Matteo Marsili

Permanent Scientific Staff
Senior Research Scientist
Matteo Marsili
Quantitative Life Sciences
+39 040 2240 461
marsili@ictp.it
+39 040 2240 461
marsili@ictp.it
SISSA-210
0000-0001-9437-6989

Matteo Marsili

Matteo Marsili is a theoretical physicist with research interests ranging from non-equilibrium statistical physics and critical phenomena to quantitative economics and finance, high dimensional (featureless) statistical inference and learning, systems biology and neuroscience.

Matteo Marsili gained his PhD from SISSA, Trieste in 1994. After postdoctoral positions in Manchester University, Fribourg University (CH) and SISSA, he first joined INFM as a researcher and later the Abdus Salam ICTP, firts in the CMSP Section and later in the Quantitative Life Sciences Section.
He is interested in understanding how collective behaviour results from the interaction of simple units, be them particles in physics, neurons in a brain tissue or traders in financial markets. He exploits techniques that have been developed in statistical physics to unveil the “un-intended consequences” of interdependencies in other domains of life sciences.

Publications

Journal article
2015
Phenotypic constraints promote latent versatility and carbon efficiency in metabolic networks
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2015)
Bardoscia, M. | Marsili, M. | Samal, A.
Journal article
2015
Statistical mechanics of competitive resource allocation using agent-based models
Physics Reports (2015)
Chakraborti, A. | Challet, D. | Chatterjee, A. | Marsili, M. | Zhang, Y.-C. | Chakrabarti, B.K.
Journal article
2015
Criticality of mostly informative samples: A Bayesian model selection approach
Journal of Statistical Mechanics: Theory and Experiment (2015)
Haimovici, A. | Marsili, M.
Journal article
2014
The interrupted power law and the size of shadow banking
PLoS ONE (2014)
Fiaschi, D. | Kondor, I. | Marsili, M. | Volpati, V.
Journal article
2014
Complexity and financial stability in a large random economy
Quantitative Finance (2014)
Marsili, M.
Journal article
2014
Fishing out collective memory of migratory schools
Journal of the Royal Society Interface (2014)
De Luca, G. | Mariani, P. | MacKenzie, B.R. | Marsili, M.
Journal article
2014
On the concentration of large deviations for fat tailed distributions, with application to financial data
Journal of Statistical Mechanics: Theory and Experiment (2014)
Filiasi, M. | Livan, G. | Marsili, M. | Peressi, M. | Vesselli, E. | Zarinelli, E.
Journal article
2013
Time-dependent information transmission in a model regulatory circuit
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2013)
Mancini, F. | Wiggins, C.H. | Marsili, M. | Walczak, A.M.
Journal article
2013
Special issue on physical virology
Journal of Biological Physics (2013)
Livolant, F. | Lorman, V. | Marsili, M. | Micheletti, C. | Podgornik, R.
Journal article
2013
Epidemics of rules, rational negligence and market crashes
European Journal of Finance (2013)
Anand, K. | Kirman, A. | Marsili, M.
Journal article
2013
What do leaders know?
Entropy (2013)
Livan, G. | Marsili, M.
Journal article
2013
The Social Climbing Game
Journal of Statistical Physics (2013)
Bardoscia, M. | De Luca, G. | Livan, G. | Marsili, M. | Tessone, C.J.
Journal article
2013
Impact of meta-order in the Minority Game
Quantitative Finance (2013)
Barato, A.C. | Mastromatteo, I. | Bardoscia, M. | Marsili, M.
Journal article
2013
The codon information index: A quantitative measure of the information provided by the codon bias
Journal of Statistical Mechanics: Theory and Experiment (2013)
Caniparoli, L. | Marsili, M. | Vendruscolo, M.
Journal article
2013
On sampling and modeling complex systems
Journal of Statistical Mechanics: Theory and Experiment (2013)
Marsili, M. | Mastromatteo, I. | Roudi, Y.
Journal article
2013
The effect of nonstationarity on models inferred from neural data
Journal of Statistical Mechanics: Theory and Experiment (2013)
Tyrcha, J. | Roudi, Y. | Marsili, M. | Hertz, J.
Journal article
2013
Optimal liquidation strategies regularize portfolio selection
European Journal of Finance (2013)
Caccioli, F. | Still, S. | Marsili, M. | Kondor, I.
Book
2013
Threshold functions for distinct parts: Revisiting Erdos-Lehner
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (2013)
Czabarka, E. | Marsili, M. | Székely, L.A.
Journal article
2013
Scale dependence of the directional relationships between coupled time series
Journal of Statistical Mechanics: Theory and Experiment (2013)
Shirazi, A.H. | Aghamohammadi, C. | Anvari, M. | Bahraminasab, A. | Rahimi Tabar, M.R. | Peinke, J. | Sahimi, M. | Marsili, M.
Journal article
2012
Financial instability from local market measures
Journal of Statistical Mechanics: Theory and Experiment (2012)
Bardoscia, M. | Livan, G. | Marsili, M.
Journal article
2012
Phase transitions in crowd dynamics of resource allocation
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics (2012)
Ghosh, A. | De Martino, D. | Chatterjee, A. | Marsili, M. | Chakrabarti, B.K.
Journal article
2012
Reconstruction of financial networks for robust estimation of systemic risk
Journal of Statistical Mechanics: Theory and Experiment (2012)
Mastromatteo, I. | Zarinelli, E. | Marsili, M.
Journal article
2012
Collaboration in social networks
Proceedings of the National Academy of Sciences of the United States of America (2012)
Dall'Asta, L. | Marsili, M. | Pin, P.
Journal article
2012
Rollover risk, network structure and systemic financial crises
Journal of Economic Dynamics and Control (2012)
Anand, K. | Gai, P. | Marsili, M.
Journal article
2012
Distribution of wealth and incomplete markets: Theory and empirical evidence
Journal of Economic Behavior and Organization (2012)
Fiaschi, D. | Marsili, M.
Journal article
2012
Topology-induced inverse phase transitions
EPL (2012)
De Martino, D. | Bradde, S. | Dall'Asta, L. | Marsili, M.
Journal article
2012
Excess covariance and dynamic instability in a multi-asset model
Journal of Economic Dynamics and Control (2012)
Anufriev, M. | Bottazzi, G. | Marsili, M. | Pin, P.
Journal article
2011
Financial correlations at ultra-high frequency: Theoretical models and empirical estimation
European Physical Journal B (2011)
Mastromatteo, I. | Marsili, M. | Zoi, P.
Journal article
2011
On the criticality of inferred models
Journal of Statistical Mechanics: Theory and Experiment (2011)
Mastromatteo, I. | Marsili, M.
Journal article
2011
Threshold learning dynamics in social networks
PLoS ONE (2011)
González-Avella, J.C. | Eguíluz, V.M. | Marsili, M. | Vega-Redondo, F. | Miguel, M.S.

Sorry no results