no code implementations • 22 Apr 2024 • Agathe Sadeghi, Zachary Feinstein
In this paper, we introduce a novel centrality measure to evaluate shock propagation on financial networks capturing a notion of contagion and systemic risk contributions.
no code implementations • 28 Dec 2023 • Agathe Sadeghi, Achintya Gopal, Mohammad Fesanghary
A deeper comprehension of financial markets necessitates understanding not only the statistical dependencies among various entities but also the causal dependencies.