A Deep Learning Approach to Dynamic Interbank Network Link Prediction
Lehman Brothers’ failure in 2008 demonstrated the importance of understanding interconnectedness in interbank networks. The interbank market plays a significant role in facilitating market liquidity and providing short-term funding for each other to smooth liquidity shortages. Knowing the trading re...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-07-01
|
Series: | International Journal of Financial Studies |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7072/10/3/54 |