Assessing systemic risk in financial markets using dynamic topic networks

Systemic risk in financial markets refers to the breakdown of a financial system due to global events, catastrophes, or extreme incidents, leading to huge financial instability and losses. This study proposes a dynamic topic network (DTN) approach that combines topic modelling and network analysis t...

Descripción completa

Detalles Bibliográficos
Autores principales: So, Mike K. P., Mak, Anson S. W., Chu, Amanda M. Y.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8854714/
https://www.ncbi.nlm.nih.gov/pubmed/35177679
http://dx.doi.org/10.1038/s41598-022-06399-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8854714/
https://www.ncbi.nlm.nih.gov/pubmed/35177679
http://dx.doi.org/10.1038/s41598-022-06399-x

Ejemplares similares