Студенткиња Катарина Николић је у петак, 24. јануара 2025. године одбранила свој мастер рад на тему Network Navigability in Finance: Applications of the Stein-Chen Method and Network Models пред ментором др Бранком Урошевићем и члановима комисије др Микицом Дреновак и др Владимиром Васићем.
У уводу свог рада Катарина је истакла:
The primary objective of this thesis is to apply theoretical models and probabilistic techniques to deepen our understanding of network connectivity and routing, with a particular emphasis on applications to financial systems. Networks are essential tools for representing complex systems, where nodes and edges capture entities and their relationships. Such systems appear across various fields, from biology to social sciences, but play a particularly critical role in computational finance, where network modeling can represent dependencies between financial entities, such as assets, institutions, or market segments. Analyzing these networks aids in assessing systemic risks, optimizing connectivity, and enhancing resilience within financial markets.
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In this study, we began by exploring random graphs and foundational network models, examining their properties in the context of financial systems. By applying Stein’s method, we established a structured approach to derive estimations of accuracy in approximating one probability distribution by another. The Stein-Chen method for Poisson approximation, particularly within Bernoulli random graphs, provided a rigorous framework for understanding distributional behavior—a valuable tool for assessing event probabilities and contagion risks in financial networks. – закључила је Катарина.
Фотографије са одбране доступне су у галерији.