Reconstructing a credit network

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

Nature Physics 9, 125 (2013)

#financialnetworks#networktheory#statisticalphysics

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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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