Miguel Vaz - Networks meet Finance in Python
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PyData Berlin 2014
In the course of the 2008 Lehman and the subsequent European debt crisis, it became clear that both industry and regulators had underestimated the degree of interconnectedness and interdependency across financial assets and institutions. This type of information is especially well represented by network models, which had first gained popularity in other areas, such as computer science, biology and social sciences.
Although in its early stages, the study of network models in finance is gaining momentum and could be key to building the next generation of risk management tools and averting future financial crises. After a short overview of some of the most relevant work in the field, I will walk through (real data) examples using the pydata toolset.
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