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.

Reconstructing a credit network

Guido Caldarelli;Andrea Gabrielli;
2013

Abstract

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.
2013
Istituto dei Sistemi Complessi - ISC
Inglese
9
3
125
126
2
http://www.nature.com/nphys/journal/v9/n3/full/nphys2580.html
Sì, ma tipo non specificato
Statistical physics
thermodynamics and nonlinear dynamics
Commentary. Published online 01 March 2013. Support from the European FET Open Project FOC 'Forecasting Financial Crises' (No. 255987) and from the Italian PNR project.
5
info:eu-repo/semantics/article
262
Caldarelli, Guido; Chessa, Alessandro; Gabrielli, Andrea; Pammolli, Fabio; Puliga, Michelangelo
01 Contributo su Rivista::01.01 Articolo in rivista
restricted
   Forecasting Financial Crises
   FOC-II
   FP7
   255987
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/176458
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