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Mathematical and Statistical Methods for Actuarial Sciences and Finance pp 139–142Cite as

Disagreement in Signed Financial Networks

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Abstract

We extend the study of rate of convergence to consensus of autonomous agents on an interaction network. In particular, we introduce antagonistic interactions and thus a signed network. This will allow to include the, previously discarded, sign information, in the analysis of disagreement on statistical financial networks.

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References

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Acknowledgment

The author acknowledges financial support from the Marie Skłodowska-Curie Actions, European Union, Seventh Framework Program HORIZON 2020 under REA grant agreement n.707070.

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Authors and Affiliations

  1. Department of Economics, Ca’ Foscari University of Venice, Venice, Italy

    Monica Billio, Roberto Casarin & Lorenzo Frattarolo

  2. Research Center SAFE, House of Finance, Goethe University, Frankfurt am Main, Germany

    Michele Costola

Authors
  1. Monica Billio
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  2. Roberto Casarin
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  3. Michele Costola
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  4. Lorenzo Frattarolo
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Corresponding author

Correspondence to Lorenzo Frattarolo .

Editor information

Editors and Affiliations

  1. Dept. of Economics, Ca’ Foscari University of Venice, Venezia, Italy

    Marco Corazza

  2. Dept. of Statistics, Universidad Carlos III de Madrid, Getafe, Madrid, Spain

    María Durbán

  3. Dept. of Statistics, Universidad Carlos III de Madrid, Getafe, Madrid, Spain

    Aurea Grané

  4. Dept. of Economics and Statistics, University of Salerno, Fisciano, Salerno, Italy

    Cira Perna

  5. Dept. of Economics and Statistics, University of Salerno, Fisciano, Salerno, Italy

    Marilena Sibillo

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Billio, M., Casarin, R., Costola, M., Frattarolo, L. (2018). Disagreement in Signed Financial Networks. In: Corazza, M., Durbán, M., Grané, A., Perna, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer, Cham. https://doi.org/10.1007/978-3-319-89824-7_26

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