Reconstruction of financial networks for robust estimation of systemic risk

Journal of Statistical Mechanics: Theory and Experiment

Volumn 2012, Issue 3, 2012, Pages

  Mastromatteo, Iacopo ^a   Zarinelli, Elia ^b   Marsili, Matteo ^c  

^a SISSA   (Italy)

^b UNIVERSITÉ PARIS SUD   (France)

^c ABDUS SALAM INTERNATIONAL CENTRE FOR THEORETICAL PHYSICS   (Italy)

Author keywords

financial instruments and regulation; message passing algorithms; network reconstruction; risk measure and management

Indexed keywords

EID: 84858770409     PISSN: None     EISSN: 17425468     Source Type: Journal    
DOI: 10.1088/1742-5468/2012/03/P03011     Document Type: Article

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