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Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach
16 references·0 citing·44 second hop
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1933The Economics of Welfare5,138 cited
  • 1971Dynamic models of segregation†4,960 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 2018The Economy as an Evolving Complex System II2,313 cited
  • 1998Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria1,794 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 1992Whom or What Does the Representative Individual Represent?1,596 cited
  • 1977Graphs and Cooperation in Games1,445 cited
  • 2009The economy needs agent-based modelling1,260 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2009Restoring Financial Stability720 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion

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