Reconstructing the topology of financial networks from degree distributions and reciprocity.
Janina EngelAndrea PaganoMatthias SchererPublished in: J. Multivar. Anal. (2019)
Keyphrases
- power law
- small world
- scale free
- degree distribution
- greater degree
- clustering coefficient
- heavy tailed distributions
- heavy tailed
- network analysis
- risk management
- stock market
- network model
- power law distribution
- random graphs
- preferential attachment
- topological features
- kullback leibler divergence
- network size
- fully connected
- learning algorithm
- network design
- complex networks
- random variables
- trade off
- social networks