A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
P. Mazzarisi, P. Barucca, F. Lillo, D. Tantari
| Year of publication: |
2020
|
|---|---|
| Authors: | Mazzarisi, P. ; Barucca, P. ; Lillo, F. ; Tantari, Daniele |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 281.2020, 1 (16.2.), p. 50-65
|
| Subject: | Temporal networks | Markov processes | Expectation-Maximization | Interbank market | Link prediction | Geldmarkt | Money market | Unternehmensnetzwerk | Business network | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Interbankenmarkt | Netzwerk | Network | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.07.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012153435