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Delay feedback impulsive control of a time-delay nonlinear complex financial networks

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0 Published in 2019 at "Indian Journal of Physics"

DOI: 10.1007/s12648-019-01377-y

Abstract: Complex networks theory has been applied in various field. Many scholars devoted it to financial system and established a nonlinear complex financial networks model. In this paper, delay feedback impulsive control of a time-delay nonlinear… read more here.

Keywords: nonlinear complex; complex financial; control; financial networks ... See more keywords

The bankruptcy problem in financial networks

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2 Published in 2018 at "Economics Letters"

DOI: 10.1016/j.econlet.2018.05.034

Abstract: The bankruptcy problem of resolving a single debt owed to multiple creditors is extended to financial networks, where there are multiple debtors and creditors. read more here.

Keywords: problem financial; financial networks; bankruptcy problem;

K-core robustness in ecological and financial networks

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0 Published in 2020 at "Scientific Reports"

DOI: 10.1038/s41598-020-59959-4

Abstract: In many real-world networks, the ability to withstand targeted or global attacks; extinctions; or shocks is vital to the survival of the network itself, and of dependent structures such as economies (for financial networks) or… read more here.

Keywords: occupancy; core robustness; network; financial networks ... See more keywords

Reducing the complexity of financial networks using network embeddings

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0 Published in 2020 at "Scientific Reports"

DOI: 10.1038/s41598-020-74010-2

Abstract: Accounting scandals like Enron (2001) and Petrobas (2014) remind us that untrustworthy financial information has an adverse effect on the stability of the economy and can ultimately be a source of systemic risk. This financial… read more here.

Keywords: networks using; complexity financial; network; reducing complexity ... See more keywords

Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks.

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0 Published in 2017 at "Physical Review E"

DOI: 10.1103/physreve.96.032315

Abstract: Reconstructing patterns of interconnections from partial information is one of the most important issues in the statistical physics of complex networks. A paramount example is provided by financial networks. In fact, the spreading and amplification… read more here.

Keywords: reconstruction; capital; bipartite financial; topology ... See more keywords

Social dynamics of financial networks

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0 Published in 2018 at "EPJ Data Science"

DOI: 10.1140/epjds/s13688-018-0143-y

Abstract: Recurrent interactions between agents play an essential role in the organization of a dynamic complex system. While intensive researches have been done on social systems formed by human interactions, dynamical rules are not well understood… read more here.

Keywords: social dynamics; dynamics financial; financial networks;

Assessing the risk of default propagation in interconnected sectoral financial networks

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0 Published in 2019 at "EPJ Data Science"

DOI: 10.1140/epjds/s13688-019-0211-y

Abstract: Systemic risk of financial institutions and sectoral companies relies on their inter-dependencies. The inter-connectivity of the financial networks has proven to be crucial to understand the propagation of default, as it plays a central role… read more here.

Keywords: propagation; assessing risk; default propagation; default ... See more keywords

Using Entropy to Evaluate the Impact of Monetary Policy Shocks on Financial Networks

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1 Published in 2021 at "Entropy"

DOI: 10.3390/e23111465

Abstract: We analyze the changes in the financial network built using the Dow Jones Industrial Average components following monetary policy shocks. Monetary policy shocks are measured through unexpected changes in the federal funds rate in the… read more here.

Keywords: financial networks; networks using; using entropy; policy shocks ... See more keywords

A hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks

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0 Published in 2023 at "Sustainability"

DOI: 10.3390/su15076123

Abstract: 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, followed… read more here.

Keywords: network; machine learning; risk; financial networks ... See more keywords