Disentangling bipartite and core-periphery structure in financial networks

DOI10.1016/j.chaos.2016.02.004zbMath1415.91330arXiv1511.08830OpenAlexW2182321984MaRDI QIDQ508321

Paolo Barucca, Fabrizio Lillo

Publication date: 10 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.08830

zbMATH Keywords

statistical inferencecomplex networksinterbank marketsbelief propagation

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

Related Items (8)

Safe marginal time of crude oil price via escape problem of econophysics ⋮ Reconstruction methods for networks: the case of economic and financial systems ⋮ Relationships between Perron-Frobenius eigenvalue and measurements of loops in networks ⋮ Better to stay apart: asset commonality, bipartite network centrality, and investment strategies ⋮ Complexity in quantitative finance and economics ⋮ Core–periphery structure in directed networks ⋮ Spectral density of equitable core-periphery graphs ⋮ The impacts of interest rates on banks' loan portfolio risk-taking

Cites Work

• A network analysis of the Italian overnight money market
• Networked relationships in the e-MID interbank market: a trading model with memory
• Spectral redemption in clustering sparse networks
• Statistical mechanics of complex networks
• Centrality metrics and localization in core-periphery networks
• The Structure and Function of Complex Networks
• Network topology of the interbank market
• The multiplex structure of interbank networks
• Exploring complex networks
• Core-Periphery Structure in Networks
• The average distances in random graphs with given expected degrees

This page was built for publication: Disentangling bipartite and core-periphery structure in financial networks