Date and time: November 24, 2025, 2:00 pm Place: Room 503, Institute of Mathematics and Informatics Title: Modelling financial crisis propagation as an epidemic on multiplex networks Lecturer: Dr. Malvina Bozhidarova (Russell Group Limited) Abstrac: We propose a novel framework for modelling the spread of financial crises in complex networks, combining financial data, Extreme Value Theory and an epidemiological transmission model. We accommodate two key aspects of contagion modelling: fundamentals-based contagion, where the transmission is due to direct financial linkages, and pure contagion, where a crisis might trigger additional crises due to global effects. We use stock price, geographical location and economic sector data for a set of companies to construct multiplex networks of four layers, on which a Susceptible-Infected-Recovered transmission model is defined, [...]