Statistically validated coeherence and intensity in temporal networks of information flows
P Pagnottoni, A Spelta - Statistical Methods & Applications, 2023 - Springer
We propose a method for characterizing the local structure of weighted multivariate time
series networks. We draw intensity and coherence of network motifs, ie statistically recurrent …
series networks. We draw intensity and coherence of network motifs, ie statistically recurrent …
Explainable Machine Learning for Credit Risk Management When Features are Dependent
ABSTRACT Complex Machine Learning (ML) models used to support decision-making in
peer-to-peer (P2P) lending often lack clear, accurate, and interpretable explanations. While …
peer-to-peer (P2P) lending often lack clear, accurate, and interpretable explanations. While …
The trend of digital finance: unveiling the multidimensional network of cryptocurrency risk propagation
F Zhou - Applied Economics, 2024 - Taylor & Francis
This study primarily explores the mechanisms of risk propagation among cryptocurrencies,
unveiling for the first time the frequency dimension of risk propagation within the …
unveiling for the first time the frequency dimension of risk propagation within the …