Korteweg-de Vries Institute for Mathematics

General Mathematics Colloquium

22June2016 11:15 - 12:15

Event

Speaker: Tiziano Squartini (IMT Institute for Advanced Studies, Lucca)

Title: Networks reconstruction: applications from economics and finance

Abstract

The limitation of available information represents a problem that is systematically encountered when modeling complex networks. As a consequence, the understanding of the structural organization of the systems under investigation is often severely hindered. Interesting examples are provided by economic and financial networks, whose structure is particularly difficult to access because of the privacy issues protecting these kinds of data. On top of this, the aggregate information one is able to collect
is often inadequate to reproduce the set of interconnections between economic and financial entities, dramatically reducing the possibility of providing a realistic estimate of crucial properties (e.g., the network resilience to the propagation of shocks). In order to compensate for the scarcity of data, researchers have developed algorithms to achieve the best possible reconstruction of the networks under analysis. In this talk I will provide examples of such techniques, with applications to economic and financial networks.


Location: KdVI meeting room, Science Park 107, F3.20

 

Published by  Korteweg de Vries Institute