08, Economic Networks as Property Graphs

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Open Risk White Paper 8: Connecting the Dots, Economic Networks as Property Graphs

We develop a quantitative framework that approaches economic networks from the point of view of contractual relationships between agents (and the interdependencies those generate). The representation of agent properties, transactions and contracts is done in the context of a property graph. A typical use case for the proposed framework is the study of credit networks.


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@ARTICLE{OpenRiskWhitePaper08,
 author = {P. Papadopoulos},
 year = {2019},
 note = {\href{https://www.openriskmanagement.com/wp-content/uploads/2019/12/OpenRiskWP08_131219.pdf}{Download URL}},
 title = {{Open risk WP08: Connecting the Dots, Economic Networks as Property Graph}},
 journal = {Open Risk White Papers}
}