Backreaction of Financial Networks Risk Estimation and Asset Management
The financial market is a relevant part of our economy. Its crisis spread all over the countries and affect our daily life. Understanding these phenomena has become a crucial field of academic research and a holy grail for invest...
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Información proyecto FinNet
Duración del proyecto: 47 meses
Fecha Inicio: 2017-03-09
Fecha Fin: 2021-03-01
Fecha límite de participación
Sin fecha límite de participación.
Descripción del proyecto
The financial market is a relevant part of our economy. Its crisis spread all over the countries and affect our daily life. Understanding these phenomena has become a crucial field of academic research and a holy grail for investors. In this project, I aim to study and develop models to forecast and manage the risk propagation along simplified structures called dynamical networks with particular emphasis on the morphological changes occurring as back-reaction to the risk spread.