Results 81 to 90 of about 10,294,418 (372)
From Topology to Geometry: A Neural Ricci Flow Framework for Predicting Flash Crashes and Contagion
Early warning of systemic financial instability is a crucial issue for regulators and asset managers, especially in detecting flash crashes and concealed contagion paths, which cannot be detected using conventional surveillance mechanisms.
Abdul Kadar Muhammad Masum +5 more
doaj +1 more source
Correlation, hierarchies, and networks in financial markets
We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial ...
Lillo, F. +2 more
core +1 more source
Economic networks in and out of equilibrium [PDF]
Economic and financial networks play a crucial role in various important processes, including economic integration, globalization, and financial crises. Of particular interest is understanding whether the temporal evolution of a real economic network is ...
Garlaschelli, Diego, Squartini, Tiziano
core +2 more sources
Network Dynamics of a Financial Ecosystem [PDF]
AbstractGlobal financial crises have led to the understanding that classical econometric models are limited in comprehending financial markets in extreme conditions, partially since they disregarded complex interactions within the system. Consequently, in recent years research efforts have been directed towards modeling the structure and dynamics of ...
Somin, Shahar +4 more
openaire +2 more sources
We have established a humanized orthotopic patient‐derived xenograft (Hu‐oPDX) mouse model of high‐grade serous ovarian cancer (HGSOC) that recapitulates human tumor–immune interactions. Using combined anti‐PD‐L1/anti‐CD73 immunotherapy, we demonstrate the model's improved biological relevance and enhanced translational value for preclinical ...
Luka Tandaric +10 more
wiley +1 more source
Critical Regimes of Systemic Risk: Flow Network Cascades in the U.S. Banking System
Systemic risk in banking systems arises from losses transmitted through networks of contractual exposures. Yet, most widely used measures rely on market-implied volatility and equity prices rather than structural balance sheet fragilities.
Samuel Montañez Jacquez +5 more
doaj +1 more source
Contagious Synchronization and Endogenous Network Formation in Financial Networks [PDF]
When banks choose similar investment strategies the financial system becomes vulnerable to common shocks. We model a simple financial system in which banks decide about their investment strategy based on a private belief about the state of the world and ...
Aymanns, Christoph, Georg, Co-Pierre
core +2 more sources
EXOSC10, an essential nuclear RNA exosome‐associated 3′‐5′ exoribonuclease, is inhibited by the anticancer drug 5‐fluorouracil (5‐FU), and EXOSC10 depletion increases 5‐FU sensitivity. The colon‐cancer variant EXOSC10S402T, located in a proteolysis motif, is stable and nuclear but nonfunctional in vivo.
Radhika Sain +10 more
wiley +1 more source
Short-Term Liquidity Contagion in the Interbank Market
We implement a modified version of DebtRank to recursively measure the contagion effects caused by the default of a selected financial institution. In our case contagion is a liquidity issue, measured as the decrease in financial institutions’ short-term
Carlos León +2 more
doaj +1 more source
Financial Storage Rights in Electric Power Networks
The decreasing cost of energy storage technologies coupled with their potential to bring significant benefits to electric power networks have kindled research efforts to design both market and regulatory frameworks to facilitate the efficient ...
Bitar, Eilyan, Munoz-Alvarez, Daniel
core +1 more source

