no code implementations • 16 Jun 2021 • Isobel Seabrook, Fabio Caccioli, Tomaso Aste
We present a novel methodology to quantify the "impact" of and "response" to market shocks.
no code implementations • 23 Dec 2020 • Isobel Seabrook, Paolo Barucca, Fabio Caccioli
To monitor risk in temporal financial networks, we need to understand how individual behaviours affect the global evolution of networks.
Computational Engineering, Finance, and Science
