Search Results for author: Sandro Vaienti

Found 1 papers, 0 papers with code

Analysis of bank leverage via dynamical systems and deep neural networks

no code implementations11 Apr 2021 Fabrizio Lillo, Giulia Livieri, Stefano Marmi, Anton Solomko, Sandro Vaienti

We find that the parameters of a substantial fraction of banks lie in the dynamical core, and their leverage time series are consistent with a chaotic behavior.

Time Series Time Series Analysis

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