Exploring Risk Contagion Using Graph Theory and Markov Chains (Live Editor Version)

バージョン 1.1.0.1 (2.66 MB) 作成者: Ken Deeley
Describe, visualize and model sector risk contagion for a portfolio of securities

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更新 2016/9/1

ライセンスの表示

This submission contains the MATLAB live script for the technical article "Exploring Risk Contagion Using Graph Theory and Markov Chains". http://www.mathworks.com/company/newsletters/articles/exploring-risk-contagion-using-graph-theory-and-markov-chains.html
The live script contains all the code, output, equations, and images in the article. You can download the script, open it in MATLAB, and explore the steps in the analysis described in the article.
R2016a or above is required to use the MATLAB Live Editor. If you don’t have R2016a, you can
download a free trial. http://www.mathworks.com/programs/trials/trial_request.html
Learn more about the MATLAB Live Editor. http://www.mathworks.com/products/matlab/live-editor/

引用

Ken Deeley (2022). Exploring Risk Contagion Using Graph Theory and Markov Chains (Live Editor Version) (https://www.mathworks.com/matlabcentral/fileexchange/57046-exploring-risk-contagion-using-graph-theory-and-markov-chains-live-editor-version), MATLAB Central File Exchange. 取得済み .

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