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: | Federica Parisi, Tiziano Squartini, Diego Garlaschelli |
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Format: | Article |
Language: | English |
Published: |
IOP Publishing
2020-01-01
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Series: | New Journal of Physics |
Subjects: | |
Online Access: | https://doi.org/10.1088/1367-2630/ab74a7 |
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