Discovering SIFIs in Interbank Communities

Abstract

This paper proposes a new methodology based on non-negative matrix factorization to detect communities and to identify central nodes in a network as well as within communities. The method is specifically designed for directed weighted networks and, consequently, it has been applied to the interbank network derived from the e-MID interbank market. In an… (More)
DOI: 10.1371/journal.pone.0167781

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