Workshop on Complex Networks in Banking and Finance

June 24 - 27, 2024, The Fields Institute

Location: Fields Institute, Room 230

Description

The field of “complex networks”, sometimes also referred to as “network science” or “network theory”, is an inter-disciplinary area of the mathematical sciences that applies graph theory to model real-world networks. It lies at the intersection of traditional graph theory, probability, physics, statistics, machine learning and several areas of application (e.g., biology, neurology, chemistry, linguistics, publichealth...).

Details about the speakers, sponsors, organizers, call for abstracts and more can be found at this link

https://conbaf2024.unicas.it/home-page

Schedule

Monday, June 24th, 2024
08:50 to 09:00	Welcome
09:00 to 10:30	Tutorial 1: “An introduction to Large Language Models (LLMs) and the BERT model for text classification” Samin Aref, University of Toronto
10:30 to 11:00	Coffee Break
11:00 to 12:30	Tutorial 1 (cont’d) Samin Aref, University of Toronto
12:30 to 13:30	Lunch
13:30 to 15:00	Tutorial 2: “A Short Journey Through Graph Embedding Techniques” Mario Rosario Guarracino, University of Cassino and Southern Lazio
15:00 to 15:30	Coffee Break
15:30 to 17:00	Tutorial 2 (cont’d) Mario Rosario Guarracino, University of Cassino and Southern Lazio

Tuesday, June 25th, 2024
09:00 to 09:20	Embedding-Based Markov stability scale selection for robust networking clustering Sanchaai Mathiyarasan, University of Toronto
09:20 to 09:40	Local Graph Clustering with Noisy Labels Artur Back de Luca, University of Waterloo
09:40 to 10:40	Keynote Santo Fortunato, Indiana University Bloomington
10:40 to 11:10	Coffee Break
11:10 to 11:30	A hypergraph-based model for cybersecurity Juan Manuel Matalobos Veiga
11:30 to 11:50	Tracking Illicit Activities in Correspondent Banking Networks Nima Safaei, Scotiabank
11:50 to 12:10	Beyond ETL: How to Make Real-time Anomaly Detection Matt Tanner
12:10 to 12:30	Credit Rating Prediction using Multi-modal Temporal Neural Networks María Óskarsdóttir, Reykjavik University
12:30 to 13:30	Lunch
13:30 to 14:30	Keynote: Anomoly Detection for Finance Leman Akoglu, Carnegie Mellon University
14:30 to 14:50	Resilient Supply-and-Demand Networks David Dewhurst, Defense Advanced Research Projects Agency
14:50 to 15:10	Impact of Market Design and Trading Network Mateusz Zawisza
15:10 to 15:40	Coffee Break
15:40 to 16:00	Analyzing the structure of portfolio networks using balance theory and graph optimization Samin Aref, University of Toronto
16:00 to 16:20	Extracting the low-coverage juice Alexandre Tytgat, Queen Mary University
16:20 to 16:40	Breaking Barriers: Unveiling Gender Disparities in Corporate Board Career Paths using Deep Learning Jet Zhou, Western University
16:40 to 17:00	Computationally Efficient Large Language Models Vahid Partovi Nia, Ecole Polytechnique de Montréal
17:00	Reception Location:Fields Institute

Wednesday, June 26th, 2024
09:00 to 09:20	Wealth Distribution in Agent Networks Jaeseok Hur, Korea Advanced Institute of Science and Technology (KAIST)
09:20 to 09:40	Modeling Repayment Capacity under Inflationary Pressures Alexandru Monahov, National Bank of Moldova, Mikhail Oet, Northeastern University
09:40 to 10:40	Modelling non-stationarity and shock resilience in financial temporal networks Fabrizio Lillo, University of Bologna
10:40 to 11:10	Coffee Break
11:10 to 11:30	Netting and Novation in Repo Networks with Rehypothecation: An Agent-Based Computational Model Matheus Grasselli, McMaster University
11:30 to 11:50	Intermediation and complexity in over-the-counter (OTC) trading Mark Flood, University of Maryland, College Park
11:50 to 12:10	Decomposing Systemic Risk: The roles of Contagion and Common Exposures Ruben Hipp, Bank of Canada
12:10 to 12:30	Sentiment Dynamics in Financial Markets Akhtar Siddique
12:30 to 13:30	Lunch
13:30 to 14:30	Keynote: Machine Learning for Transaction Monitoring in the Anti-money Laundering Framework: Challenges and Opportunities Uyen Trang Nguyen, York University
14:30 to 14:50	The network analysis of ESG Brian Daniel Bernhardt, Università degli Studi di Cassino e del Lazio Meridionale
14:50 to 15:10	Using the Troika clique partitioning Algorithm for Analyzing the cluster dynamics of market index correlation networks Boris Ng, University of Toronto
15:10 to 15:40	Coffee Break
15:40 to 16:00	Enhancing Financial Market Surveillance Pablo Mario Aceiton Campos, Universite du Quebec a Montreal (UQAM)
16:00 to 16:20	Policy Experiments in the Interbank Market Jiajia Wu, Tufts University
16:20 to 16:40	Bicliques and Systemic Risk in Global Banks Bipartite Networks Oscar Granados, Universidad Jorge Tadeo Lozano

