Statistical Validation of Contagion Centrality in Financial Networks

By Agathe Sadeghi, Zachary Feinstein

Published 2024-04-22

Everscope rating

1588.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Leontief Centrality Measure (LCM). Problem types: Network Analysis, Risk Management, Time Series Analysis.

arXiv:2404.14337 · Paper rankings

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