Andreaierardi / Master-Thesis-SNA-Borsa-Italiana

Social Network Analysis on post trade data: centrality, scale free behavior and resiliency of the networks over time

Social Network Analysis on post trade data: centrality, scale free behavior and resiliency of the networks over time

Contents

List of Tables

List of Figures

List of Algorithms

1. Introduction

2. Literature Review

• 2.1 Scale-free networks are rare
• 2.2 On the topologic structure of economic complex networks: empirical evidence from large scale payment network of Estonia
• 2.3 The Topology of Interbank Payment Flows
• 2.4 Comparison of Failures and Attacks on Random and Scale-Free Networks

3. Experiments and results

• 3.1 Data Extraction
• 3.2 Data Pre-processing and graphs definition
• 3.3 Monthly Graph
  • 3.3.1 Networks topology
  • 3.3.2 Central nodes
  • 3.3.3 Scale-free Networks
  • 3.3.4 Networks Resiliency
• 3.4 Daily Graph
  • 3.4.1 Case study: Covid-19
  • 3.4.2 Case study: BTP Italia and BTP Futura emissions

4. Conclusions and Future Work

• 4.1 Conclusions
• 4.2 Future Work

Bibliography