Backreaction of Financial Networks: Risk Estimation and Asset-Management

Project Information

FinNet

Grant agreement ID: 750961

DOI 10.3030/750961

Project closed

EC signature date 9 March 2017

Start date 1 September 2018

End date 1 March 2021

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost € 159 460,80

EU contribution € 159 460,80

Coordinated by

MUNCHENER RUCKVERSICHERUNGS-GESELLSCHAFT AG
Germany

Objective

The financial market is a relevant part of our economy. Its crisis spread all over the countries and affect our daily life. Understanding these phenomena has become a crucial field of academic research and a holy grail for investors. In this project, I aim to study and develop models to forecast and manage the risk propagation along simplified structures called dynamical networks with particular emphasis on the morphological changes occurring as back-reaction to the risk spread.

Keywords

• Dynamical Networks
• Correlation Networks
• Back-reaction

Programme(s)

• H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions Main Programme
• H2020-EU.1.3.2. - Nurturing excellence by means of cross-border and cross-sector mobility

Topic(s)

• MSCA-IF-2016 - Individual Fellowships

Call for proposal

H2020-MSCA-IF-2016

Funding Scheme

MSCA-IF - Marie Skłodowska-Curie Individual Fellowships (IF)

Coordinator

MUNCHENER RUCKVERSICHERUNGS-GESELLSCHAFT AG

• Net EU contribution: € 53 153,60
• Address: KONIGINSTRASSE 107 ; 80802 Munchen ; Germany
• Region: Bayern › Oberbayern › München, Kreisfreie Stadt
• Activity type: Private for-profit entities (excluding Higher or Secondary Education Establishments)
• Total cost: € 53 153,60