The aim of the course is to provide students with models and tools from
network and graph theory for the analysis of a wide variety of social,
economic, financial and political interaction effects. The organization
of the course can be split into three main parts. The first is an
introduction to some background in graph theory with applications to
social and economic networks. The second part deals with network models
and the third with the practical issues of extracting latent networks
and analysing networks in economics and finance. The main focus of the
third part will be on financial networks and contagions on financial
markets. Pre-requirements: probability and statistics (basic), linear algebra, programming structures (basic).
- Teacher: Roberto CASARIN