Ricci curvature: An economic indicator for market fragility and systemic risk

Abstract

Researchers introduce the geometric concept of curvature toward the application of uncovering systemic risk and market fragility.

Document Details

• Document Type: Pub Defense Publication
• Publication Date: May 06, 2016
• Source ID: 10.1126/sciadv.1501495

Entities

People

• Allen R. Tannenbaum
• Romeil S. Sandhu
• Tryphon T. Georgiou

Organizations

• Air Force Office of Scientific Research
• Stony Brook University
• University of Minnesota