The paper presents a new methodology, based on tensor decomposition, to map dynamic trade networks and to assess their strength on spreading economic fluctuations at different periods of time in Asia. Using the monthly merchandise import and export data across 33 Asian economies, together with...

Robot advisory services are rapidly expanding, responding to a growing interest people have in directly managing their savings. Robot advisors may reduce costs and improve the quality of the service, making user involvement more transparent. However, they may underestimate market risks,...

We propose a distress measure for national banking systems that incorporates not only banks' CDS spreads, but also how they interact with the rest of the global financial system via multiple linkage types. The measure is based on a tensor decomposition method that extracts an adjacency matrix...

The assessment of the health impacts of the COVID-19 pandemic requires the consideration of mobility networks. To this aim, we propose to augment spatio-temporal point process models with mobility network covariates. We show how the resulting model can be employed to predict contagion patterns...

The paper presents a new methodology, based on tensor decomposition, to map dynamic trade networks and to assess their strength on spreading economic fluctuations at different periods of time in Asia. Using the monthly merchandise import and export data across 33 Asian economies, together with...

The late-2000s financial crisis has stressed the need of understanding the world financial system as a network of countries, where cross-border financial linkages play a fundamental role in the spread of systemic risks. Financial network models, that take into account the complex...