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Bozhidarova et al., 2024 - Google Patents

Describing financial crisis propagation through epidemic modelling on multiplex networks

Bozhidarova et al., 2024

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Document ID
822574227472791454
Author
Bozhidarova M
Ball F
van Gennip Y
O’Dea R
Stupfler G
Publication year
Publication venue
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

External Links

Snippet

This paper proposes a novel framework for modelling the spread of financial crises in complex networks, combining financial data, Extreme Value Theory and an epidemiological transmission model. We accommodate two key aspects of contagion modelling …
Continue reading at royalsocietypublishing.org (HTML) (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/08—Insurance, e.g. risk analysis or pensions
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
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    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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