Describing financial crisis propagation through epidemic modelling on multiplex networks
(2024)
Journal Article
Bozhidarova, M., Ball, F., van Gennip, Y., O'Dea, R. D., & Stupfler, G. (2024). Describing financial crisis propagation through epidemic modelling on multiplex networks. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 480(2287), Article 20230787. https://doi.org/10.1098/rspa.2023.0787
This paper proposes a novel framework for modelling the spread of financial crises in complex networks, combining financial data, Extreme Value Theory and an epidemiological transmission model. We accommodate two key aspects of contagion modelling: f... Read More about Describing financial crisis propagation through epidemic modelling on multiplex networks.