Results 331 to 340 of about 10,294,418 (372)
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Temporal Graph Networks for Graph Anomaly Detection in Financial Networks
arXiv.orgThis paper explores the utilization of Temporal Graph Networks (TGN) for financial anomaly detection, a pressing need in the era of fintech and digitized financial transactions.
Yejin Kim +4 more
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Clustering Heterogeneous Financial Networks
SSRN Electronic Journal, 2023AbstractWe develop a convex‐optimization clustering algorithm for heterogeneous financial networks, in the presence of arbitrary or even adversarial outliers. In the stochastic block model with heterogeneity parameters, we penalize nodes whose degree exhibit unusual behavior beyond inlier heterogeneity.
Hamed Amini +3 more
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The Structure of Financial Networks
2010We present here an overview of the use of networks in Finance and Economics. We show how this approach enables us to address important questions as, for example, the structure of control chains in financial systems, the systemic risk associated with them and the evolution of trade between nations.
Battiston S. +4 more
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CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS
Advances in Complex Systems, 2016In this paper, we use the financial network contagion model of Gai P. and Kapadia S. [Contagion in financial networks, Proc. R. Soc. A 466 (2010) 2401–2423] to investigatethe interaction of several types of heterogeneity found in real world banking systems.
Yuanying Guan, Micah Pollak
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Sequential Defaulting in Financial Networks
Information Technology Convergence and Services, 2020We consider financial networks, where banks are connected by contracts such as debts or credit default swaps. We study the clearing problem in these systems: we want to know which banks end up in a default, and what portion of their liabilities can these
P. Papp, Roger Wattenhofer
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Networks and Financial Reporting
2023This chapter is in the vein of the network evaluation perspective, believing that it is important for entities belonging to a collaborative aggregation, whatever form they take, to be evaluated as a whole and their performance measured, or at least an attempt is made, because the choice whether to collaborate rests on the need to understand and to take
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Portfolio Compression in Financial Networks: Incentives and Systemic Risk
ACM Conference on Economics and Computation, 2020We study portfolio compression, a procedure that removes cycles of liabilities in a financial network. We analyze the incentives for banks to engage in compression and its systemic effects in terms of all banks' equities.
Steffen Schuldenzucker, Sven Seuken
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2023
Abstract Interviews with experienced financiers in global financial centres reveal the strategic network behaviour which they employ to access social capital. This enhances their performance. Referrals were used to acquire interviewees.
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Abstract Interviews with experienced financiers in global financial centres reveal the strategic network behaviour which they employ to access social capital. This enhances their performance. Referrals were used to acquire interviewees.
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Financial Analysis of Network Upgrade
IEEE Transactions on Vehicular Technology, 2018Ever-increasing demand for high-speed internet connections motivates cellular operators to upgrade their incumbent networks to the next-generation networks. In this correspondence paper, we study how an operator dynamically manages the budget flow during network upgrade to maximize the final-stage profit.
Yanjiao Chen +2 more
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A threshold method for financial networks and geometric scattering of agents
Communications in Statistics: Case Studies, Data Analysis and Applications, 2019Various filtering methods are applied to financial networks to overcome dimensionality problem of financial networks. In this study, we present a new threshold method based on Triangular Maximally Filtered Graph (TMFG) filtration. The core idea is to use
Ömer Akgüller
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