Adjustable network reconstruction with applications to CDS exposures (Q2001099)
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scientific article; zbMATH DE number 7075386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjustable network reconstruction with applications to CDS exposures |
scientific article; zbMATH DE number 7075386 |
Statements
Adjustable network reconstruction with applications to CDS exposures (English)
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2 July 2019
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Bayesian methods
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calibration
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matrix balancing
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random graphs
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systemic risk
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financial networks
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0.85579216
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0.85275894
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0.8376275
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0.8271969
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0.82548195
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0.8206434
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0.8158884
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0.8155122
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