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
nestednesssystemic riskbipartite networksexponential random graphentropy-based null modelstrade specialization
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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