Open Conference Systems, 50th Scientific meeting of the Italian Statistical Society

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Model Selection in Weighted Stochastic Block models
Michele Costola

Last modified: 2018-05-25


We propose the weighted stochastic block model (WSBM) as generative model forthe financial networks and exploit the topological features of its blocks. This model considers both the edge existence and the edge weight of the network and is independent from the methodology implemented on the estimation of the network. In this paper, we discuss three specifications of the model with by analysing the European financial network.


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