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Reconstructing a credit network

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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.

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Acknowledgements

The authors acknowledge support from the European FET Open Project FOC 'Forecasting Financial Crises' (No. 255987) and from the Italian PNR project.

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Authors and Affiliations

  1. IMT Alti Studi Lucca, Piazza S. Ponziano 6, Lucca, 55100, Italy

    Guido Caldarelli, Alessandro Chessa & Fabio Pammolli

  2. London Institute for Mathematical Sciences, London, W1K 2XF, UK

    Guido Caldarelli

  3. Dipartimento di Fisica, ISC-CNR, UOS Sapienza, Università Sapienza, Piazzale Moro 2, Roma, 00185, Italy

    Guido Caldarelli & Andrea Gabrielli

  4. ETH Zürich, Zurich, 8092, Switzerland

    Michelangelo Puliga

Authors
  1. Guido Caldarelli
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  2. Alessandro Chessa
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  3. Fabio Pammolli
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  4. Andrea Gabrielli
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  5. Michelangelo Puliga
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Corresponding author

Correspondence to Guido Caldarelli.

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Caldarelli, G., Chessa, A., Pammolli, F. et al. Reconstructing a credit network. Nature Phys 9, 125–126 (2013). https://doi.org/10.1038/nphys2580

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