network_reconstruction

URL: http://mathfinance.sns.it/network_reconstruction/

From the item abstract

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...

Source: Maximum entropy network reconstruction

Additional Information

Field Value
Last updated February 7, 2017
Created February 7, 2017
Format unknown
License Academic Free License 3.0
Createdover 7 years ago
id37fa334e-5bd8-45e4-a866-4da96d3324df
package id26c42b4a-3e9a-4d2c-9004-cb29dec06d91
revision idf87a7920-cefc-499c-ac28-c57c41b12787
stateactive