Results 11 to 20 of about 5,559,135 (298)
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
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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
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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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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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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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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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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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ANALISIS FRAUD TRIANGLE DALAM PENENTUAN TERJADINYA FINANCIAL STATEMENT FRAUD [PDF]
, 2021 Perusahaan berupaya memperlihatkan kondisi keuangan sebaik mungkin untuk menarik perhatian para calon investor. Hal ini memicu timbulnya potensi adanya kecurangan (fraud) dalam pembuatan laporan keuangan.
Nahar, Aida, Fatkhurrizqi, Muhammad Azmi
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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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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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