Conference paper Open Access

Model Selection in Weighted Stochastic Block models

Roberto Casarin; Michele Costola; Erdem Yenerdag

We propose the weighted stochastic block model (WSBM) as generative model for the 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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