Abstract
We analyze financial transactions of corporate bank clients not only at the level of particular customers, but also at the level of communities of customers and a system as a whole. We first build a structure of communities using the Louvain method, which in turn allows us to estimate the profitability of each community. Then, we visualize the community structure and transaction propagation in a custom-made visual analytic platform. The detection and visualization of communities proved to be extremely valuable in the study of money propagation because it revealed a critical structure and the behavior of the clients.
Original language | English (US) |
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Article number | 101387 |
Journal | Finance Research Letters |
Volume | 37 |
DOIs | |
State | Published - Nov 2020 |
Keywords
- Business data processing
- Clustering
- Data visualization
- Information analysis
- Systemic risk
ASJC Scopus subject areas
- Finance