What do structural changes in networks of asset interactions tell us about financial markets?

Speaker: Prof. Sitabhra Sinha, Institute of Mathematical Sciences, Chennai

Talk Title: What do structural changes in networks of asset interactions tell us about financial markets?

Abstract: Dynamics of financial markets can be represented in terms of complex networks of interactions between institutions or assets, reconstructed from information about transactions (e.g., lending) or from co-occurring fluctuations of similar sign and magnitude. By considering the structural properties of such networks and considering how they are transformed during crises, one can not only try to understand signatures of long-term evolution of financial markets but also identify signatures for impending systemic collapse.

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