Gower Street
London, WC1E 6BT
United Kingdom
University College London
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Financial networks, Contagion, Systemic risk, Credit risk, Mark-to-market losses
financial architecture, resilience, financial crisis, banking crisis, economic crisis, new economic thinking
Portfolio Optimization, Variance, No Short Selling
network models, systemic risk
network reconstruction; systemic risk; bipartite credit network; aggregation level
aggregation level, bipartite credit network, network reconstruction, stress testing, systemic risk
Network Models, Systemic Risk
Common asset holdings, fire sales, financial contagion, systemic risk
Portfolio Optimization, Bias-Variance Trade-Off, Expected Shortfall
systemic risk, network models, contagion, network topology
systemic risk, fire sales, price-mediated contagion, common asset holdings
financial networks, systemic risk, contagion, clearing algorithm, overlapping portfolio, interbank markets
Blockchain, Lightning Network, Payment Networks, Percolation, Fitness Models
Expected Shortfall, optimization, estimation error
Financial network, systemic risk, derivatives, central counterparties, contagion
Input-Output Analysis; Leontief Coefficients
P2P, Sharing Economy, Reputation, Reciprocity, Networks
Network Science, Citations, Reciprocity, Rich Club, Reputation
bursty sequences, multivariate point process, Hawkes processes, generative network model, parameter estimation, dynamic network
Temporal network, spectral perturbation, node predictability
