Pages that link to "Item:Q508321"

The following pages link to Disentangling bipartite and core-periphery structure in financial networks (Q508321):

Displaying 10 items.

• Complexity in quantitative finance and economics (Q508270) (← links)
• Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
• From ecology to finance (and back?): a review on entropy-based null models for the analysis of bipartite networks (Q1756566) (← links)
• Spectral density of equitable core-periphery graphs (Q2070211) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Safe marginal time of crude oil price via escape problem of econophysics (Q2120432) (← links)
• Relationships between Perron-Frobenius eigenvalue and measurements of loops in networks (Q2150544) (← links)
• Better to stay apart: asset commonality, bipartite network centrality, and investment strategies (Q2241062) (← links)
• The formation of a core-periphery structure in heterogeneous financial networks (Q2246716) (← links)
• Core–periphery structure in directed networks (Q5161057) (← links)