Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution

DOI10.1016/j.physa.2023.128925MaRDI QIDQ6167687

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Publication date: 7 August 2023

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

financial crisispatch-size distributionearly warning signalsspatial endogenous credit model

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Role of noise in a market model with stochastic volatility
• Debt and deficit fluctuations and the structure of bond markets
• Spatial correlation as an early warning signal of regime shifts in a multiplex disease-behaviour network
• Nonlinear manifold learning for early warnings in financial markets
• Fluctuations-induced regime shifts in the endogenous credit system with time delay
• Topological data analysis of financial time series: landscapes of crashes
• On the Systemic Fragility of Finance‐Led Growth
• The Role of Non-Gaussian Sources in the Transient Dynamics of Long Josephson Junctions

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