A Deep Learning Approach to Dynamic Interbank Network Link Prediction

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...

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Bibliographic Details
Main Author:	Haici Zhang
Format:	Article
Language:	English
Published:	MDPI AG 2022-07-01
Series:	International Journal of Financial Studies
Subjects:	interbank network graph convolutional network long short-term memory link prediction
Online Access:	https://www.mdpi.com/2227-7072/10/3/54

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