Data · collection · 2015
Systemic Risk Components in a Network Model of Contagion
Listed in DataCite
We show how to do systemic risk attribution in a network model of contagion with interlocking balance sheets, using the Shapley and Aumann-Shapley values.
Description
Along the way, we establish new results on sensitivity analysis of the Eisenberg-Noe network model of contagion, featuring a Markov-chain interpretation. We illustrate the design process for systemic risk attribution methods by developing several of them.
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Where it is published
- Repository landing page tandf.figshare.com/collections/Systemic_Risk_Components_in_a_Network_Model_of_Con… ↗
landing page · from DataCite
- DOI doi.org/10.6084/m9.figshare.c.2166884.v1 ↗
DOI / persistent id · from DataCite
Documentation and papers
Catalogue records · 2
- DataCite API api.datacite.org/dois/10.6084/m9.figshare.c.2166884.v1 ↗
metadata API · from DataCite
- DataCite Commons commons.datacite.org/doi.org/10.6084/m9.figshare.c.2166884.v1 ↗
catalogue entry · from DataCite
Topics
- Stated by source
- Clinical medicine · Mathematics
- From keywords
- Life Sciences · Mathematics & Statistics
Related
Provenance · 1 source records, 11 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| DataCite | 10.6084/m9.figshare.c.2166884.v1 | 15 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · DataCite | connector:datacite@1.0.0 | /data/attributes/rightsList |
| concepts[field].fos:clinical-medicine | source · DataCite | connector:datacite@1.0.0 | |
| concepts[field].fos:mathematics | source · DataCite | connector:datacite@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · DataCite | vocabulary-mapper@1.0.0 | keywords['Biological Sciences'] |
| concepts[field].local:field:mathematics-statistics | mapping · DataCite | vocabulary-mapper@1.0.0 | keywords['Mathematics'] |
| created_date | source · DataCite | connector:datacite@1.0.0 | |
| description | source · DataCite | connector:datacite@1.0.0 | /data/attributes/descriptions |
| license | source · DataCite | connector:datacite@1.0.0 | /data/attributes/rightsList |
| publication_date | source · DataCite | connector:datacite@1.0.0 | /data/attributes/dates |
| title | source · DataCite | connector:datacite@1.0.0 | /data/attributes/titles/0/title |
| updated_date | source · DataCite | connector:datacite@1.0.0 |