activity
20162023
most citedA dynamic approach merging network theory and credit risk techniques to assess systemic risk in financial networks

36 citations · 45 across the 3 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2021★ 9 cited

Artificial intelligence applied to bailout decisions in financial systemic risk management

Daniele Petrone, Neofytos Rodosthenous, Vito Latora

We describe the bailout of banks by governments as a Markov Decision Process (MDP) where the actions are equity investments. The underlying dynamics is derived from the network of…