CS 704 Artificial Intelligence Seminar (FSS 2018)

In this seminar, we study network analysis with application to various financial networks.   

News

The kickoff meeting date, time and place have changed to: 7th of March, 10:00, room C1.01, building B6, 28. See you there!

Organization

Goals

In this seminar, you will
  • Read, understand, and explore scientific literature
  • Summarize a current research topic in a concise report (10-15 pages)

Requirements

  • The report has to be written with Latex (Beginners are welcome)
  • No programming skills are required
  • Basic algebra
  • Some familiarity with/or interest to learn about network analysis
  • Some familiarity with/or interest to learn basics about at least one financial networked system such as: the interbank network, labor markets, investment networks, start-ups
  • Good reading, communicating and writing in English

Schedule

  • Register by email until 19th of February, by specifying at least one topic of interest from the list below, or by suggesting another related topic of your interest. Registration emails should be sent to ioana@informatik.uni-mannheim.de.
  • Attend the kickoff meeting at 10:00, 7th of March, room C1.01, building B6.28
  • Work independently for the remainder of the semester; face to face meetings will be scheduled on a need-by-need basis, and it is your responsibility to make sure you request appointments with the advisor.
  • At the end of the semester, give a 15 min presentation of your work and findings, and submit a written report. 

Topics

The following topics are just suggestions, and you can come up with alternatives. Please mention such alternatives in your registration email. Also, some of the topics are quite broad, so please feel free to identity subtopics that you are interested in and that you would like to analyse in more detail. 

The listed papers have been chosen based on their impact. Please treat them as starting points for your own literature analysis.

1.  Macro-structure of networks with application to interbank networks

Kimmo Soramäki, Morten L. Bech, Jeffrey Arnold, Robert J. Glass, Walter E. Beyeler, The topology of interbank payment flows, Physica A: Statistical Mechanics and its Applications, Volume 379, Issue 1, 2007, Pages 317-333;

2.  Macro-structure of networks with application to investment networks

Hochberg, Y. V., Ljungqvist, A. and Lu, Y. (2010), Networking as a Barrier to Entry and the Competitive Supply of Venture Capital. The Journal of Finance, 65: 829–859;

3. Node centralities with application to investment networks

Hochberg Y. V., Ljungqvist, A. and Lu, Y. (2007), Whom You Know Matters: Venture Capital Networks and Investment Performance. The Journal of Finance, 62: 251–301

Werth, Jochen Christian and Böert, Patrick, Co-Investment Networks of Business Angels and the Performance of Their Start-Up Investments (December 31, 2011). International Journal of Entrepreneurial Venturing, V5 N3 2013. 

4. Network ties with application to stakeholders' social networks

Fracassi, C. and Tate, G. (2012), External Networking and Internal Firm Governance. The Journal of Finance, 67: 153–194

5. Neighbourhood analysis with application to social networks in labor markets

Calvó-Armengol, Antoni, and Matthew O. Jackson. 2004. "The Effects of Social Networks on Employment and Inequality." American Economic Review, 94(3): 426-454.

6. Network dynamics with application to interbank networks

Glasserman, Paul, and H. Peyton Young. 2016. "Contagion in Financial Networks." Journal of Economic Literature, 54(3): 779-831.