Backreaction of Financial Networks: Risk Estimation and Asset-Management

Informazioni relative al progetto

FinNet

ID dell’accordo di sovvenzione: 750961

DOI 10.3030/750961

Progetto chiuso

Data della firma CE 9 Marzo 2017

Data di avvio 1 Settembre 2018

Data di completamento 1 Marzo 2021

Finanziato da

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Costo totale € 159 460,80

Contributo UE € 159 460,80

Coordinato da

MUNCHENER RUCKVERSICHERUNGS-GESELLSCHAFT AG
Germany

Obiettivo

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.

Campo scientifico

• social sciences › economics and business › economics
• social sciences › sociology › governance › crisis management

Parole chiave

• Dynamical Networks
• Correlation Networks
• Back-reaction

Programma(i)

• 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

Argomento(i)

• MSCA-IF-2016 - Individual Fellowships

Invito a presentare proposte

H2020-MSCA-IF-2016

Meccanismo di finanziamento

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

Coordinatore

MUNCHENER RUCKVERSICHERUNGS-GESELLSCHAFT AG

• Contribution nette de l'UE: € 53 153,60
• Indirizzo: KONIGINSTRASSE 107 ; 80802 Munchen ; Germania
• Regione: Bayern › Oberbayern › München, Kreisfreie Stadt
• Tipo di attività: Private for-profit entities (excluding Higher or Secondary Education Establishments)
• Costo totale: € 53 153,60

Partecipanti (1)

FIRAMIS GMBH

Partecipazione conclusa

Germania

• Contribution nette de l'UE: € 106 307,20
• Indirizzo: ROBERT KEMPNER RING 27 ; 61440 Oberursel
• PMI L’organizzazione si è definita una PMI (piccola e media impresa) al momento della firma dell’accordo di sovvenzione. Sì:
  Regione
  Hessen › Darmstadt › Hochtaunuskreis
• Regione: Hessen › Darmstadt › Hochtaunuskreis
• Tipo di attività: Private for-profit entities (excluding Higher or Secondary Education Establishments)
• Costo totale: € 106 307,20