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Exploring Risk Contagion using Graph Theory and Markov Chains

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


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"

Comments and Ratings (4)

Caxap Puc

Caxap Puc

Ken Deeley

The centrality function associated with graph objects is available in R2016a onwards.

Alex Faliv

hi, could you please check the existence of a function named "centrality"


Added a link to the published article in the description box.

Updated license

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