Reconstructing a credit network

Authors: Guido Caldarelli, Alessandro Chessa, Fabio Pammolli, Andrea Gabrielli and Michelangelo Puliga

Nature Physics (2013)

Abstract

The science of complex networks can be usefully applied in finance, although there is limited data available with which to develop our understanding. All is not lost, however: ideas from statistical physics make it possible to reconstruct details of a financial network from partial sets of information.