Results 11 to 20 of about 451,883 (298)
Proceedings of the Second ACM International Conference on AI in Finance, 2021 We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in the network indicates that a payment of a firm to one of its lenders might result to some incoming payment.
Panagiotis Kanellopoulos +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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Network characteristics of financial networks
CoRR, 2023 We embrace a fresh perspective to auditing by analyzing a large set of companies as complex financial networks rather than static aggregates of balance sheet data. Preliminary analyses show that network centrality measures within these networks could significantly enhance auditors' insights into financial structures.
M. Boersma +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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Bailouts in Financial Networks
CoRR, 2021 We consider networks of banks with assets and liabilities. Some banks may be insolvent, and a central bank can decide which insolvent banks, if any, to bail out. We view bailouts as an optimization problem where the central bank has given resources at its disposal and an objective it wants to maximize.
Beni Egressy, Roger Wattenhofer
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The structure of financial networks, and Western Balkan banking systems [PDF]
Ekonomski Anali, 2019 This paper analyses the structure of the part of the global financial network that the banking systems of the Western Balkan countries belong to for the period 2007-2013.
Cvijanović Dražen
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Contagion in Financial Networks [PDF]
SSRN Electronic Journal, 2007 This paper develops an analytical model of contagion in financial networks with arbitrary structure. We explore how the probability and potential impact of contagion is influenced by aggregate and idiosyncratic shocks, changes in network structure and asset market liquidity.
Gai, Prasanna, Kapadia, Sujit
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Applied Network Science, 2018 Over the last decades, both advanced and emerging economies have experienced a striking increase in the intra-financial activity across different asset classes and increasingly complex contract types, leading to a far more complex financial system. Until
Chiara Perillo, Stefano Battiston
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China's financial spaces in Europe: Bank networks, investments, and currency [PDF]
, 2022 Despite the vast research on China’s external economic expansion, little is known about the spatial organisation and operations of Chinese commercial and development banks that enable such expansion.
BALMAS, Paolo
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