Dottorato in "Transizione Digitale e Sostenibilità": le imprese e le Amministrazioni pubbliche nell'economia globalizzata – Dipartimento di Scienze dell'Economia dell'Università del Salento
Knowledge Sharing and Scientific Interaction
Titolo: Network Reconstruction and Contagion Asymmetry in the U.S. Banking System: A Latent Space Approach via Neural Networks (2002–2025)
Abstract: This study presents a methodological framework for the reconstruction and analysis of the U.S.A. banking system’s interdependence network. The network topology is identified through the application of Toda-Yamamoto causality tests, ensuring the robustness of temporal relationships between institutions. To mitigate the risk of false positives inherent in simultaneous testing, link validation is performed using rigorous multiple testing correction procedures, specifically the Bonferroni and Benjamini-Hochberg methods.
The analysis focuses on the dynamics of contagion asymmetry within a hierarchical matrix based on institutional size (Large, Medium, Small). Results highlight differentiated risk propagation paths.
The research currently extends beyond linear modeling by employing Neural Networks for latent space extraction. This phase aims to reconstruct a deep market structure that integrates economic sector sentiment with latent network interconnections. The definition of this latent space is essential for identifying complex risk configurations undetectable by traditional metrics, providing a multi-dimensional mapping of the financial sector.
Relatore: Dott. Riccardo Bastianutti
Discussant: Dott.ssa Giulia Carallo
Data: 03.3.26 ore 13
Location: Ecotekne, Building C, I piano, Sala Riunioni 'Mario Signore'