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Modeling Social Networks with Node Attributes using the Multiplicative Attribute Graph Model
Modeling Social Networks Node Multiplicative Attribute Graph Model
2011/9/15
Networks arising from social, technological and natural domains exhibit rich connectivity patterns and nodes in such networks are often labeled with attributes or features. We address the question of ...
Credit Default Swaps Liquidity modeling: A survey
Credit Default Swaps Liquidity spread Liquidity Premium Credit Liquidity correlation Liquidity pricing Intensity models Reduced Form Models Capital AssetPricing Model Credit Crisis Liquidity Crisis
2010/4/27
We review different approaches for measuring the impact of liquidity on CDS prices. We start with reduced form models incorporating liquidity as an additional discount rate. We review Chen, Fabozzi an...
Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change
Econophysics Auction markets Private car license plate Regime change Modelingand prediction
2010/4/27
The private car license plates issued in Shanghai are bestowed the title of "the most expensive sheet iron all over the world", more expensive than gold. A citizen has to bid in an monthly auction to ...