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Disagreement in Signed Financial Networks

  • Monica Billio
  • Roberto Casarin
  • Michele Costola
  • Lorenzo Frattarolo
Chapter

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.

Keywords

Consensus dynamics Financial networks Predictability Connectedness 

Notes

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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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Monica Billio
    • 1
  • Roberto Casarin
    • 1
  • Michele Costola
    • 2
  • Lorenzo Frattarolo
    • 1
  1. 1.Department of EconomicsCa’ Foscari University of VeniceVeniceItaly
  2. 2.Research Center SAFE, House of FinanceGoethe UniversityFrankfurt am MainGermany

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