Search Results for author: Elisa Letizia

Found 1 papers, 0 papers with code

Corporate payments networks and credit risk rating

no code implementations21 Nov 2017 Elisa Letizia, Fabrizio Lillo

Aggregate and systemic risk in complex systems are emergent phenomena depending on two properties: the idiosyncratic risks of the elements and the topology of the network of interactions among them.

Social and Information Networks Risk Management 91D30, 05C82, 91G40, 68T05 91D30

Cannot find the paper you are looking for? You can Submit a new open access paper.