Bilateral Netting and Contagion Dynamics in Financial Networks.
Edoardo GaffeoLucio GobbiPublished in: DCAI (2015)
Keyphrases
- recurrent networks
- social networks
- financial markets
- network structure
- agent based simulations
- recurrent neural networks
- information diffusion
- network dynamics
- knowledge base
- decision making
- real time
- dynamical systems
- artificial neural networks
- stock market
- dynamic model
- biological networks
- heterogeneous networks
- dynamic networks
- portfolio optimization