2 papers
q-fin.GN2020
The hyperbolic geometry of financial networks
Martin Keller-Ressel, Stephanie Nargang
Based on data from the European banking stress tests of 2014, 2016 and the transparency exercise of 2018 we demonstrate for the first time that the latent geometry of financial net…
stat.CO2019
Hydra: A method for strain-minimizing hyperbolic embedding of network- and distance-based data
Martin Keller-Ressel, Stephanie Nargang
We introduce hydra (hyperbolic distance recovery and approximation), a new method for embedding network- or distance-based data into hyperbolic space. We show mathematically that h…