Project Name: Forecasting Financial Crisis
Description: The goal of FOC is to better understand systemic risk and global financial instabilities by means of a novel, integrated and network-oriented approach. FOC has delivered several models of financial networks and indicators of systemic importance such as DebtRank. Some of these models and algorithm are being developed in collaborations with central banks of various EU countries. We have also investigated if and how Information Technologies could be used to anticipate trends and instabilities in the markets.
Contact name: Guido Caldarelli