Call for papers
Financial and credit risk spillovers, which showed their disruptive impact during the recent crises, originate from interconnections between companies, markets, and countries, acting as contagion channels to the so-called “systemic risk”. Systemic risk received attention from policymakers, industry, and academia, especially after the Great Financial Crisis (GFC).
The interest in systemic risk and the way financial networks might affect contagion risk has been further stimulated by the digitalization of financial markets. The large growth of innovative financial technologies or “Fintech” (such as P2P online lending), especially in the credit market, disintermediates the links between borrowers and lenders, contributing to an increased interconnectedness concerning the traditional banking system. Besides, in the financial markets, the usage of cryptocurrencies is widely spreading in the last few years, giving rise to new potential spillovers. At the macroeconomic level, researchers have recently proposed correlation networks to address the multivariate nature of systemic risk. At the microeconomic level, including centrality measures (summarizing a company’s position in its commercial or financial network) in credit scoring models significantly increases the accuracy of default prediction.
Topics of Interest (include, but are not limited to): Artificial Intelligence in Finance, Cryptoassets, Fintech, Financial Contagion, Statistical Modeling, Systemic Risk.
Scientific committee
Arianna Agosto, University of Pavia*
Alberto Citterio, Insubria University*
Maria Elena De Giuli, University of Pavia*
Paolo Giudici, University of Pavia
Shatha Qamhieh Hashem, An-Najah National University, Nablus
Michela Rancan, Università Politecnica delle Marche
Alessandra Tanda, University of Pavia*
Daniela Vandone, University of Milan - Statale
* Local organising committee
Submission
We call for original and unpublished papers or extended
abstracts. The target length is around 6 pages (including
references). The manuscripts should be submitted as PDF
files to the member of the local organising committee
(alessandra.tanda@unipv.it) no later than 14 May 2021.
Authors will be notified of the outcome of the selection process
by 21 May 2021.
Registration
There are no conference fees for all participants. Participants
should register no later than 21 of May sending an email to
alessandra.tanda@unipv.it
Publication opportunities
All selected contributions for the conference are eligible for submission to the Special issue of AI in Finance: “Network Models for Financial Contagion and Systemic Risk”.
with the support of Frontiers
