Examining systemic risk using google pagerank algorithm: an application

HIGHLIGHTS

• who: ANURAG from the University School of Management and Entrepreneurship, East Delhi Campus, Vivek Vihar, Phase-2, Delhi-110095, India have published the research: Examining Systemic Risk using Google PageRank Algorithm: An Application, in the Journal: (JOURNAL)
• what: The authors propose to use PageRank centrality measure to study the critical nodes of systemic importance in the financial network. The aim of this study is to identify and quantify financial crisis periods and to determine the predictive power of PageRank centrality measure in predicting which institutions will suffer maximum loss in out-of-sample tests.
 



If you want to have access to all the content you need to log in!

Thanks :)

Username or Email

Password

Remember me

Lost your password?

If you don't have an account, you can create one here.