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Reconstruction methods for networks: the case of economic and financial systems

Tiziano Squartini, Guido Caldarelli, Giulio Cimini, Andrea Gabrielli and Diego Garlaschelli

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Abstract: When studying social, economic and biological systems, one has often access to only limited information about the structure of the underlying networks. An example of paramount importance is provided by financial systems: information on the interconnections between financial institutions is privacy-protected, dramatically reducing the possibility of correctly estimating crucial systemic properties such as the resilience to the propagation of shocks. The need to compensate for the scarcity of data, while optimally employing the available information, has led to the birth of a research field known as network reconstruction. Since the latter has benefited from the contribution of researchers working in disciplines as different as mathematics, physics and economics, the results achieved so far are still scattered across heterogeneous publications. Most importantly, a systematic comparison of the network reconstruction methods proposed up to now is currently missing. This review aims at providing a unifying framework to present all these studies, mainly focusing on their application to economic and financial networks.

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Date: 2018-06
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Published in Phys. Rep. 757, 1-47 (2018)

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