Results 1 to 10 of about 451,883 (298)
The price of complexity in financial networks. [PDF]
Proc Natl Acad Sci U S A, 2016 Significance Estimating systemic risk in networks of financial institutions represents, today, a major challenge in both science and financial policy making. This work shows how the increasing complexity of the network of contracts among institutions comes with the price of increasing inaccuracy in the estimation of systemic risk.
Battiston S +4 more
europepmc +14 more sources
Coarse Graining on Financial Correlation Networks
Mathematics, 2022 Community structure detection is an important and valuable task in financial network studies as it forms the basis of many statistical applications such as prediction, risk analysis, and recommendation.
Mehmet Ali Balcı +3 more
doaj +2 more sources
Complexity, 2019 This special issue on financial networks seeks to bring novel methods and discussions to improve our understanding of financial markets. The bulk of the literature studies, interbank markets, or stock markets networks. This literature has provided important insights for the development of portfolio and risk management and financial regulation.
Benjamin Miranda Tabak +2 more
doaj +4 more sources
Financial Contagion in Networks [PDF]
, 2016 This chapter provides an introduction to the literature on financial contagion in networks. We aim to do this by focusing on a limited number of papers in some formal detail, trying to illustrate their analogies and differences as much as possible within a common framework.
Cabrales, A, Gottardi, P, Gale, DM
openaire +4 more sources
Transfer Entropy between Communities in Complex Financial Networks [PDF]
Entropy, 2019 In this paper, we analyze information flows between communities of financial markets, represented as complex networks. Each community, typically corresponding to a business sector, represents a significant part of the financial market and the detection ...
Jan Korbel, Xiongfei Jiang, Bo Zheng
doaj +2 more sources
Contagion dynamics on financial networks * [PDF]
, 2019 We provide a graph theoretic background for the analysis of financial networks and review some technique recently proposed for the extraction of financial networks. We develop new measures of network connectivity, that are Von Neumann entropies and disagreement persistence index, using the spectrum of normalized Laplacian and Diplacian.
Billio Monica +3 more
openaire +3 more sources
The hyperbolic geometry of financial networks. [PDF]
Sci Rep, 2021 AbstractBased on data from the European banking stress tests of 2014, 2016 and the transparency exercise of 2018 we construct networks of European banks and demonstrate that the latent geometry of these financial networks can be well-represented by geometry of negative curvature, i.e., by hyperbolic geometry.
Keller-Ressel M, Nargang S.
europepmc +7 more sources
, 2014 The financial system performs vital functions for the world economy. Very often one of more aspect of this system can be described by means of a complex graph. In this chapter under the generic name of financial networks we indicate several different systems all related to the world of finance. © 2014 Springer International Publishing Switzerland.
Battiston S., Caldarelli G.
openaire +3 more sources
Social dynamics of financial networks [PDF]
EPJ Data Science, 2018 Recurrent interactions between agents play an essential role in the organization of a dynamic complex system. While intensive researches have been done on social systems formed by human interactions, dynamical rules are not well understood in economic ...
Teruyoshi Kobayashi, Taro Takaguchi
doaj +3 more sources
Complexity, 2018 We would like to thank all the authors who contributed to this special issue. We would also like to thank our expert reviewers, who provided vital constructive feedback during the review process. Thiago Christiano Silva and Benjamin M. Tabak gratefully acknowledge financial support received from the CNPq foundation (Grants nos. 302808/2015-9 and 305427/
Benjamin Miranda Tabak +2 more
doaj +3 more sources