Big data models of bank risk contagion
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Cited by:
- Matteo Accornero & Mirko Moscatelli, 2018. "Listening to the buzz: social media sentiment and retail depositors' trust," Temi di discussione (Economic working papers) 1165, Bank of Italy, Economic Research and International Relations Area.
- Le, Richard & Ku, Hyejin, 2022. "Reducing systemic risk in a multi-layer network using reinforcement learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
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More about this item
Keywords
Financial Risk Management; Graphical models; Systemic risks; Twitter data analysis;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-03-17 (Econometrics)
- NEP-RMG-2016-03-17 (Risk Management)
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