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Backreaction of Financial Networks: Risk Estimation and Asset-Management

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.

Call for proposal

H2020-MSCA-IF-2016
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Coordinator

MUNCHENER RUCKVERSICHERUNGS-GESELLSCHAFT AG
Address
Koniginstrasse 107
80802 Munchen
Germany
Activity type
Private for-profit entities (excluding Higher or Secondary Education Establishments)
EU contribution
€ 53 153,60

Participants (1)

FIRAMIS GMBH

Participation ended

Germany
EU contribution
€ 106 307,20
Address
Robert Kempner Ring 27
61440 Oberursel
Activity type
Private for-profit entities (excluding Higher or Secondary Education Establishments)