Bootstrapping topological properties and systemic risk of complex networks using the fitness model

DOI10.1007/S10955-013-0720-1zbMath1266.91056arXiv1209.6459OpenAlexW1522316566WikidataQ63390767 ScholiaQ63390767MaRDI QIDQ1953108

Michelangelo Puliga, Nicolò Musmeci, Guido Caldarelli, Stefano Battiston, Andrea Gabrielli

Publication date: 7 June 2013

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

Full work available at URL: https://arxiv.org/abs/1209.6459

zbMATH Keywords

complex networksfinancial systems

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Random graphs (graph-theoretic aspects) (05C80) Heterogeneous agent models (91B69)

Related Items (13)

Constructing banking networks under decreasing costs of link formation ⋮ Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction ⋮ Reconstruction methods for networks: the case of economic and financial systems ⋮ Network reconstruction with UK CDS trade repository data ⋮ A statistical test of Walrasian equilibrium by means of complex networks theory ⋮ The multiplex structure of interbank networks ⋮ Statistical ensembles for economic networks ⋮ Reconstructing and stress testing credit networks ⋮ Leveraging the network: a stress-test framework based on debtrank ⋮ Bootstrapping on undirected binary networks via statistical mechanics ⋮ A GDP-driven model for the binary and weighted structure of the International Trade Network ⋮ Dynamic credit default swap curves in a network topology ⋮ A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market

Cites Work

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• A self-organized model for network evolution
• Lectures on Complex Networks

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