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

version (2.66 MB) by Ken Deeley
Describe, visualize and model sector risk contagion for a portfolio of securities


Updated 01 Sep 2016

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This submission contains the MATLAB live script for the technical article "Exploring Risk Contagion Using Graph Theory and Markov Chains".
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.
Learn more about the MATLAB Live Editor.

Comments and Ratings (1)

Caxap Puc


Updated license

Updated description box.

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