Thursday, June 27th, 2024
09:00 to 09:20	Uncertainty of clustering in networked market Valeriy Kalyagin, HSE University
09:20 to 09:40	Index Tracking using Graph Clustering Seo Woo Hong
09:40 to 10:00	System Risk Mitigation: Two-staged network optimization with quantum network clusters Cheng Chi, University of Toronto
10:00 to 10:30	Coffee Break
10:30 to 10:50	Distance Correlation Market Graph: The case of S&P500 stocks Samuel Ugwu, University of Toronto
10:50 to 11:10	Spillovers and Contagion in Financial Intermediaries Paul Chiou, Northeastern University
11:10 to 11:30	Eliciting the Dynamics of Regional Banking from Banking Supervisors Chenxu Zhang, Northeastern University
11:30 to 13:00	Lunch
13:00 to 13:20	Mapping Economic Interdependencies: A Graph Theory Approach... Mario Rosario Guarracino, University of Cassino and Southern Lazio
13:20 to 13:40	The Impact of Supply Chain Networks on Correlated Default for SMEs Cristián Bravo, Western University
13:40 to 14:00	Parenclitic networks applied to credit card fraud detection Miguel Romance, Universidad Rey Juan Carlos
14:00 to 14:20	Enhancing Synthetic Transaction Data Generation with Graph Clustering Guilherme Leal Cardoso Pita, University of Toronto
14:20	Closing remarks / Coffee / Networking

