About the event
During the last decade, the emerging area of network science has witnessed tremendous growth, with virtually thousands of papers written on the topic. Networks arise ubiquitously in physical, financial, biological, engineering, and social sciences, and pose the crucial problem of understanding how the node interactions affect the functionality of the system, and how they can be exploited for forecasting various processes on the network and designing robust systems. The recent astonishing growth of network analysis was also stimulated by the increasing availability of massive data sets that most often can be naturally modelled as graphs, and the demonstrated successes of network-based theories for the analysis of “big data”.
This workshop will showcase potential applicability of network analysis tools to problems of interest within the realm of finance and economics, discussing topics that include community detection and clustering, temporal multilayer networks, analysis of the interbank market, network models of systemic risk, portfolio construction, analysis of large-scale supply chains, and anomaly detection in transaction networks.
The workshop will provide an overview of relevant research in the field from a number of academics and industry practitioners.
This is a technical event, suitable for individuals with a background and interest in network analysis and its applicability to problems arising in finance and economics.
Full agenda (TBC) will include an overview of relevant research in the field from a number of academics, followed by short talks by industry practitioners.
Confirmed talk titles and speakers are as follows:
Fabio Caccioli (University College London)
Title: Network models of systemic risk
Marya Bazzi (The Alan Turing Institute & University of Warwick)
Title: Community structure in temporal multilayer networks, and its application to financial correlation networks
Paolo Barucca (University College London)
Title: Dynamic network models in finance:
Xiaowen Dong (University of Oxford)
Title: Network-based learning for understanding collective human behaviour
Ginestra Bianconi (Queen Mary University of London)
Title: Network theory for finance
Felix Reed-Tsochas (University of Oxford)
Title: An ecosystem perspective on financial and industrial networks
Jeremy Turiel (University College London)
Title: Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics
Andrew Elliott (The Alan Turing Institute)
Title: Anomaly detection and core-periphery structure in networks
Peter Mitic (Santander UK)
Title: Money Laundering Networks
Kimmo Soramäki (FNA - Financial Network Analytics)
Title: Applications of financial networks in finance - and challenges faced
