Institute of Information Theory and Automation

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Projects

Dept.: E Duration: 2020 - 2022
This project focuses on the construction of complex networks of financial markets’ linkages around the world. First, several measures of associations will be considered, describing different aspects of market relationships. Second, suitable subgraphs will be identified, in order to create a suitable network representation capturing main dependencies between markets. Finally, the network...
Dept.: E Duration: 2016 - 2019
This project extensively examines the effect of financial sector development and financial risks on both long-term economic growth as well as short-term economic fluctuations during the current financial crisis. First, we extend previous research on the effect of financial development on economic growth by considering multidimensionality of financial system in a fuller manner and by employing the...