- Merit-based PhD scholarship sponsored by the "Sapienza" University of Rome
- 2018 Best Paper Award at NetSci, the main conference on Network Science (www.risk.net/static/jntf-x-netsci2018-awards).
Research interests and main achievements
- 2013-present: Economic Complexity, an innovative, data-driven approach to Economics, combining complexity science and machine learning. This methodology has been adopted by the World Bank Group for the study of about 70 countries. In particular, I focused on:
- - The introduction of a directed network of products to study and predict the development of countries .
- - The investigation of the dynamics that make countries escape from the poverty trap .
- - A multilayer approach for the analysis of the interplay among Science, Technology, and Production that is able to connect, for instance, the patenting activity of a given country with its industrial production with a time delay of up to 30 years .
- - I will be guest editor for a special issue of the journal Entropy, title: Economic Fitness and Complexity.
- 2016-present: I have shown that firms that diversify their patenting activity in a coherent way have a higher productivity .
- 2010-2015: I explained extreme price movements in terms of microstructural liquidity crises [5, 14] and studied the connection between traders’ strategies and various empirical properties of financial markets .
- 2011-2014: Analysis of financial time series, in particular:
- - Introduction of a new stylized fact, particularly relevant for extreme events , and
- - Proof that technical trading leads to memory effects in price dynamics .
- 2011-2013: Application of complexity tools (networks, agent based models, and Kolmogorov complexity, among others) to the development of new income assessment systems for the Italian fiscal agencies. Elaboration of an original algorithm for the detection of tax evasion.
- 2008-2013: Development of a minimal agent-based model to extract the key features to explain the origin and self-organization of the main empirical properties of financial markets [1, 2, 3, 4, 7].
1. V.Alfi, L. Pietronero, and A. Zaccaria Self-Organization for the Stylized Facts and Finite-Size Effects in a Financial Market Model EPL 86, 58003 (2009) 2. V. Alfi, M. Cristelli, L. Pietronero, and A. Zaccaria Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts Eur. Phys. J. B 67, 385-397 (2009) 3. V. Alfi, M. Cristelli, L. Pietronero, and A. Zaccaria Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics Eur. Phys. J. B 67, 399-417 (2009) 4. V. Alfi, M. Cristelli, L. Pietronero, and A. Zaccaria Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model J. Stat. Mech. P03016 (2009) 5. M. Cristelli, V. Alfi, L. Pietronero, and A. Zaccaria Liquidity Crisis, Granularity of the Order Book and Price Fluctuations Eur. Phys. J. B 73, 41-49 (2010) 6. A. Zaccaria, M. Cristelli, V. Alfi, F. Ciulla, and L. Pietronero Asymmetric Statistics of Order Books: The Role of Discreteness and Evidence for Strategic Order Placement Phys. Rev. E 81, 066101 (2010) 7. V. Alfi, M. Cristelli, L. Pietronero, and A. Zaccaria Reconstructing Agents’ Strategies from Price Behavior In F. Abergel, B.K. Chakrabarti, A. Chakraborti, and M. Mitra, editors, Econophysics of Order-driven Markets, Proceedings of Econophys-Kolkata V, 109–124. Springer-Verlag, 2011 8. M. Cristelli, L. Pietronero, and A. Zaccaria Critical Overview of Agent-Based Models for Economics In F. Mallamace and E. H. Stanley, editors, Proceedings of the School of Physics "E. Fermi", course CLXXVI, 2011, Varenna e-print ArXiv 1101.1847 9. M. Cristelli, A. Zaccaria, and L. Pietronero Universal Relation between Skewness and Kurtosis in Complex Dynamics Phys. Rev. E 85, 066108 (2012) 10. A. Tacchella, M. Cristelli, A. Zaccaria, and L. Pietronero Time Evolution of Financial Cross-Correlation Coefficients across Market Crisis Int. J. Mod. Phys. Conf. Ser., 16:82-92 (2012) 11. A. Zaccaria, M. Cristelli, and L. Pietronero Reaction to Extreme Events in a Minimal Agent Based