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Sebastian Poledna - Publications

14 P. Klimek, S. Poledna, and S. Thurner
Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery
Nature Communications 10, 1677, (2019) [bib]

@ARTICLE{klimek2019qer,
  author = {Klimek, P.~ and Poledna, S.~ and Thurner, S.~},
  title = {Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery},
  journal = {Nature Communications},
  year = {2019},
  volume = {10},
  pages = {1677},
  url = {https://www.nature.com/articles/s41467-019-09357-w}
}


13 S. Poledna, S. Hochrainer-Stigler, M.G. Miess, P. Klimek, S. Schmelzer, J. Sorger, E. Shchekinova, E. Rovenskaya, J.A. Linnerooth-Bayer, U. Dieckmann, and S. Thurner
When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters
2018 (in review) [bib]

@ARTICLE{poledna2018wdd,
  author = {Poledna, S.~ and Hochrainer-Stigler, S.~ and Miess, M.G.~ and Klimek, P.~ and Schmelzer, S.~ and Sorger, J.~ and Shchekinova, E.~ and Rovenskaya, E.~ and Linnerooth-Bayer, J.A.~ and Dieckmann, U.~ and Thurner, S.~},
  title = {When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters},
  journal = {},
  year = {2018},
  note = {in review},
  url = {https://arxiv.org/abs/1801.09740}
}


12 S. Poledna, A. Hinteregger, and S. Thurner
Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation
Entropy 20, e20100782, (2018) [bib]

@ARTICLE{poledna2018isi,
  author = {Poledna, S.~ and Hinteregger, A.~ and Thurner, S.~},
  title = {Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation},
  journal = {Entropy},
  year = {2018},
  volume = {20},
  number = {10},
  pages = {e20100782},
  url = {https://www.mdpi.com/1099-4300/20/10/792}
}


11 A. Pichler, S. Poledna, and S. Thurner
Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem
2018 (in review) [bib]

@ARTICLE{pichler2018saa,
  author = {Pichler, A.~ and Poledna, S.~ and Thurner, S.~},
  title = {Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem},
  journal = {},
  year = {2018},
  note = {in review},
  url = {https://arxiv.org/abs/1801.10515}
}


10 S. Poledna, S. Martínez-Jaramillo, F. Cacciolo, and S. Thurner
Quantification of systemic risk from overlapping portfolios in the financial system
2018 (in review) [bib]

@ARTICLE{poledna2018qsr,
  author = {Poledna, S.~ and Martínez-Jaramillo, S.~ and Cacciolo, F.~ and Thurner, S.~},
  title = {Quantification of systemic risk
from overlapping portfolios in the financial system},
  journal = {},
  year = {2018},
  note = {in review},
  url = {https://arxiv.org/abs/1802.00311}
}


9 M.V. Leduc, S. Poledna, and S. Thurner
Systemic Risk Management in Financial Networks with Credit Default Swaps
Journal of Network Theory in Finance 3, 19-39, (2017) [bib]

@ARTICLE{leduc2017srm,
  author = {Leduc, M.V.~ and Poledna, S.~ and Thurner, S.~},
  title = {Systemic Risk Management in Financial Networks with Credit Default Swaps},
  journal = {Journal of Network Theory in Finance},
  year = {2017},
  volume = {3},
  number = {3},
  pages = {19--39},
  url = {https://www.risk.net/journal-of-network-theory-in-finance/5343306/systemic-risk-management-in-financial-networks-with-credit-default-swaps}
}


8 S. Gurciullo, M. Smallegan, M. Pereda, F. Battiston, A. Patania, S. Poledna, D. Hedblom, B.T. Oztan, A. Herzog, P. John, and S. Mikhaylov
Complex Politics: A Quantitative Semantic and Topological Analysis of UK House of Commons Debates
2015 (in review) [bib]

@ARTICLE{gurciullo2015cpq,
  author = {Gurciullo, S.~ and Smallegan, M.~ and Pereda, M.~ and Battiston, F.~ and Patania, A.~ and Poledna, S.~ and Hedblom, D.~ and Oztan, B.T.~ and Herzog, A.~ and John, P.~ and Mikhaylov, S.~},
  title = {Complex Politics: A Quantitative Semantic and Topological Analysis of UK House of Commons Debates},
  journal = {},
  year = {2015},
  note = {in review},
  url = {http://arxiv.org/abs/1510.03797}
}


