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Exploring Risk Contagion using Graph Theory and Markov Chains

version 1.0.0.1 (178 KB) by Ken Deeley
Describe, visualize and model sector risk contagion for a portfolio of securities

617 Downloads

Updated 29 Mar 2017

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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

Cite As

Ken Deeley (2021). 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. Retrieved .

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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