Seminar 217, Risk Management: "Measures of Financial Network Complexity: A Topological Approach"

Seminar 217, Risk Management: "Measures of Financial Network Complexity: A Topological Approach"

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Sep 27, 2016, 11:00 AM - 01:00 PM | 639 Evans Hall | Happening As Scheduled
Speaker: Mark Flood (Joint with Jonathan Simon and Mathew Timm), UC Berkeley (Speaker - Featured)
Abstract: We present a general definition of complexity appropriate for financial counterparty networks, and derive several topologically based implementations. These range from simple and obvious metrics to others that are more mathematically subtle. It is important to tailor a complexity measure to the specific context in which it is used.