Reconstructing a credit network

New mathematical tools can help infer financial networks from partial data to understand the propagation of distress through the network.

Nature Physics 9, 125 (2013)

G. Caldarelli, A. Chessa, F. Pammolli, A. Gabrielli, M. Puliga

LQ placeholderReconstructing a credit network

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.

LQ placeholderNetwork valuation in financial systems

Network valuation in financial systems

P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, G. Caldarelli, S. Battiston

Mathematical Finance

LQ placeholderThe space of functions computed by deep layered machines

The space of functions computed by deep layered machines

A. Mozeika, B. Li, D. Saad

Sub. to Physical Review Letters

LQ placeholderReplica analysis of overfitting in generalized linear models

Replica analysis of overfitting in generalized linear models

T. Coolen, M. Sheikh, A. Mozeika, F. Aguirre-Lopez, F. Antenucci

Sub. to Journal of Physics A

LQ placeholderTaming complexity

Taming complexity

M. Reeves, S. Levin, T. Fink, A. Levina

Harvard Business Review

LQ placeholderReplica analysis of Bayesian data clustering

Replica analysis of Bayesian data clustering

A. Mozeika, T. Coolen

Journal of Physics A

LQ placeholderDegree-correlations in a bursting dynamic network model

Degree-correlations in a bursting dynamic network model

F. Vanni, P. Barucca

Journal of Economic Interaction and Coordination

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