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Reconstructing a credit network

Caldarelli, Guido and Chessa, Alessandro and Pammolli, Fabio and Gabrielli, Andrea and Puliga, Michelangelo Reconstructing a credit network. Nature Physics, 9 (3). pp. 125-126. ISSN 1745-2473 (2013)

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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.

Item Type: Article
Identification Number: 10.1038/nphys2580
Projects: EC FET Open Project “FOC” Nr. 255987
Uncontrolled Keywords: Statistical physics, thermodynamics and nonlinear dynamics
Subjects: H Social Sciences > HB Economic Theory
Q Science > QC Physics
Research Area: Economics and Institutional Change
Depositing User: Ms T. Iannizzi
Date Deposited: 05 Mar 2013 09:11
Last Modified: 07 Apr 2016 09:54
URI: http://eprints.imtlucca.it/id/eprint/1503

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