Andrea Flori

Core Faculty | Senior Assistant Professor

Short Profile outline

Andrea Flori is Assistant Professor at the Department of Management, Economics and Industrial Engineering of the Politecnico di Milano. He holds a BSc in Economics of Financial Markets (in 2008) and a MSc in Finance (in 2010) both from the University of Siena and a PhD in Economics (in 2016) from IMT School for Advanced Studies (Lucca) where he also spent one year as a Postdoctoral fellow.

Education

PHD: Economics, IMT School for Advanced Studies Lucca.

Master of Science: Finance, University of Siena.

Bachelor of Science: Economics of Financial Markets, University of Siena.

Academic course held at SOM

Business Data Analytics

Business Data Analytics

Economia e organizzazione aziendale (per aerospaziali)

Economia e organizzazione aziendale (per aerospaziali)

Finance And Management Of Infrastructure Investments

Management And Finance Of Natural Risks

Management And Finance Of Natural Risks

Research

His research interests include the study of the stability conditions of socio-economic and financial systems, their dynamics and impact appraisal, with a particular focus on the application of econometrics and network theory techniques to systemic risk, complex systems and climate finance.

Relevant Publications

Flori A. Lillo F. Pammolli F. Spelta A., "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies", ANNALS OF OPERATIONS RESEARCH, 299, 177-213

Flori A. Giansante S. Girardone C. Pammolli F., "Banks' business strategies on the edge of distress", ANNALS OF OPERATIONS RESEARCH, 299, 481-530

Spelta A. Flori A. Pecora N. Pammolli F., "Financial crises: Uncovering self-organized patterns and predicting stock markets instability", JOURNAL OF BUSINESS RESEARCH, 129, 736-756

Pagnottoni P. Spelta A. Pecora N. Flori A. Pammolli F., "Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets", PHYSICA A: STATISTICAL MECHANICS AND ITS APPLICATIONS, 582

Smolyak A. Bonaccorsi G. Flori A. Pammolli F. Havlin S., "Effects of mobility restrictions during COVID19 in Italy", SCIENTIFIC REPORTS, 11

Bonaccorsi G. Pierri F. Scotti F. Flori A. Manaresi F. Ceri S. Pammolli F., "Socioeconomic differences and persistent segregation of Italian territories during COVID-19 pandemic", SCIENTIFIC REPORTS, 11

De Giuli M.E. Flori A. Lazzari D. Spelta A., "Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics", QUANTITATIVE FINANCE

Flori A. Pammolli F. Spelta A., "Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions", JOURNAL OF FINANCIAL STABILITY, 54

Spelta A. Pecora N. Flori A. Giudici P. , "The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach", ANNALS OF OPERATIONS RESEARCH

Flori A. Regoli D., "Revealing Pairs-trading opportunities with long short-term memory networks", EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 295, 772-791

Buldyrev S.V. Flori A. Pammolli F., "Market instability and the size-variance relationship", SCIENTIFIC REPORTS, 11

Martinazzi S. Regoli D. Flori A., "A Tale of Two Layers: The Mutual Relationship between Bitcoin and Lightning Network", RISKS, 8

Bonaccorsi G. Pierri F. Cinelli M. Flori A. Galeazzi A. Porcelli F. Schmidt A.L. Valensise C.M. Scala A. Quattrociocchi W. Pammolli F. , "Economic and social consequences of human mobility restrictions under COVID-19", PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES, 117, 155530-15535

Scala A. Flori A. Spelta A. Brugnoli E. Cinelli M. Quattrociocchi W. Pammolli F., "Time, space and social interactions: exit mechanisms for the Covid-19 epidemics", SCIENTIFIC REPORTS, 10

Spelta A. Flori A. Pierri F. Bonaccorsi G. Pammolli F. , "After the lockdown: simulating mobility, public health and economic recovery scenarios", SCIENTIFIC REPORTS, 10

Martinazzi S. Flori A. , "The evolving topology of the Lightning Network: Centralization, efficiency, robustness, synchronization, and anonymity", PLOS ONE, 15

Spelta A. Flori A. Pecora N. Buldyrev S. Pammolli F. , "A behavioral approach to instability pathways in financial markets", NATURE COMMUNICATIONS, 11, 1-9

Flori A. Pammolli F. Buldyrev S.V. Regis L. Stanley Eugene H., "Communities and regularities in the behavior of investment fund managers", PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES, 116, 6569-6574

Flori A., "News and subjective beliefs: A Bayesian approach to Bitcoin investments", RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 50, 336-356

Flori A., "Cryptocurrencies in Finance: Review and Applications", INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 22, 1950020

Borghesi S. Flori A., "With or without U(K): A pre-Brexit network analysis of the EU ETS", PLOS ONE, 14

Borghesi S. Flori A., "EU ETS facets in the net: Structure and evolution of the EU ETS network", ENERGY ECONOMICS, 75, 602-635

Spelta A. Flori A. Pammolli F., "Investment communities: Behavioral attitudes and economic dynamics", SOCIAL NETWORKS, 55, 170-188

Bonollo M. Crimaldi I. Flori A. Gianfagna L. Pammolli F., "Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data", FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT, 30, 397-426

Puliga M. Flori A. Pappalardo G. Chessa A. Pammolli F., "The Accounting Network: How financial institutions react to systemic crisis", PLOS ONE, 11

Bonollo M. Crimaldi I. Flori A. Pammolli F. Riccaboni M., "Systemic risk and banking regulation: Some facts on the new regulatory framework", CORPORATE OWNERSHIP AND CONTROL, 12, 52-63

Accreditations, Rankings & Memberships