The science of complex networks can be usefully applied in finance, although there is limited data available with which to develop our understanding. All is not lost, however: ideas from statistical physics make it possible to reconstruct details of a financial network from partial sets of information.

“Reconstructing a Credit Network”

CHESSA, ALESSANDRO;
2013-01-01

Abstract

The science of complex networks can be usefully applied in finance, although there is limited data available with which to develop our understanding. All is not lost, however: ideas from statistical physics make it possible to reconstruct details of a financial network from partial sets of information.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11584/86404
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