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Found 10 papers, 0 papers with code
Interbank network reconstruction enforcing density and reciprocity
Networks of financial exposures are the key propagators of risk and distress among banks, but their empirical structure is not publicly available because of confidentiality.
Inference of dynamical gene regulatory networks from single-cell data with physics informed neural networks
One of the main goals of developmental biology is to reveal the gene regulatory networks (GRNs) underlying the robust differentiation of multipotent progenitors into precisely specified cell types.
Reconstructing supply networks
Network reconstruction is a well-developed sub-field of network science, but it has only recently been applied to production networks, where nodes are firms and edges represent customer-supplier relationships.
Mesoscopic Structure of the Stock Market and Portfolio Optimization
The idiosyncratic (microscopic) and systemic (macroscopic) components of market structure have been shown to be responsible for the departure of the optimal mean-variance allocation from the heuristic `equally-weighted' portfolio.
Fluctuating ecological networks: a synthesis of maximum-entropy approaches for pattern detection and process inference
This variability includes fluctuations in global network properties such as total number and intensity of interactions but also in the local properties of individual nodes such as the number and intensity of species-level interactions.
The Physics of Financial Networks
The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution.
Physics and Society Statistical Mechanics Social and Information Networks Risk Management
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
However, at a more general level the presence of mesoscopic structure might be revealed in an entirely data-driven approach, looking for a modular and possibly hierarchical organisation of the empirical correlation matrix between financial time series.
Crowded trades, market clustering, and price instability
Crowded trades by similarly trading peers influence the dynamics of asset prices, possibly creating systemic risk.
The Statistical Physics of Real-World Networks
In the last 15 years, statistical physics has been a very successful framework to model complex networks.
Physics and Society Disordered Systems and Neural Networks Statistical Mechanics Information Theory Social and Information Networks Information Theory
Reconstructing topological properties of complex networks using the fitness model
A major problem in the study of complex socioeconomic systems is represented by privacy issues$-$that can put severe limitations on the amount of accessible information, forcing to build models on the basis of incomplete knowledge.
Social and Information Networks Physics and Society General Finance