Model In F. Abergel, B.K. Chakrabarti, A. Chakraborti, and A. Ghosh, editors, Econophysics of Systemic Risk and Network Dynamics, 133–140. New Economic Windows, Springer-Verlag, 2013 12. F. Garzarelli, M. Cristelli, G. Pompa, A. Zaccaria, and L. Pietronero Memory Effects in Stock Price Dynamics: Evidences of Technical Trading Sci. Rep. 4, 4487 (2014) 13. A. Zaccaria, M. Cristelli, A. Tacchella, and L. Pietronero How the Taxonomy of Products Drives the Economic Development of Countries PLoS ONE 9 (12): e113770, (2014) 14. F. Corradi, A. Zaccaria and L. Pietronero Liquidity Crises on Different Time Scales Phys. Rev. E, 92, 062802 (2015) 15. M Cristelli, L Pietronero, A Tacchella, and A Zaccaria Being fit in the ASEAN countries. An econometric analysis In Romeo Orlandi, editor ASEAN For Italy. Il Mulino, (2015) 16. M. Cristelli, A. Tacchella, A. Zaccaria, and L. Pietronero Growth Scenarios for sub-Saharan Countries in the Framework of Economic Complexity Working paper. Available at https://mpra.ub.uni-muenchen.de/71594/ (2015) 17. A. Zaccaria, M. Cristelli, R. Kupers, A. Tacchella and L. Pietronero A Case Study for a New Metrics for Economic Complexity: The Netherlands J. Econ. Interact. Coord . 1, 11:151-169, (2016) 18. E. Pugliese, A. Zaccaria, and L. Pietronero On the Convergence of the Fitness-Complexity Algorithm Eur. Phys. J. Spec. Top. 225: 1893 (2016) 19. G. Poce, G. Cimini, A. Gabrielli, A. Zaccaria, G. Baldacci, M. Polito, M. Rizzo, and S. Sabatini. What do central counterparties default funds really cover? A network-based stress test answer arXiv:1611.03782, (2016) 20. M. A. Annunziata, A. Petri, G. Pontuale, and A. Zaccaria How log-normal is your country? An analysis of the statistical distribution of the exported volumes of products Eur. Phys. J. Spec. Top. 225: 1985 (2016) 21. G. Cimini, A. Zaccaria, and A. Gabrielli Investigating the interplay between fundamentals of national research systems: performance, investments and international collaborations Journal of Informetrics. 1,10:200-211 (2016) 22. E. Pugliese, G.L. Chiarotti, A. Zaccaria, and L. Pietronero Economic Complexity as a Determinant of the Industrialization of Countries Sustaining High Growth in India, 87 Cambridge University Press (2017) 23. O. Angelini, M. Cristelli, A. Zaccaria, and L. Pietronero. The complex dynamics of products and its asymptotic properties PloS one, 12(5):e0177360, (2017) 24. E. Pugliese, G. L. Chiarotti, A. Zaccaria, and L. Pietronero Complex economies have a lateral escape from the poverty trap PloS one, 12(1):e0168540, (2017) 25. E. Pugliese, L. Napolitano, A. Zaccaria, and L. Pietronero Coherent diversification in corporate technological portfolios arXiv:1707.02188, (2017) 26. E. Pugliese, G. Cimini, A. Patelli, A. Zaccaria, L. Pietronero, and A. Gabrielli Unfolding the innovation system for the development of countries: co-evolution of Science, Technology and Production arXiv:1707.05146, (2017) 27. A. Gabrielli, M. Cristelli, D. Mazzilli, A. Tacchella, A. Zaccaria, and L. Pietronero Why we like the ECI+ algorithm arXiv:1708.01161, (2017) 28. L. Pietronero, M. Cristelli, A. Gabrielli, D. Mazzilli, E. Pugliese, A. Tacchella, and A. Zaccaria Economic Complexity: "Buttarla in caciara" vs a constructive approach arXiv:1709.05272, (2017) 29. A. Tacchella, S. Romano, M. Ferraldeschi, M. Salvetti, A. Zaccaria, A. Crisanti, and F. Grassi Collaboration between a human group and artificial intelligence can improve prediction of multiple sclerosis course: a proof-of-principle study F1000Research, 6 (2017) 30. A. Zaccaria, S. Mishra, M. Cader, and L. Pietronero Integrating services in the economic fitness approach World bank policy research working paper, WPS8485, (2018) 31. A. Zaccaria, M. Del Vicario, W. Quattrociocchi, A. Scala, and L. Pietronero PopRank: Ranking pages' impact and users' engagement on Facebook arXiv:1808.00062, (2018) 32. A. Sbardella, E. Pugliese, A. Zaccaria, and P. Scaramozzino The role of complex analysis in modeling economic growth arXiv:1808.10428, (2018)