The paper presents a new methodology aimed at detecting the modularity structure of an evolving weighted directed network, identifying communities and central nodes inside each of them, and tracking their common activity over time. The method is based on tensor factorization and it is applied to the Consolidated Banking Statistic, provided by the Bank of International Settlements. Findings show that data are well represented by three communities. The temporal pattern of each community varies according to the events involving the member nodes, showing a decrease of activities during crisis periods, such as the 2008 financial crisis and the European sovereign debt crisis.

Pecora, N., Spelta, A., A multi-way analysis of international bilateral claims, <<SOCIAL NETWORKS>>, 2017; 49 (N/A): 81-92. [doi:10.1016/j.socnet.2016.12.004] [http://hdl.handle.net/10807/98051]

A multi-way analysis of international bilateral claims

Pecora, Nicolo';Spelta, Alessandro
2017

Abstract

The paper presents a new methodology aimed at detecting the modularity structure of an evolving weighted directed network, identifying communities and central nodes inside each of them, and tracking their common activity over time. The method is based on tensor factorization and it is applied to the Consolidated Banking Statistic, provided by the Bank of International Settlements. Findings show that data are well represented by three communities. The temporal pattern of each community varies according to the events involving the member nodes, showing a decrease of activities during crisis periods, such as the 2008 financial crisis and the European sovereign debt crisis.
Inglese
Pecora, N., Spelta, A., A multi-way analysis of international bilateral claims, <<SOCIAL NETWORKS>>, 2017; 49 (N/A): 81-92. [doi:10.1016/j.socnet.2016.12.004] [http://hdl.handle.net/10807/98051]
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10807/98051
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