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DebtRank Systemic Risk Estimation Method
The DebtRank algorithm is used to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches.The method... -
MaxAndSam Network Reconstruction Method
This method reconstructs socio-economic and financial networks from partial information, i.e., the knowledge of intrinsic node-specific properties and of the number of...-
RAR
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RAR