A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market

Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari. A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. European Journal of Operational Research, 281(1):50-65, 2020. [doi]

Abstract

Abstract is missing.