Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks.
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DOI: 10.1103/physreve.96.032315
Abstract: Reconstructing patterns of interconnections from partial information is one of the most important issues in the statistical physics of complex networks. A paramount example is provided by financial networks. In fact, the spreading and amplification… read more here.
Keywords: reconstruction; capital; bipartite financial; topology ... See more keywords