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Browsing MACSI - Mathematics Application Consortium for Science & Industry by Subject "market"

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Browsing MACSI - Mathematics Application Consortium for Science & Industry by Subject "market"

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  • Hurd, Thomas R; Gleeson, James P.; Melnik, Sergey (Public Library of Science, 2017)
    We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections ...

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