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publications
Analysing Network Dynamics: The Contagion Effects of SVB’s Collapse on the US Tech Industry
Published in , 2024
2023 was a turbulent year for the banking industry, with several banks announcing bankruptcy within just 2 months. Notably, the bank run at Silicon Valley Bank marked the third-largest bank failure in U.S. history. Considering its strong ties to tech companies, we looked into how the risks may have propagated in the tech industry by estimating a VAR model and network analysis. Find out more details by clicking the link to see whether risk contagion occurred in the tech industry, which companies acted as risk transmitters, and how these companies cluster into communities.
Recommended citation: Wu, F.; Liu, A.; Chen, J.; Li, Y. Analysing Network Dynamics: The Contagion Effects of SVB’s Collapse on the US Tech Industry. J. Risk Financial Manag. 2024, 17, 427. https://doi.org/10.3390/jrfm17100427
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Spatial-Temporal Dynamics for Enhanced Temporal Link Prediction in Stock Market Crisis Forecasting
Published in , 2025
This is a joint work with Ruizhi Zhang, Wei Wei, Qiming Wang, Yuhua Li, Jing Chen and Anqi Liu. We proposed a link prediction model by employing a Graph Convolutional Network and leveraging a transformer model. This work is currently under review.
Does one follow the other? A time-varying information spillover network of social media sentiment and news sentiment
Published in , 2025
This is a working paper. Investor sentiment has been studied to have an impact on asset prices and volatilities. In this study, we explored how different sentiment sources can spillover from one asset to another. The constructed sentiment spillover networks have some unique properties to be further explored.
A novel network risk index
Published in , 2025
This is a working paper. We built two layers of information spillover network. The network properties are extracted to obtain a risk index.
talks
Conference Proceeding talk 3 on Relevant Topic in Your Field
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This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
Analysing network dynamics
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teaching
Graduate Tutor
Undergraduate courses, School of Mathematics, 2022
Statistics Tutor
Maths Support Service, All schools, 2023