Sponsered By

Registered Participants

Name	Affiliation
Pablo Mario Aceiton Campos	Universite du Quebec a Montreal (UQAM)
Ali Ahmadi	University of Gafsa
Wonbin Ahn	LG AI Research
Leman Akoglu	Carnegie Mellon University
Abdullah Al-Jdou	University of Jordan
Adan Amer	University of Toronto
Noelia Andrades Pérez
Veni Arakelian	Piraeus Bank
Samin Aref	University of Toronto
Saleh Babaei	GERAD & Polytechnique Montreal
Cheick Tidiane Ba	Queen Mary University of London
Artur Back de Luca	University of Waterloo
Mortaza Baky Haskuee	The Fields Institute
Hamidreza Bandealinaeini	Sharif University of Technology
Cindy B	University of Toronto
Giulio Bellini	University of Birmingham
Brian Daniel Bernhardt	Università degli Studi di Cassino e del Lazio Meridionale
Vincent Boucher	Laval University
Cristián Bravo	Western University
Eranda Bregasi
Priya Bucha Jain	Western University
Alexander Bykovsky	Arizona State University
Dany Cajas	Independent
zhiyu cao	Stevens Institute of Technology
Pasquale Casaburi	King's College London
Ankuran Chattoraj	Northeastern University
Shumin Chen	Western University
hocine cherifi	University of Burgundy
Cheng Chi	University of Toronto
Paul Chiou	Northeastern University
Damián Dellavale	Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET)
Atul Deshmukh	EIPS
David Dewhurst	Defense Advanced Research Projects Agency
Adeyemi Fagbade	University of Wyoming
Zachary Feinstein	Stevens Institute of Technology
Mark Flood	University of Maryland, College Park
Eric Fong	University of Waterloo
Santo Fortunato	Indiana University Bloomington
Alessandro Fulci	University of Trento
Niushan Gao	Toronto Metropolitan University (formerly Ryerson University)
Shuang Gao	Ecole Polytechnique de Montréal
Daniel Gershanik
Shahram Ghahremani	York University
Sara Gigli	University of Cassino and Southern Lazio
Bruno Gonçalves	Data For Science, Inc
Oscar Granados	Universidad Jorge Tadeo Lozano
Matheus Grasselli	McMaster University
Christopher Greyson-Gaito	McMaster University
Mario Rosario Guarracino	University of Cassino and Southern Lazio
Yassin Gure	Humber College
Meesoon Ha	Chosun University
Kamyar Hazaveh	University of Toronto
Ruben Hipp	Bank of Canada
Amy Hodler
Seo Woo Hong	University of Toronto
Shuo Huang	NYU Tandon School of Engineering
Yue Huang	University of Toronto
Reaz Huq	Toronto Metropolitan University
Jaeseok Hur	Korea Advanced Institute of Science and Technology (KAIST)
Deepthi Jakki	Northeastern University
Valeriy Kalyagin	HSE University
Armab Kar
Shiraz Kassam	Canadian Imperial Bank of Commerce
Maryam Kazemi	Metro College Of Technology
Shahrzad Kianidehkordi	University of Toronto
Nathan Kronenfeld	Uncharted Software
Cody Krug	Two Six Tech
Evelina Kvedaravičiūtė	Vilnius University
Yuri Lawryshyn	University of Toronto
Guilherme Leal Cardoso Pita	University of Toronto
Fabrizio Lillo	University of Bologna
Sergey Litvinenko	Vienna University of Business and Economics
Christoph Lohrmann	Reykjavik University
Xinyue Luo
Gregory Maduro
Renato Mateus Magela Zimmermann	University of Toronto
Maryam Maleki	Isfahan University of Technology
Chiara Marciano	Università degli Studi di Cassino e del Lazio Meridionale
Iulia Marian	University College London
Fernando Martins	Quants, Inc
Juan Manuel Matalobos Veiga
Sanchaai Mathiyarasan	University of Toronto
Martin Matusiak	Uncharted Software
Michael McAnally	Two Six Tech
Pierre Miasnikof	University of Toronto
Francesco Minnetti	University of Cassino and Southern Lazio
Lwin Moe	York University
Alireza Mofidi	AUT-IPM
Alexandru Monahov	National Bank of Moldova
Marco Mormone	University of Cassino and Southern Lazio
Reza Motallebi	Aviva Canada
Fabio Nappo	University of Cassino and Southern Lazio
Serena Nath	York University
Kyriacos Neocleous	K.N. Analytics Ltd
Boris Ng	University of Toronto
Uyen Trang Nguyen	York University
Paolo Nova	University of London
Mikhail Oet	Northeastern University
Monika Oskard
María Óskarsdóttir	Reykjavik University
Marco Pace	Politecnico di Milano
Giuseppe Pappalardo
Panos Pardalos	University of Florida
Vahid Partovi Nia	Ecole Polytechnique de Montréal
Marianne Pedneault-Gagnon	University of Ottawa
Paul-Daniel Pedneault
Andrew Peek
Dushanthi Pinnaduwage
Alexander Ponomarenko	HSE University
Giovanni Porzio	University of Cassino and Southern Lazio
Xuzhe Qian	Fudan University
Chengwei Qin
Vania Ribeiro	Faculty of engineering
Miguel Romance	Universidad Rey Juan Carlos
Sayantan Roy Chowdhury	Western University
Youngbok Ryu	Northeastern University
Agathe Sadeghi	Stevens Institute of Technology
Nima Safaei	Scotiabank
Ivan Samoylenko	HSE University
Leandro Sánchez-Betancourt	University of Oxford
Nelson Sánchez S.	Universidad Jorge Tadeo Lozano
Alfreda Sapkauskiene	Vilnius University
Andreas Schroeder	LSE
Kauntey Shah	University College London
Anif Shikder	Western University
Evgeny Shindin	IBM Research - Israel
Akhtar Siddique
Jonathan Simon	University of Iowa
Matt Tanner
Ubaidullah Tanoli	University College London
Zaki Tewari	University College London
Raffaele Trequattrini	University of Cassino and Southern Lazio
Alexandre Tytgat	Queen Mary University
Samuel Ugwu	University of Toronto
Matteo Valle	Universiteit van Amsterdam
Corentin Vande Kerckhove	Université catholique de Louvain
Srinidhi Vasudevan	University of Greenwich
Daniel Willhalm	Toronto Metropolitan University
Tewabe Chekole Workneh	Universita' degli Studi di Verona
Jiajia Wu	Tufts University
Danfeng Xu
Elaine Yan
Mateusz Zawisza
Chenxu Zhang	Northeastern University
Jet Zhou	Western University
Quanyan Zhu	New York University