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Availability: On-Line Tags: network reconstruction

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  • SoBigData.eu: Method

    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...
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  • SoBigData.eu: Method

    Tail granger causality network construction

    This method constructs a causality network by implementing Granger-causality tests for extreme events in multivariate time series.
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