Results 21 to 30 of about 5,559,135 (298)
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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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]
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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The Role of Entropy in Estimating Financial Network Default Impact
Entropy, 2018 Agents in financial networks can simultaneously be both creditors and debtors, creating the possibility that a default may cause a subsequent default cascade. Resolution of unpayable debts in these situations will have a distributional impact.
Michael Stutzer
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Modelling Financial and Social Networks [PDF]
, 2019 In dieser Arbeit untersuchen wir einige Möglichkeiten, financial und soziale Netzwerke zu analysieren, ein Thema, das in letzter Zeit in der ökonometrischen Literatur große Beachtung gefunden hat.
Klochkov, Yegor
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RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS [PDF]
Mathematical Finance, 2010 We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on contagion in random graphs to inhomogeneous‐directed graphs with a given degree sequence and arbitrary
Amini, H, Cont, R, Minca, A
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Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Entropy, 2022 Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media and the broader audience.
Jeremy D. Turiel, Tomaso Aste
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Decentralized Clearing in Financial Networks [PDF]
SSRN Electronic Journal, 2016 We consider a situation in which agents have mutual claims on each other, summarized in a liability matrix. Agents’ assets might be insufficient to satisfy their liabilities, leading to defaults. In case of default, bankruptcy rules are used to specify the way agents are going to be rationed.
Péter Csóka, P. Jean-Jacques Herings
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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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Financial inclusions in social networks [PDF]
SHS Web of Conferences, 2021 Research background: The study suggests that social networks can offer all the same services and products as traditional financial intermediaries. Moreover, the scope and prospects for the inclusion of financial services in the social network system are ...
Sigova Mariia +2 more
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