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Descriptive modeling of systemic banking crises

The topic of the work is detection of connections between
occurrences of systemic banking crises and values of socio-economic indicators in time frames of three years before outburst of crises. For this task we have used the list of banking crises in the period 1976-2007 prepared by the International Monetary Fund that we have connected with publicly available Word Bank data. For the analysis a machine learning methodology based on subgroup discovery has been used. The main result is that demographic indicators have been detected as most relevant.

Competitors' communities and taxonomy of products according to export fluxes

In this paper we use Complex Network Theory to quantitatively characterize and synthetically describe the complexity of trade
between nations. In particular, we focus our attention on export fluxes.
Starting from the bipartite countries-products network defined by export fluxes, we define two complementary graphs projecting the original network on countries and products respectively. We define, in both
cases, a distance matrix amongst countries and products. Specifically,

Progress in the physics of complex networks

Many studies are still necessary to model and understand how to improve the robustness of infrastructural networks, but it is fair to say that in the smaller and more connected world that is expecting us in the near future, the science of networks will stand as a necessary tool to tame the complexity of systems around. Complex network theory provides a completely new and interdisciplinary way to describe quantitatively a variety of systems only known in a qualitative fashion.

The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation

This paper analyzes the distribution of lending and borrowing credit spreads in the European interbank market conditional on main features of banks such as their size, operating currency and nationality. This is done by means of nonparametric kernel estimation methods for the cross-sectional density of interbank funding rates over a large sample of European banks trading in the e-MID market. The analysis is repeated over consecutive non-overlapping periods in order to assess and compare the effect of the factors during crisis and non-crisis periods.

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