Disagreement in Signed Financial Networks

Monica Billio (), Roberto Casarin (), Michele Costola () and Lorenzo Frattarolo ()
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Monica Billio: Ca’ Foscari University of Venice, Department of Economics
Roberto Casarin: Ca’ Foscari University of Venice, Department of Economics
Michele Costola: Goethe University, Research Center SAFE, House of Finance
Lorenzo Frattarolo: Ca’ Foscari University of Venice, Department of Economics

A chapter in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2018, pp 139-142 from Springer

Abstract: Abstract We extend the study of rate of convergence to consensus of autonomous agents on an interaction network. In particular, we introduce antagonistic interactions and thus a signed network. This will allow to include the, previously discarded, sign information, in the analysis of disagreement on statistical financial networks.

Keywords: Consensus dynamics; Financial networks; Predictability; Connectedness (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-89824-7_26

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DOI: 10.1007/978-3-319-89824-7_26

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