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Thumbnail for entry A dynamic interbank network with an application to interbank interest rate, Haici Zhang

10:10

A dynamic interbank network with an application…

A dynamic interbank network with an application to interbank interest rate, Haici Zhang

A dynamic interbank network with an application to interbank interest rate, Haici Zhang

We propose a Bayesian dynamic interbank network model where three mechanisms control the likelihood of a trade between two banks: (i) a time-series interbank activity index that expresses overall…

dynamic network
bayesian inference
link prediction
interest rate regression
[email protected]
alfred lerner college of business & economics
model
bank
market
relationship
series
interest
estimation
rate
regression
prediction
term
banks
distribution
lending
shading
band
auc
validation
things
matrices
From  Lauren Mosesso 1 likes 34 plays 0  
Department Name
Alfred Lerner College of Business & Economics
Thumbnail for entry cpeg472-010-20190227-101000.mp4

49:59

cpeg472-010-20190227-101000.mp4

cpeg472-010-20190227-101000.mp4

cpeg472-010-20190227-101000.mp4

Video Created by UD Capture Classroom Recording in Memorial 110 on 2019-02-27 10:10:00.

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From  Andrew Novocin 0 likes 76 plays 0