49 citations · 64 across the 12 of their papers we have counts for
Showing 2014Show all
3 papers · 1 filter
q-fin.GN2014★ 1 cited
Aggregation operators for the measurement of systemic risk
Jozsef Mezei, Peter Sarlin
The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper mo…
cs.IR2014★ 3 cited
Interactive Visual Exploration of Topic Models using Graphs
Samuel Rönnqvist, Xiaolu Wang, Peter Sarlin
Probabilistic topic modeling is a popular and powerful family of tools for uncovering thematic structure in large sets of unstructured text documents. While much attention has been…
q-fin.CP2014
Bank Networks from Text: Interrelations, Centrality and Determinants
Samuel Rönnqvist, Peter Sarlin
In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such anal…