Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 15 of 15 for “"Financial Network"”.
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Clearing financial network and its stability
… the application of a clearing mechanism of a financial network to a specific type of financial network, which is established upon an abstract underlying asset. In particular, we focus on the stability of the network against the fluctuation of underlying market, which is measured by default …
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The Evolution of Al Qaeda's Financial Network
This paper examines the financial networks of al Qaeda and its affiliates, which remain significant threats a decade after the September 11th attacks. The thesis examines how al Qaeda has evolved in the face of U.S. and international counter-financing efforts from charities and donors to rely …
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Financial Network Stability and Structure: Econometric and Network Analysis
Since the Global Financial Crisis, the literature of financial networks analysis has been trying to investigate the changes in the financial networks structure, that led to the instability of the financial system. The Global Financial Crisis followed by the Great Recession costed taxpayers an …
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Network Analysis of the Financial Sector: A Comprehensive Perspective with Adaptive Joint LASSO Method
… emergence of systemic risk from the 2008 Global Financial Crisis (GFC) and the recent energy market shocks following the COVID-19 pandemic and the onset of the Russo-Ukrainian war highlighted the importance of understanding shock spillovers for policymakers and academics alike. Specifically, …
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Equilibria in epidemiology and in finance
… of anorexia and bulimia among society and a financial network. The choice to model these two phenomena is that we want to model them using two different techniques from a mathematical point of view. In both studied problems, we look for the equilibria of the model and we want to predict the …
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Propagation of credit freezes in financial lending networks
We consider a network model of financial intermediation where banks (financial intermediaries) lend to and borrow from each other and supply funds to clients. A key decision for a bank is whether to extend credit to other banks, which may then default on those loans. In contrast to much of the …
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Systemic risk in financial networks
… extends the literature of systemic risk in financial networks in two directions.</p> <p>First, we develop a majorization-based tool to compare financial networks in terms of systemic losses with a focus on the implications of liability concentration. Specifically, we quantify liability …
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A CREDIT ANALYSIS OF THE UNBANKED AND UNDERBANKED: AN ARGUMENT FOR ALTERNATIVE DATA
… and underbanked population into the general financial network.</p> <p>In Chapter 2 of the dissertation, I establish the role of non-traditional credit data, known as alternative data, in modeling borrower default behavior for individuals who unbanked and underbanked individuals by taking a …
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Applications of Random Matrix Theory to Portfolio Management and Financial Networks
… Matrix Theory (RMT) to portfolio management and financial networks. From a portfolio management perspective, we apply the RMT approach to clean measurement noise from correlation matrices constructed for large portfolios of stocks of the FTSE 100. We apply this methodology to a number of …
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Film Noir as the Sovereign-Image of Empire: Cynicism, White Male Biopolitics, and the Neoliberal Cinematic Apparatus
… nation state to a deterritorialized global financial network (what Hardt and Negri call Empire) to shed light on how Hollywoods anomalous noir crisis, its war trauma induced state of exception, became the expression of the governing paradigm of unbridled global biocapitalism in the age of …
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Systemic Risk in Financial Networks
In this dissertation, I have used the network model based approach to study systemic risk in financial networks. In particular, I have worked on generalized extensions of the Eisenberg--Noe [2001] framework to account for realistic financial situations viz. pricing of corporate debt while …
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Essays on uncertainty in economics
… and the associated belief heterogeneity, on financial contracts and asset prices. I assume that optimists have limited wealth and take on leverage in order to take positions in line with their beliefs. To have a significant effect on asset prices, they need to borrow from traders with …
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ESSAYS ON FINANCIAL MARKETS, NETWORKS, AND TECHNOLOGIES
Global financial markets have been dramatically changing over the last decade. More research is needed to understand the fundamental forces behind this market evolution, and how these forces have reshaped the financial market infrastructure. My dissertation investigates three significant issues at …
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A FRAMEWORK FOR NETWORK EVOLUTION
… il 2026, sfruttare questi dati è cruciale. La network science offre strumenti per analizzare sistemi complessi modellando nodi e archi. Ha applicazioni in diversi ambiti: nelle scienze sociali analizza social media, polarizzazione e migrazioni; in finanza studia stabilità dei mercati e frodi; …
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Contagion and Systemic Risk in Financial Networks
The 2007-2009 financial crisis has shed light on the importance of contagion and systemic risk, and revealed the lack of adequate indicators for measuring and monitoring them. This dissertation addresses these issues and leads to several recommendations for the design of an improved assessment of …