A moving-window bayesian network model for assessing systemic risk in financial markets

HIGHLIGHTS

  • who: Lupe S. H. Chan and colleagues from the University of Science and Technology, Clear Water Bay, Hong Kong, Department of Social Sciences, The have published the Article: A moving-window bayesian network model for assessing systemic risk in financial markets, in the Journal: PLOS ONE of 24/07/2022
  • what: Throughout the paper, the authors aim to develop a measure to improve the prediction performance of the extreme financial risk, referred to as the order distance. The authors propose the order distance, an indicator that measures the change in the topological orders of the . . .

     

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