Exploring Risk Contagion using Graph Theory and Markov Chains

版本 1.0.0.1 (178.1 KB) 作者: Ken Deeley
Describe, visualize and model sector risk contagion for a portfolio of securities

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更新时间 2017/3/29

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This submission contains all code and data used in the technical article "Exploring Risk Contagion Using Graph Theory and Markov Chains" https://www.mathworks.com/company/newsletters/articles/exploring-risk-contagion-using-graph-theory-and-markov-chains.html

引用格式

Ken Deeley (2022). Exploring Risk Contagion using Graph Theory and Markov Chains (https://www.mathworks.com/matlabcentral/fileexchange/55837-exploring-risk-contagion-using-graph-theory-and-markov-chains), MATLAB Central File Exchange. 检索来源 .

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