Work

The drivers of systemic risk in financial networks: a data-driven machine learning analysis

Year: 2021

Type: article

Source: Chaos Solitons & Fractals

DOI: 10.1016/j.chaos.2021.111588

Authors: Michel Alexandre, Thiago Christiano Silva, Colm Connaughton, Francisco A. Rodrigues

Institutions: Central Bank of Brazil, Universidade de São Paulo, Universidade Católica de Brasília, University of Warwick, London Mathematical Laboratory

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Fundação de Amparo à Pesquisa do Estado de São Paulo, Conselho Nacional de Desenvolvimento Científico e Tecnológico

Awards: Prediction and inference in complex systems, G1860938917, G2944131992, G5087429325

OpenAlex ID: W3216975258

FWCI: 4.975

Cites: 66

Cited by: 44

Related to: 10