8 citations · 19 across the 5 of their papers we have counts for
4 papers
It Takes Two to Tango, but More to Assess Systemic Risk: Credit Networks Through the Lens of Hypergraphs
Federico D. Forte
This paper provides the first analysis of credit relationships between financial institutions and firms through the lens of hypergraphs. Unlike traditional network approaches, whic…
Forecasting short-term inflation in Argentina with Random Forest Models
Federico Daniel Forte
This paper examines the performance of Random Forest models in forecasting short-term monthly inflation in Argentina, based on a database of monthly indicators since 1962. It is fo…
Network structure and fragmentation of the Argentinean interbank markets
Federico Forte, Pedro Elosegui, Gabriel Montes-Rojas
This paper studies the network structure and fragmentation of the Argentinean interbank market. Both the unsecured (CALL) and the secured (REPO) markets are examined, applying comp…
Network topology of the Argentine interbank money market
Federico Forte
This paper provides the first empirical network analysis of the Argentine interbank money market. Its main topological features are examined applying graph theory, focusing on the…