Financial risk modeling

Cascades in financial networks

Cascades in financial networks are situations in which the failure of one financial institution causes a cascading failure in another member of the financial network. In an extreme this can cause failure of the whole network in what is known as systemic failure. It can be defined as the discontinuous value loss (e.g. default) of the organization caused by the discontinuous value loss of another organization in the network. There are three conditions required for a cascade, there are; a failure, contagion and interconnection. Diversification and integration in the financial network determine whether and how failures will spread. Using the data on cross-holdings of organizations and on the value of organizations, it is possible to construct the dependency matrix to simulate cascades in the financial network. (Wikipedia).

Video thumbnail

Geometry of Linear Systems | Linear Algebra

In this video, we introduce matrices and systems of linear equations, the core of linear algebra. Our focus will be on the intuition behind matrices, linear systems, linear maps, and vector spaces, developing key insights into the fundamentals of linear algebra. There are many videos on

From playlist Linear Algebra

Video thumbnail

Waves 2_15 Superposition of Waves and Interference

The interference of identical waves

From playlist Physics - Waves

Video thumbnail

Physics of Quantum Annealing - Hamiltonian and Eigenspectrum

In this video we delve into the physics that describe quantum annealing: the Hamiltonian and Eigenspectrum. These are useful pictures of what is going on in the quantum annealing process. Find out more on our website https://www.dwavesys.com/quantum-computing Get one free minute of direct

From playlist Videos I made for D-Wave Systems

Video thumbnail

Calculus 1 Lecture 2.6: Discussion of the Chain Rule for Derivatives of Functions

Calculus 1 Lecture 2.6: Discussion of the Chain Rule for Derivatives of Functions

From playlist Calculus 1 (Full Length Videos)

Video thumbnail

This is How You Use the Chain Rule in Calculus

This is How You Use the Chain Rule in Calculus

From playlist Random calculus problems:)

Video thumbnail

Review of Linear Time Invariant Systems

http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. Review: systems, linear systems, time invariant systems, impulse response and convolution, linear constant-coefficient difference equations

From playlist Introduction and Background

Video thumbnail

MICROWAVES IN LAB!!!

In this video we show microwaves in laboratory.Enjoy!!!

From playlist WAVES

Video thumbnail

Elimination of systamic risk in financial markets by Stefan Thurner

Program Summer Research Program on Dynamics of Complex Systems ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATE : 15 May 2019 to 12 July 2019 VENUE : Madhava hall for Summer School & Ramanujan hall f

From playlist Summer Research Program On Dynamics Of Complex Systems 2019

Video thumbnail

Linear, Quadratic, and Exponential Models

Linear, Quadratic, and Exponential Models

From playlist ck12.org Algebra 1 Examples

Video thumbnail

C48 Systems of linear differential equations

A first look at systems of linear ordinary differential equations. This video includes a solved sample problem.

From playlist Differential Equations

Video thumbnail

Dirk Helbing: Economics 2.0

At the Vision in Science Conference 2013 in Dresden Dirk Helbing from the ETH Zurich compares our modern world with the world's greatest civilisations. By using traffic as an example, he talks about the predictability of human decisions. He shows how communication and information systems c

From playlist Most popular videos

Video thumbnail

David Woods (Ohio State University) Interview - Velocity NY 2014

From the 2014 Velocity Conference in New York City, the Ohio State University professor expands on his keynote about sustained adaptability. Click to watch David Woods's keynote address: http://goo.gl/l5tB8a About David Woods (Professor, Ohio State University): David Woods is currently t

From playlist Velocity Conference 2014 (New York, NY)

Video thumbnail

Network Analysis. Lecture 14. Social contagion and spread of information.

Information diffusion. Rumor spreading models. Homogenous and mean field models. Examples. Cascades and information propagation trees. Lecture slides: http://www.leonidzhukov.net/hse/2015/networks/lectures/lecture14.pdf

From playlist Structural Analysis and Visualization of Networks.

Video thumbnail

Discovering Topical interaction in text based cascades....by Anirban Dasgupta

Program Summer Research Program on Dynamics of Complex Systems ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATE : 15 May 2019 to 12 July 2019 VENUE : Madhava hall for Summer School & Ramanujan hall f

From playlist Summer Research Program On Dynamics Of Complex Systems 2019

Video thumbnail

Where does the statistics of complex systems come from? by Stefan Thurner

Program Summer Research Program on Dynamics of Complex Systems ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATE : 15 May 2019 to 12 July 2019 VENUE : Madhava hall for Summer School & Ramanujan hall f

From playlist Summer Research Program On Dynamics Of Complex Systems 2019

Video thumbnail

Russian Sanctions and Global Economic Risk

The sanctions on Russia’s financial system were used to deter Putin from further escalation in the war, but what are the risks? --- About ColdFusion --- ColdFusion is an Australian based online media company independently run by Dagogo Altraide since 2009. Topics cover anything in science

From playlist All My Videos

Video thumbnail

Autoencoder Image Generation with Multiscale Sparse (...) - Mallat - Workshop 3 - CEB T1 2019

Stéphane Mallat (Collège de France) / 04.04.2019 Autoencoder Image Generation with Multiscale Sparse Deconvolutions. Autoencoders and GAN's can synthesize remarkably complex images, although we still do not understand the mathematical properties of the generated random processes. We int

From playlist 2019 - T1 - The Mathematics of Imaging

Related pages

Diversification (finance)