Grigera
Physical Review E 70 (6), 061502, 2004
162004
Deconstructing the low-vol anomaly
A Beveratos, JP Bouchaud, S Ciliberti, L Laloux, Y Lempérière, M Potters, ...
The Journal of Portfolio Management 44 (1), 91-103, 2017
152017
Discretized diffusion processes
S Ciliberti, G Caldarelli, P De Los Rios, L Pietronero, YC Zhang
Physical review letters 85 (23), 4848, 2000
132000
Is ESG an Equity Factor or Just an Investment Guide?
A Breedt, S Ciliberti, S Gualdi, P Seager
The Journal of Investing 28 (2), 32-42, 2019
122019
Black was right: Price is within a factor 2 of Value
JP Bouchaud, S Ciliberti, Y Lemperiere, A Majewski, P Seager, ...
Available at SSRN 3070850, 2017
92017
A quantitative clustering approach to ultrametricity in spin glasses
S Ciliberti, E Marinari
Journal of statistical physics 115 (1), 557-580, 2004
92004
Smile in the low moments
JP Bouchaud, L De Leo, V Vargas, S Ciliberti
Risk 26 (7), 56, 2013
8*2013
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