7 S. Poledna, O. Bochmann, and S. Thurner
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Journal of Economic Dynamics and Control 77, 230-246, (2017) [bib]

@ARTICLE{poledna2017bic,
  author = {Poledna, S.~ and Bochmann, O.~ and Thurner, S.~},
  title = {Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes},
  journal = {Journal of Economic Dynamics and Control},
  year = {2017},
  volume = {77},
  pages = {230--246},
  url = {https://arxiv.org/abs/1602.03505}
}


6 S. Poledna, J.L. Molina-Borboa, M. van der Leij, S. Martinez-Jaramillo, and S. Thurner
Multi-layer network nature of systemic risk in financial networks and its implications
Journal of Financial Stability 20, 70-81, (2015) [bib]

@ARTICLE{poledna2015mnn,
  author = {Poledna, S.~ and Molina-Borboa, J.L.~ and van der Leij, M.~ and Martinez-Jaramillo, S.~ and Thurner, S.~},
  title = {Multi-layer network nature of systemic risk in financial networks and its implications},
  journal = {Journal of Financial Stability},
  year = {2015},
  volume = {20},
  pages = {70--81},
  url = {http://arxiv.org/abs/1505.04276}
}


5 P. Klimek, S. Poledna, J.D. Farmer, and S. Thurner
To bail-out or to bail-in? Answers from an agent-based model
Journal of Economic Dynamics and Control 50, 144-154, (2014) [bib]

@ARTICLE{klimek2014tbo,
  author = {Klimek, P.~ and Poledna, S.~ and Farmer, J.D.~ and Thurner, S.~},
  title = {To bail-out or to bail-in? Answers from an agent-based model},
  journal = {Journal of Economic Dynamics and Control},
  year = {2014},
  volume = {50},
  pages = {144--154},
  url = {http://ac.els-cdn.com/S0165188914002097/1-s2.0-S0165188914002097-main.pdf?_tid=c26f1dae-9d8d-11e4-ac41-00000aacb35d&acdnat=1421419470_ce9c9414be385f7e20f78898cf7be086}
}


4 S. Poledna and S. Thurner
Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
Quantitative Finance 16, 1599-1613, (2016) [bib]

@ARTICLE{poledna2016esr,
  author = {Poledna, S.~ and Thurner, S.~},
  title = {Elimination of systemic risk in financial networks by means of a systemic risk transaction tax},
  journal = {Quantitative Finance},
  year = {2016},
  volume = {16},
  number = {10},
  pages = {1599--1613},
  url = {https://www.tandfonline.com/doi/abs/10.1080/14697688.2016.1156146?journalCode=rquf20}
}


3 S. Thurner and S. Poledna
DebtRank-transparency: Controlling systemic risk in financial networks
Scientific Reports 3, 01888, (2013) [bib]

@ARTICLE{thurner2013dcs,
  author = {Thurner, S.~ and Poledna, S.~},
  title = {DebtRank-transparency: Controlling systemic risk in financial networks},
  journal = {Scientific Reports},
  year = {2013},
  volume = {3},
  pages = {01888},
  url = {https://www.nature.com/articles/srep01888}
}


2 S. Poledna, S Thurner, J. Farmer, and J. Geanakoplos
Leverage-induced systemic risk under Basle II and other credit risk policies
Journal of Banking and Finance 42, 199-212, (2014) [bib]

@ARTICLE{poledna2014lsr,
  author = {Poledna, S.~ and Thurner, S~ and Farmer, J.~ and Geanakoplos, J.~},
  title = {Leverage-induced systemic risk under Basle II and other credit risk policies},
  journal = {Journal of Banking and Finance},
  year = {2014},
  volume = {42},
  pages = {199--212}
}


1 S. Poledna
Agent-based models in econophysics: applications to financial regulation
Diploma thesis, (2011) [bib]

@MASTERSTHESIS{poledna2011ame,
  author = {Poledna, S.~},
  title = {Agent-based models in econophysics: applications to financial regulation},
  school = {},
  year = {2011}
}


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