Adjustable network reconstruction with applications to CDS exposures
type: Item
instance of: scholarly article
title: Adjustable network reconstruction with applications to CDS exposures
zbMATH Open document ID: 1419.62296
author: Axel Gandy
author: Luitgard A. M. Veraart
published in: Journal of Multivariate Analysis
publication date: 2019-07-02T00:00:00Z
full work available at URL: Veraart Adjustable-network-reconstruction Accepted.pdf
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 05C90
Mathematics Subject Classification ID: 05C80
Mathematics Subject Classification ID: 91G99
zbMATH DE Number: 7075386
zbMATH Keywords: Bayesian methods
zbMATH Keywords: calibration
zbMATH Keywords: matrix balancing
zbMATH Keywords: random graphs
zbMATH Keywords: systemic risk
zbMATH Keywords: financial networks
describes a project that uses: pyuvdata
MaRDI profile type: Publication
OpenAlex ID: W3121251739
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DOI: 10.1016/J.JMVA.2018.08.011
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description: scientific article; zbMATH DE number 7075386