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Séminaire Roy Cerqueti
Du 12 mars 2024 au 12 mars 2024
Roy Cerqueti, Professeur titulaire de statistiques à l'Université de Rome, Italie, et membre associé au Granem, Université d'Angers, interviendra lors du prochain séminaire :
Mardi 12 mars, à 12h30, en salle du Conseil DEG.
- TITLE: The resilience of complex networks: methods and applications in finance
- ABSTRACT: The analysis of the resilience of a network is of key relevance in many contexts of applied science, for its natural connections with the assessment of the stability of an overall system. In this talk I will present some methodological criteria for building suitable resilience measures, along with some applicative instances -- with a special focus on finance. I will also provide some remarks on avenues of future research, by including also a discussion on the possible connections between the resilience of complex networks, reliability theory and systemic risk.
Présentation accessible en distanciel sur ce lien.