Chapter 23: Knowledge Graphs

Graph Centrality as a Structural Risk Signal intermediate

Degree, betweenness, eigenvector, and closeness centrality describe different kinds of network importance; in finance they become useful features only when edge meaning, graph coverage, and timing are explicit.

Degree, betweenness, eigenvector, and closeness centrality describe different kinds of network importance; in finance they become useful features only when edge meaning, graph coverage, and timing are explicit.

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References

Systemic risk in banking ecosystems
Andrew G. Haldane, Robert M. May (2011) — Nature
An Introduction to Long-Memory Time Series Models and Fractional Differencing
C. W. J. Granger, Roselyne Joyeux (1980)
Random Search for Hyper-Parameter Optimization
James Bergstra, Yoshua Bengio (2012) — Journal of Machine Learning Research
Learning the Dynamics of Physical Systems from Sparse Observations with Finite Element Networks
Marten Lienen, Stephan Günnemann (2022)
Financial Networks and Portfolio Management
Gueorgui S. Konstantinov, Irene Aldridge, Hossein B. Kazemi (2023) — The Journal of Portfolio Management