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Researcher profile

Giorgio Fagiolo

Giorgio Fagiolo contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Applicationsecon.GNSocial and Information NetworksArtificial IntelligenceMultiagent Systemsphysics.soc-phq-fin.ECq-fin.ST

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Published work

4 published item(s)

preprint2026arXiv

Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Macroeconomic ABM

Agent-based models (ABMs) are increasingly used in macroeconomics, but their analysis still often relies on ad hoc Monte Carlo campaigns with heterogeneous statistical effort across parameter settings. We show how statistical model checking (SMC), implemented through MultiVeStA, can provide a principled analysis layer for a realistic macroeconomic ABM without rewriting the simulator in a dedicated formalism. Our case study is the heuristic-switching Keynes+Schumpeter(K+S) model, analysed hrough a transient sensitivity campaign over one-parameter sweeps, two macro observables (unemployment and GDP growth), and one auxiliary micro-level probe (market share) on the post-warmup phase of a 600-step horizon. The analysis is driven by reusable temporal queries, observable-specific precision targets, and confidence-based stopping rules that automatically determine the simulation effort required by each configuration. Results show a clear contrast across parameter families: macro-financial and structural sweeps produce the strongest transient effects, whereas several heuristic-rule sweeps remain much weaker under the same precision policy. More broadly, the paper shows that SMC can support reproducible and informative quantitative analysis of substantively rich economic ABMs, while making uncertainty estimates and simulation cost explicit parts of the reported results.

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preprint2022arXiv

Venture Capital investments through the lens of Network and Functional Data Analysis

In this paper we characterize the performance of venture capital-backed firms based on their ability to attract investment. The aim of the study is to identify relevant predictors of success built from the network structure of firms' and investors' relations. Focusing on deal-level data for the health sector, we first create a bipartite network among firms and investors, and then apply functional data analysis (FDA) to derive progressively more refined indicators of success captured by a binary, a scalar and a functional outcome. More specifically, we use different network centrality measures to capture the role of early investments for the success of the firm. Our results, which are robust to different specifications, suggest that success has a strong positive association with centrality measures of the firm and of its large investors, and a weaker but still detectable association with centrality measures of small investors and features describing firms as knowledge bridges. Finally, based on our analyses, success is not associated with firms' and investors' spreading power (harmonic centrality), nor with the tightness of investors' community (clustering coefficient) and spreading ability (VoteRank).

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preprint2021arXiv

Can you always reap what you sow? Network and functional data analysis of VC investments in health-tech companies

"Success" of firms in venture capital markets is hard to define, and its determinants are still poorly understood. We build a bipartite network of investors and firms in the healthcare sector, describing its structure and its communities. Then, we characterize "success" introducing progressively more refined definitions, and we find a positive association between such definitions and the centrality of a company. In particular, we are able to cluster funding trajectories of firms into two groups capturing different "success" regimes and to link the probability of belonging to one or the other to their network features (in particular their centrality and the one of their investors). We further investigate this positive association by introducing scalar as well as functional "success" outcomes, confirming our findings and their robustness.

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preprint2017arXiv

Spatio-Temporal Patterns of the International Merger and Acquisition Network

This paper analyses the world web of mergers and acquisitions (M&As) using a complex network approach. We use data of M&As to build a temporal sequence of binary and weighted-directed networks for the period 1995-2010 and 224 countries (nodes) connected according to their M&As flows (links). We study different geographical and temporal aspects of the international M&A network (IMAN), building sequences of filtered sub-networks whose links belong to specific intervals of distance or time. Given that M&As and trade are complementary ways of reaching foreign markets, we perform our analysis using statistics employed for the study of the international trade network (ITN), highlighting the similarities and differences between the ITN and the IMAN. In contrast to the ITN, the IMAN is a low density network characterized by a persistent giant component with many external nodes and low reciprocity. Clustering patterns are very heterogeneous and dynamic. High-income economies are the main acquirers and are characterized by high connectivity, implying that most countries are targets of a few acquirers. Like in the ITN, geographical distance strongly impacts the structure of the IMAN: link-weights and node degrees have a non-linear relation with distance, and an assortative pattern is present at short distances.

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