About the Seminar of Cambridge Centre for Risk Studies In collaboration with Journal of Network Theory in Finance
Financial institutions and markets are highly interconnected, but literature has only recently begun to emerge that maps these interconnections and assesses their impact on financial risks and returns. The conference "Financial Risk and Network Theory 2016" organised in collaboration with the new Journal of Network Theory in Finance (JNTF), continues the successful conferences in 2014 and 2015 in generating new collaborations in this emerging multidisciplinary field.
The required information mentioned below you can find at "Further Official Information" below.
- Call for papers
- The Financial Network Visualisation Prize
- About the Journal of Network Theory in Finance
- Organising committee
- Research areas
- Keynote speakers
- Previous year's seminar proceedings
Call for Papers
Authors are encouraged to submit both theoretical and applied papers on financial networks in the research areas of the Journal of Network Theory in Finance. Selected papers presented at the conference will be published in forthcoming issues of the journal.
Please send your paper or an extended abstract to Ali Rais Shaghaghi (a.shaghaghi@jbs.cam.ac.uk).
Submission deadline: 31 June 2016
Notification of acceptance: 30 July 2016
The Financial Network Visualisation Prize
We are keen to promote and encourage visualisation techniques as a way of helping people understand complex patterns of data in the comprehension of financial networks.
At last year's conference we were very impressed by the quality and range of visualisation techniques applied in the presentation of networks, and examples from the presentations were collected in a showcase of techniques; in 2015, we awarded the first Cambridge Centre for Risk Studies Prize for Financial Network Visualisation, for the best network visualisation presented at the Conference on 9 September.
2015's winning image was presented by keynote speaker Mark Flood in his talk On Counter Party Networks, featuring the holding company hierarchy over time for Wells Fargo BHC (pdf, 374KB).
All the visualisations presented by the participants will be entered into the competition. The winning image will be reproduced as a large-scale framed poster for the presenter and their institution.
About the Journal of Network Theory in Finance
The Journal of Network Theory in Finance (JNTF) is an interdisciplinary journal publishing academically rigorous and practitioner-focused research on the application of network theory in finance and related fields, bringing together research carried out in disparate areas within academia and other research institutions by policymakers and industry practitioners.
Research Areas
Topics include but are not limited to the following:
- Empirical network analysis that enables better understanding of financial flows, exposures and markets
- Modelling and simulation techniques for measuring interdependent financial risks
- New metrics and techniques for identifying central, vulnerable or systemically important institutions and markets in financial networks and informs regulatory strategies for improving financial stability
- Network modelling of time-series data for financial risk management, asset allocation and portfolio management
- Social network analysis (SNA) in finance, e.g. for making credit and investment decisions
- Applied network visualisation techniques that improve the communication of financial risks and rewards
- Analysis of counterparties and their risk exposure from interconnectivity with the financial system
For more information please click on "Further Official Information" below.
This opportunity has expired. It was originally published here:
http://www.risk.jbs.cam.ac.uk/news/events/other/2016/160913_financialriskandnetworktheory.html