Reconstructing a credit network
New mathematical tools can help infer financial networks from partial data to understand the propagation of distress through the network.
G. Caldarelli, A. Chessa, F. Pammolli, A. Gabrielli, M. Puliga
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.
Network valuation in financial systems
P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, G. Caldarelli, S. Battiston
Mathematical Finance
The space of functions computed by deep layered machines
A. Mozeika, B. Li, D. Saad
Sub. to Physical Review Letters
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
Degree-correlations in a bursting dynamic network model
F. Vanni, P. Barucca
Journal of Economic Interaction and Coordination
Phase transition creates the geometry of the continuum from discrete space
R. Farr, T. Fink
Physical Review E
Intelligently chosen interventions have potential to outperform the diode bridge in power conditioning
F. Liu, Y. Zhang, O. Dahlsten, F. Wang
Scientific Reports
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