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q-fin.RM2026
An Operator-Based Visual Analytics Pipeline for Synthetic Systemic Risk Dynamics
Ana Isabel Castillo Pereda
This work presents an operator-based visual analytics pipeline for exploring synthetic systemic risk dynamics in financial networks. The framework is formulated as a composition of…
q-fin.RM2025
Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis
Ana I. C. Pereda
This study pioneers the application of the Gai-Kapadia framework, originally developed for interbank contagion, to global equity markets. It offers a novel approach to assess syste…