Modelling Non-Stationarity and Shock Resilience in Financial Temporal Networks

Explore cutting-edge research on financial temporal networks in this Fields Institute lecture by Fabrizio Lillo from the University of Bologna. Delve into advanced techniques for modeling non-stationarity and shock resilience in complex financial systems. Gain insights into the latest developments in network analysis and their applications to understanding market dynamics and risk management. Discover how temporal network models can be used to assess and predict the resilience of financial systems to external shocks and internal perturbations.

Modelling non stationarity and shock resilience in financial temporal networks