Risk-Dependent Centrality in Economic and Financial Networks.
Paolo BartesaghiMichele BenziGian Paolo ClementeRosanna GrassiErnesto EstradaPublished in: SIAM J. Financial Math. (2020)
Keyphrases
- financial crisis
- network analysis
- social networks
- risk management
- network structure
- investment decisions
- social network analysis
- portfolio optimization
- financial risk
- decision making
- early warning
- economic growth
- network design
- financial data
- portfolio management
- heterogeneous networks
- terrorist networks
- centrality measures
- data sets
- corporate governance
- betweenness centrality
- community structure
- credit risk
- risk analysis
- risk assessment
- structural properties
- complex networks
- small world
- risk factors
- cash flow
- community detection
- panel data
- link prediction