Addressing systemic risk using contingent convertible debt - A network analysis.
Aparna GuptaRunzu WangYueliang LuPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- network analysis
- risk management
- credit risk
- risk assessment
- social network analysis
- link prediction
- text mining
- complex networks
- network structure
- risk analysis
- short term
- information networks
- convertible bonds
- community detection
- dynamic networks
- graph clustering
- graph theory
- biological networks
- protein protein interactions
- evolutionary algorithm
- centrality measures
- social networks
- machine learning
- risk factors
- database
- real world networks
- financial data