A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
Year of publication: |
2020
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Authors: | Mazzarisi, P. ; Barucca, P. ; Lillo, F. ; Tantari, Daniele |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 281.2020, 1 (16.2.), p. 50-65
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Subject: | Temporal networks | Markov processes | Expectation-Maximization | Interbank market | Link prediction | Geldmarkt | Money market | Theorie | Theory | Unternehmensnetzwerk | Business network | Markov-Kette | Markov chain | Interbankenmarkt | Prognoseverfahren | Forecasting model | Netzwerk | Network |
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