A multi-way analysis of international bilateral claims

Nicolo' Pecora, Alessandro Spelta

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

2 Citazioni (Scopus)

Abstract

The paper presents a new methodology aimed at detecting the modularity structure of an evolving weighted directed network, identifying communities and central nodes inside each of them, and tracking their common activity over time. The method is based on tensor factorization and it is applied to the Consolidated Banking Statistic, provided by the Bank of International Settlements. Findings show that data are well represented by three communities. The temporal pattern of each community varies according to the events involving the member nodes, showing a decrease of activities during crisis periods, such as the 2008 financial crisis and the European sovereign debt crisis.
Lingua originaleEnglish
pagine (da-a)81-92
Numero di pagine12
RivistaSocial Networks
Volume49
DOI
Stato di pubblicazionePubblicato - 2017

Keywords

  • Community detection
  • Financial crisis
  • Financial network
  • International bilateral claims
  • Tensor decomposition

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