Results 11 to 20 of about 409,869 (257)
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
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
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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
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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
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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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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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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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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. Our findings suggest that financial systems exhibit a
Gai, Prasanna, Kapadia, Sujit
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Contagion in Financial Networks [PDF]
Journal of Economic Literature, 2015 The recent financial crisis has prompted much new research on the interconnectedness of the modern financial system and the extent to which it contributes to systemic fragility. Network connections diversify firms' risk exposures, but they also create channels through which shocks can spread by contagion.
Glasserman, P, Young, P
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Forecasting financial markets using advanced machine learning algorithms [PDF]
E3S Web of Conferences, 2023 This article explores the application of advanced data analysis techniques in the financial sector using neural networks for price forecasting in financial markets. Neural networks, with their ability for self-learning and capturing complex dependencies,
Medvedev Aleksandr, Medvedev Artem
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