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Financial Network Analyzer
Financial Network Analyzer (FNA) is an application for the statistical analysis and modeling of financial systems using methods developed in Social Network Analysis (SNA), Network Science and Agent-based Modeling (ABM).
The program creates networks from data according to user specifications and calculates a wide range of statistics from these networks. The networks normally form time series. The program includes many tools for modifying and validating input data, and conversion tools between different data formats.
FNA is also a platform for the development of simulation, network and agent based models that integrate easily with existing analysis and data manipulation functionality. The LVPS simulator module allows the modeling of a variety of large-value payment systems.
FNA is an open source project sponsored by Norges Bank. The code is available at Google Code (get in touch with me to participate).
Version 1.3 will be released on
15 July15 August 2010. Please sign up on the mailing list in order to get updates on the development of FNA and other blog posts on Financial Network Analysis.For other similar tools, see the Social network analysis software article on Wikipedia.