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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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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DOI: https://doi.org/10.1038/nphys2580
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