Maximum entropy network reconstruction

This method reconstructs a bipartite network by using the Maximum Entropy principle. This method is useful to assess aggregated and single bank's systemicness and vulnerability and to statistically test for a change in these variables when only the information on the size of each bank and the capitalization of the investment assets are available.

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Additional Info
Field Value
Accessibility Both
AccessibilityMode OnLine Access
Area
Attribution requirements
Availability On-Line
Basic rights Temporary download of a single copy only
CreationDate 2017-07-01
Creator regoli, daniele, daniele.regoli@sns.it
Dependencies on Other SW
Distribution requirements
External Identifier
Field/Scope of use Research only
Hosting Environment
IP/Copyrights
License term
Owner regoli, daniele, daniele.regoli@sns.it
ProgrammingLanguage MATLAB
RelatedPaper Di Gangi, Domenico and Lillo, Fabrizio and Pirino, Davide, Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network Reconstruction (August 3, 2015). Available at SSRN: https://ssrn.com/abstract=2639178
Requirement of non-disclosure (confidentiality mark)
Restrictions on use
Semantic Coverage
Sublicense rights No
Territory of use World Wide
ThematicCluster Social Network Analysis
UsageMode Download
input vector of strengths of bipartite network
output reconstructed network
system:type SoBigData.eu: Method
Management Info
Field Value
Author regoli daniele
Maintainer daniele regoli
Version 1
Last Updated 29 June 2018, 11:32 (CEST)
Created 29 June 2018, 11:32 (CEST)