Results 1 to 10 of about 1,742,949 (192)
Mapping Systemic Risk: Critical Degree and Failures Distribution in Financial Networks. [PDF]
PLoS One, 2015 The 2008 financial crisis illustrated the need for a thorough, functional understanding of systemic risk in strongly interconnected financial structures.
Smerlak M, Stoll B, Gupta A, Magdanz JS.
europepmc +10 more sources
DebtRank-transparency: controlling systemic risk in financial networks. [PDF]
Sci Rep, 2013 Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the other banks.
Thurner S, Poledna S.
europepmc +3 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
Comparing Ising and Spin Glass Dynamics in Financial Markets: A Complex Systems Approach to Asset Interdependence [PDF]
EntropyThis paper analyzes financial market interdependence from a statistical-physics perspective by comparing Ising and spin glass representations of asset interactions.
Irina Georgescu, Jani Kinnunen
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Pathways towards instability in financial networks. [PDF]
Nat Commun, 2017 Bardoscia M +3 more
europepmc +3 more sources
The price of complexity in financial networks [PDF]
Proceedings of the National Academy of Sciences of the United States of America, 2016 Stefano Battiston +2 more
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A Network View of Portfolio Optimization Using Fundamental Information
Frontiers in Physics, 2021 This article proposes the use of a novel approach to portfolio optimization, referred to as “Fundamental Networks” (FN). FN is an effective and robust network-based fundamental-incorporated method, and can be served as an alternative to classical mean ...
Xiangzhen Yan +3 more
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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
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Mutual fund net flows in China: A co-holding network perspective
Frontiers in Physics, 2023 As the largest part of the mutual fund, open-end funds play a critical role in the Chinese mutual fund market. In this work, we construct an undirected weighted fund network of Chinese open-end funds based on the asset co-holding and explore whether ...
Yue Ma, Jichang Zhao, Shan Lu
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Toward Prediction of Financial Crashes with a D-Wave Quantum Annealer
Entropy, 2023 The prediction of financial crashes in a complex financial network is known to be an NP-hard problem, which means that no known algorithm can efficiently find optimal solutions. We experimentally explore a novel approach to this problem by using a D-Wave
Yongcheng Ding +9 more
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