Reconstruction methods for networks: the case of economic and financial systems

DOI10.1016/j.physrep.2018.06.008zbMath1405.90039arXiv1806.06941OpenAlexW3100434839WikidataQ128601354 ScholiaQ128601354MaRDI QIDQ1632525

Diego Garlaschelli, Tiziano Squartini, Giulio Cimini, Guido Caldarelli, Andrea Gabrielli

Publication date: 14 December 2018

Published in: Physics Reports (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.06941

zbMATH Keywords

statistical inferenceentropy maximizationnetwork reconstructioneconomic and financial networkssystemic risk evaluation

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Stochastic network models in operations research (90B15) Deterministic network models in operations research (90B10) Statistical methods; economic indices and measures (91B82)

Related Items (11)

Networks beyond pairwise interactions: structure and dynamics ⋮ Constructing banking networks under decreasing costs of link formation ⋮ Dimensional reduction of solvency contagion dynamics on financial networks ⋮ Fair immunization and network topology of complex financial ecosystems ⋮ Reconstructing production networks using machine learning ⋮ A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets ⋮ Dynamic analysis of influential stocks based on conserved networks ⋮ Tackling information asymmetry in networks: a new entropy-based ranking index ⋮ Reconstructing and stress testing credit networks ⋮ Leveraging the network: a stress-test framework based on debtrank ⋮ Topological features determining the error in the inference of networks using transfer entropy

Uses Software

• STRING

Cites Work

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