Items where department is "Systemic Risk Centre"

University Structure (106206) LSE (106206) Research Centres (22374) Financial Markets Group (1369) Systemic Risk Centre (300)
Number of items: 17.
A
  • Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong, Aste, Tomaso (2023). Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51, https://doi.org/10.1016/j.frl.2022.103358
  • Briola, Antonio, Aste, Tomaso (2023). Topological feature selection. Proceedings of Machine Learning Research, 221, 534 - 556. picture_as_pdf
  • Vidal-Tomás, David, Briola, Antonio, Aste, Tomaso (2023). FTX's downfall and Binance's consolidation: the fragility of centralised digital finance. Physica A, 625, https://doi.org/10.1016/j.physa.2023.129044 picture_as_pdf
  • Wang, Yuanrong, Briola, Antonio, Aste, Tomaso (2023). Homological neural networks: a sparse architecture for multivariate complexity. Proceedings of Machine Learning Research, 221, 228 - 241.
  • Wang, Yuanrong, Aste, Tomaso (2023). Dynamic portfolio optimization with inverse covariance clustering. Expert Systems With Applications, 213, https://doi.org/10.1016/j.eswa.2022.118739 picture_as_pdf
    • B
  • Bartolucci, Silvia, Caccioli, Fabio, Caravelli, Francesco, Vivo, Pierpaolo (2023). Ranking influential nodes in networks from aggregate local information. Physical Review Research, 5(3). https://doi.org/10.1103/PhysRevResearch.5.033123 picture_as_pdf
  • Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide (2023). Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65, https://doi.org/10.1016/j.finmar.2023.100834 picture_as_pdf
    • C
  • Onaga, Tomokatsu, Caccioli, Fabio, Kobayashi, Teruyoshi (2023). Financial fire sales as continuous-state complex contagion. Physical Review Research, 5(4). https://doi.org/10.1103/PhysRevResearch.5.043123 picture_as_pdf
  • Sun, Ye, Caccioli, Fabio, Livan, Giacomo (2023). Ranking mobility and impact inequality in early academic careers. Proceedings of the National Academy of Sciences of the United States of America, 120(34), e2305196120. https://doi.org/10.1073/pnas.2305196120
    • D
  • Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2023). The impact of risk cycles on business cycles: a historical view. Review of Financial Studies, 36(7), 2922 - 2961. https://doi.org/10.1093/rfs/hhac091 picture_as_pdf
    • E
  • Ergun, Lerby M. (2023). Extreme downside risk in the cross-section of asset returns. International Review of Financial Analysis, 90, https://doi.org/10.1016/j.irfa.2023.102840
    • F
  • Fu, Jing, Page, Frank, Zigrand, Jean-Pierre (2023). Centralized or decentralized? A principal agent game of network formation. In Proceedings of the 2023 IEEE Ninth International Conference on Big Data Computing Service and Applications: BigDataService 2023 (pp. 153 - 154). IEEE. https://doi.org/10.1109/BigDataService58306.2023.00031
  • Fu, Jing, Page, Frank (2023). A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences. Journal of Fixed Point Theory and Applications, 25(1). https://doi.org/10.1007/s11784-022-01000-4 picture_as_pdf
  • Fu, Jing, Page, Frank, Zigrand, Jean-Pierre (2023). Layered networks, equilibrium dynamics, and stable coalitions. Dynamic Games and Applications, 13(2), 636 – 668. https://doi.org/10.1007/s13235-022-00478-4 picture_as_pdf
    • G
  • Zhang, Ning, Gong, Yujing, Xue, Xiaohan (2023). Less disagreement, better forecasts: adjusted risk measures in the energy futures market. Journal of Futures Markets, 43(10), 1332 - 1372. https://doi.org/10.1002/fut.22412 picture_as_pdf
    • I
  • Rzayev, Khaladdin, Ibikunle, Gbenga, Steffen, Tom (2023). The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave. Journal of Financial Markets, 66, https://doi.org/10.1016/j.finmar.2023.100853 picture_as_pdf
    • Z
  • Ziemba, William T. (2023). Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15, 641 - 662. https://doi.org/10.1146/annurev-financial-053122-021925 picture_as_pdf