Learning of weighted multi-layer networks via dynamic social spaces, with application to financial interbank transactions

We propose a general network model suited for longitudinal data of multi-layer networks with directed and weighted edges. Our formulation built upon the latent social space representation of networks. It consists of a hierarchical formulation: deep levels of the model represent latent coordinates of...

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Bibliographic Details
Main Authors: Carmona, CU, Martinez-Jaramillo, S
Format: Conference item
Language:English
Published: Springer 2019