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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...
Autores principales: | So, Mike K. P., Mak, Anson S. W., Chu, Amanda M. Y. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Nature Publishing Group UK
2022
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Materias: | |
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 |
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