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Ricci curvature: An economic indicator for market fragility and systemic risk
Quantifying the systemic risk and fragility of financial systems is of vital importance in analyzing market efficiency, deciding on portfolio allocation, and containing financial contagions. At a high level, financial systems may be represented as weighted graphs that characterize the complex web of...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
American Association for the Advancement of Science
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4928924/ https://www.ncbi.nlm.nih.gov/pubmed/27386522 http://dx.doi.org/10.1126/sciadv.1501495 |