June 2018
Intermediate to advanced
834 pages
39h 30m
English
Content preview from Computational Economics: Heterogeneous Agent Modeling
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Chapter 11
Empirical Analyses of Networks in Finance
Giulia Iori⁎,1; Rosario N. Mantegna†,‡,§ ⁎Department of Economics, City, University of London, London, United Kingdom†Department of Physics and Chemistry, University of Palermo, Palermo, Italy‡Department of Computer Science, University College London, London, United Kingdom§Complexity Science Hub Vienna, Vienna, Austria1Corresponding author. email address: g.iori@city.ac.uk
Abstract
The recent global financial crisis has triggered a huge interest in the use of network concepts and network tools to better understand how instabilities can propagate through the financial system. The literature is today quite vast, covering both theoretical and empirical aspects. This review concentrates ...
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