Modeling systemic risks in financial markets

2013/11/15 by Rej, Abhijnan
#FOS: Computer and information sciences #FOS: Economics and business #FOS: Physical sciences #Physics and Society (physics.soc-ph) #Risk Management (q-fin.RM) #Social and Information Networks (cs.SI)

paper · doi:10.48550/arxiv.1311.3764

Abstract

We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.

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