SNSF Research Projects

“The human mind is built to think in terms of narratives, of sequences of events with an internal logic and dynamic that appears as a unified whole. […] Narratives ‘go viral’ and spread far, even worldwide, with economic impact.” — Robert J. Shiller, “Narrative Economics: How Stories Go Viral and Drive Major Economic Events” (2019) SNSF: Programme Overview SNF P2P Credit Risk Models. Network-based credit risk models in P2P lending markets SNF Narrative Digital Finance Narrative. Narrative Digital Finance: a tale of structural breaks, bubbles & market narratives SNF Blockchain Fraud Detection. Anomaly and fraud detection in blockchain networks SERI - Digital Finance. Digital Finance - Reaching New Frontiers Narrative Digital Finance: a tale of structural breaks, bubbles & market narratives Output data 4 Scientific publications, 6 Collaborations, 6 Academic events, 4 Knowledge transfer events, 3 Awards ...

“One of the major frontiers in modern finance is the quantification of credit risk.” Financial Analysts Journal, 59(1):30–44. Stephen Kealhofer, Dr. “Network-based credit risk modeling enhances financial risk assessment by incorporating inter-entity relationships, offering a clearer view of risk transmission. This approach aids industries in managing risks and adhering to regulations, while also providing academia with avenues for advancing research in financial networks and improving risk assessment methodologies.” Branka Hadji-Misheva, Prof. Dr. ...