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...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2020-01-01
|
| Series: | New Journal of Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/1367-2630/ab74a7 |