Assessing systemic risk in financial markets using dynamic topic networks
Abstract Systemic risk in financial markets refers to the breakdown of a financial system due to global events, catastrophes, or extreme incidents, leading to huge financial instability and losses. This study proposes a dynamic topic network (DTN) approach that combines topic modelling and network a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2022-02-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-022-06399-x |