activity
20142026
most citedExact integrated completed likelihood maximisation in a stochastic block transition model for dynamic networks

5 citations · 14 across the 15 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

stat.AP2019

Measuring systemic risk and contagion in the European financial network

Laleh Tafakori, Armin Pourkhanali, Riccardo Rastelli

This paper introduces a novel framework to study default dependence and systemic risk in a financial network that evolves over time. We analyse several indicators of risk, and deve…

stat.ME2019

A dynamic stochastic blockmodel for interaction lengths

Riccardo Rastelli, Michael Fop

We propose a new dynamic stochastic blockmodel that focuses on the analysis of interaction lengths in networks. The model does not rely on a discretization of the time dimension an…