Results 21 to 30 of about 10,294,418 (372)
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 +3 more sources
AntiBenford Subgraphs: Unsupervised Anomaly Detection in Financial Networks [PDF]
Knowledge Discovery and Data Mining, 2022 Benford's law describes the distribution of the first digit of numbers appearing in a wide variety of numerical data, including tax records, and election outcomes, and has been used to raise "red flags" about potential anomalies in the data such as tax ...
Tianyi Chen, Charalampos E. Tsourakakis
semanticscholar +1 more source
Clearing Payments in Dynamic Financial Networks [PDF]
Conference on Control Technology and Applications, 2022 This paper proposes a novel dynamical model for determining clearing payments in financial networks. We extend the classical Eisenberg-Noe model of financial contagion to multiple time periods, allowing financial operations to continue after possible ...
G. Calafiore +2 more
semanticscholar +1 more source
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
Management Sciences, 2022 We develop a new technique to estimate vector autoregressions with a common factor error structure by quantile regression. We apply our technique to study credit risk spillovers among a group of 17 sovereigns and their respective financial sectors ...
T. Ando +2 more
semanticscholar +1 more source
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
openaire +2 more sources
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
openaire +2 more sources
Contagion and Tail Risk in Complex Financial Networks
Journal of Banking & Finance, 2022 The thesis develops a unified approach to the analysis of the propagation of crises as well as economic policy throughout complex financial networks. The approach builds on new copula-based contagion measures introduced in the thesis.
K. Abduraimova
semanticscholar +1 more source
Spatiotemporal Patterns of Risk Propagation in Complex Financial Networks
Applied Sciences, 2023 The methods of complex networks have been extensively used to characterize information flow in complex systems, such as risk propagation in complex financial networks.
Tingting Chen +3 more
semanticscholar +1 more source
Debt Swapping for Risk Mitigation in Financial Networks [PDF]
ACM Conference on Economics and Computation, 2021 We study financial networks where banks are connected by debt contracts. We consider the operation of debt swapping when two creditor banks decide to exchange an incoming payment obligation, thus leading to a locally different network structure.
P. Papp, R. Wattenhofer
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A hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks
Sustainability, 2023 In this paper, we present a framework for evaluating risk contagion by merging financial networks with machine learning techniques. The framework begins with building a financial network model based on the inter-institutional correlation network ...
Lei Li, Kun Qin, D. Wu
semanticscholar +1 more source