cluster quality. Unfortunately, there are important classes of networks for which small-conductance clusters appear not to … exist. Our simulation results show that for such networks, cluster-robust methods can exhibit substantial size distortion …

, we extend the SCORE algorithm in Jin (2015) and develop a Spectral Clustering On Ratios-of-Eigenvectors for networks with …, we identity two co-jump networks according to whether the market jumps or not and show that the identified community …

-dimensional payments and exposure data for financial oversight requires methods for detecting anomalous networks. To detect an anomalous … networks created through simulations of intraday payments, detecting anomalous payments networks is feasible and promising for …

We develop a convex-optimization clustering algorithm for heterogeneous financial networks, in the presence of … the inliers. We test the performance of the algorithm on semi-synthetic heterogenous networks reconstructed to match … rates compared to existing algorithms. For overlapping portfolio networks, we uncover a clustering structure supporting …