Need to have a clear Interpretation of results from EONIA eMid application

domenicodigangi / DynWGraphsPaper

Code for analysis of paper about dynmical sparse weighted graphs

MIT License

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Open domenicodigangi opened 2 years ago

domenicodigangi commented 2 years ago

[x] Clarify how we do model selection
[ ] investigate evolution of fitnesses in models with or without regressors.
[ ] Do weighted and binary fitness correlate?
[ ] EDA of network stats (strengths and degrees) vs EONIA
[ ] Correlation between fitness and eonia in model with and without fitness
[ ] Interpret estimated regression coefficients in relation with known literature on interbank markets?

domenicodigangi commented 2 years ago

We do model selection by looking at out of sample measures of gof and BIC