How Network-Based Modeling Can Be Used for Failing Banks, with Dr. Fatena El-Masri from QuantCon 2018

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How Network-Based Modeling Can Be Used for Failing Banks, with Dr. Fatena El-Masri from QuantCon 2018

posted Mar 22, 2019

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. 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.

You can find her talk from QuantCon 2018, titled Network-based Modeling of Complex Systems, with Applications to Cascading and Contagion Events in Networks, below. In this talk, she 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.

In addition to her talk, Dr. El-Masri also sat down for an interview to give us insight into her personal and professional life. In this video, she walks us through her professional journey from studying Engineering in Lebanon to working in Finance in the United States. She talks about her current research on network-based modeling and how the idea of “Too Small to Fail” can be applied to failing banks. She also opens up about her hope to create a program that would inspire young girls to explore STEM fields in the future. See the full interview below:

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The material on this website 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 services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the 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.

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The material on this website 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 services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the 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.