Contribute Media
A thank you to everyone who makes this possible: Read More

Learning credit networks with applications in financial industry


The purpose of this talk is to illustrate the importance of network-based models in financial industry since the 2007-08 crisis. I will present our novel method to learn a (Bayesian) network using default dependence of financial institutions and show how financial distress can propagate via such a network. I will share some examples where we extensively use NetworkX and bnlearn packages.


Improve this page