I'd like to draw your attention to the conference 'Financial Risk and Network Theory
" to be held on 23 September 2014 at theCentre for Risk Studies, Cambridge University, Cambridge, UK
Financial institutions and markets are highly interconnected, but literature that maps these interconnections and assesses their impact on financial risks and returns has only recently begun to emerge. The conference inaugurates the new Journal of Network Theory in Finance and aims to spark interest and feed new collaborations in this emerging multidisciplinary field.
The Journal of Network Theory in Finance (JNTF) is an interdisciplinary journal publishing academically rigorous and practitioner-focused research on the application of network theory in finance and related fields, bringing together research carried out in disparate areas within academia and other research institutions by policymakers and industry practitioners.
Authors are encouraged to submit both theoretical and applied papers on their research in financial networks. Selected papers presented at the conference will be published in forthcoming editions of the journal. Topics include, but are not limited to the research areas below.
- Empirical network analysis that enables better understanding of financial flows, exposures and markets
- Modeling and simulation techniques for measuring interdependent financial risks
- New metrics and techniques for identifying central, vulnerable or systemically important institutions and markets in financial networks
- Network modeling of time-series data for financial risk management, asset allocation and portfolio management
- Social network analysis (SNA) in finance, e.g. for making credit and investment decisions
- Applied network visualization techniques that improve the communication of financial risks and rewards
Please send your paper or a one-page abstract of the paper to Dr Kimmo Soramäki, Editor in Chief, Journal of Network Theory and Finance, at firstname.lastname@example.org
Submission Deadline: 23 July, 2014
Notification of Acceptance: 23 August, 2014
Keynote speakers include Prof. Rosario Mantegna (Palermo and Central European University), Dr. Olli Castren (Brevan Howard Asset Management), Dr. Iman van Lelyveldt (Bank for International Settlements), Dr. Ben Craig (Bundesbank)
More information is available at the conference website