Software/code (in construction)

 

Leverage network stress-test framework (with S. Gurciullo, S. Battiston)

Contagion models (with G. Visentin)

  • ​Language: Matlab

  • Contagion models: Eisenberg/Noe, Rogers/Veraart, DebtRank (linear, non-linear)

  • Code request 

Flow-of-risk (coming soon!)​

  • Languages: Matlab, R, Python

  • Visualisations, analysis

Compression (coming soon!)​

  • Languages: R, Julia

  • Adaptable for real OTC network data + various simulation settings

© 2016 by Marco D'Errico