Computing systemic risk measures with graph neural networks

DOI10.1137/24M1697402MaRDI QIDQ7290896zbMATH OpenFDO

Authors Lukas Gonon, Thilo Meyer-Brandis, Niklas Weber

Publication date 7 July 2026

Published in SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1697402

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial networks (including contagion, systemic risk, regulation) (91G45) Statistical methods; risk measures (91G70)

Cites work

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