A faster horse on a safer trail: generalized inference for the efficient reconstruction of weighted networks
Due to the interconnectedness of financial entities, estimating certain key properties of a complex financial system, including the implied level of systemic risk, requires detailed information about the structure of the underlying network of dependencies. However, since data about financial linkage...
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| Published in: | New journal of physics Vol. 22; no. 5; pp. 53053 - 53071 |
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| Main Authors: | , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Bristol
IOP Publishing
01.05.2020
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| Subjects: | |
| ISSN: | 1367-2630, 1367-2630 |
| Online Access: | Get full text |
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