From ecology to finance (and back?): a review on entropy-based null models for the analysis of bipartite networks

DOI10.1007/S10955-018-2039-4zbMath1419.91482arXiv1710.10143OpenAlexW3105053167WikidataQ64038276 ScholiaQ64038276MaRDI QIDQ1756566

Mika J. Straka, Tiziano Squartini, Guido Caldarelli, Fabio Saracco

Publication date: 21 December 2018

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.10143

zbMATH Keywords

nestednesssystemic riskbipartite networksexponential random graphentropy-based null modelstrade specialization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of graph theory (05C90) Random graphs (graph-theoretic aspects) (05C80) Trade models (91B60) Statistical methods; economic indices and measures (91B82) Portfolio theory (91G10) Systems biology, networks (92C42) Actuarial science and mathematical finance (91G99)

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• A critical point for random graphs with a given degree sequence

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