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Econophysics of systemic risk and network dynamics

Author

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  • Frédéric Abergel

    () (FiQuant - Chaire de finance quantitative - Ecole Centrale Paris - CentraleSupélec, MAS - Mathématiques Appliquées aux Systèmes - EA 4037 - Ecole Centrale Paris)

  • Anirban Chakraborti

    () (FiQuant - Chaire de finance quantitative - Ecole Centrale Paris - CentraleSupélec, MAS - Mathématiques Appliquées aux Systèmes - EA 4037 - Ecole Centrale Paris)

  • B.K. Chakrabarti
  • Asim Ghosh

Abstract

Proceedings of the 6th Kolkata econophysics conference

Suggested Citation

  • Frédéric Abergel & Anirban Chakraborti & B.K. Chakrabarti & Asim Ghosh, 2013. "Econophysics of systemic risk and network dynamics," Post-Print hal-00872397, HAL.
  • Handle: RePEc:hal:journl:hal-00872397
    DOI: 10.1007/978-88-470-2553-0
    Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-00872397
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    Cited by:

    1. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised May 2018.
    2. repec:agh:journl:v:18:y:2017:i:1:p:87-102 is not listed on IDEAS
    3. He, Xiaoli & Wang, Hongwu & Du, Ziping, 2014. "The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 76-85.
    4. Anirban Chakraborti & Damien Challet & Arnab Chatterjee & Matteo Marsili & Yi-Cheng Zhang & Bikas K. Chakrabarti, 2013. "Statistical Mechanics of Competitive Resource Allocation using Agent-based Models," Papers 1305.2121, arXiv.org, revised Sep 2014.

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