Network-Based Modeling of Complex Systems by Dr. Fatena El-Masri from QuantCon 2018

This talk, titled Network-based Modeling of Complex Systems, with Applications to Cascading and Contagion Events in Networks, looks at how network-based modeling can be used to analyze cascading and contagious events in financial networks. Dr. El-Masri’s research started with the simulation of 63 million records to determine the network and dynamic connectivity between different banks. This connectivity is determined by transforming the adjacency matrix for the data using Python. The agent-based model is then applied using dynamic modeling and validated using real data. The results are then implemented using network-based modeling for complex financial institutions to discover the cascading and contagious event behavior in the networks. Bio of the Speaker: Dr. Fatena El-Masri is a Senior Financial Analyst at the Federal Deposit Insurance Corporation. She is a data scientist with years of experience in financial engineering, applied statistics, quantitative risk modeling, and market, credit and operational risk management. For her Computational Science and Data Science Ph.D. dissertation at George Mason University, she used Python and agent-based models to study the stability of the banking network. She did so by simulating 63 million records to identify instability conditions for failing banks. Dr. El-Masri has also managed a Proof of Concept Artificial Intelligence project using IBM Watson, Natural Language Processing, and Robotic Process Automation (RPA) for object detection & Video Analytics. The slides for this presentation can be viewed at http://bit.ly/2TT4tED. To learn more about Quantopian, visit http://www.quantopian.com. Disclaimer All views expressed in this video are those of the speaker being interviewed and do not represent those of Quantopian or any of its employees Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice. More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian. In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.