Bayesian Systemic Risk Analysis using Latent Space Network Models
In financial markets, systemic risk is a type of risk in which the failure of one stock in the market triggers a sequence of failures. Our study proposes a Bayesian decision scheme to dynamically monitor systemic risk under any preferences and restrictions in financial risk management. We begin by c...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2024-12-01
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| Series: | Data Science in Science |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/26941899.2024.2381724 |
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