FINEXUS Leverage Network Framework for Stress-testing - Matlab code request
The FINEXUS Leverage Network Framework for Stress-testing is a Matlab software developed at FINEXUS Center for Financial Networks and Sustainability, in the Department Banking and Finance of the Univ. of Zurich. The authors of the code are Gabriele Visentin, Marco D'Errico and it has developed in the Chair of Prof. Stefano Battiston under his direct supervision.
The software code is provided free of charge only for scientific research purposes and under the licence described below. Any commercial use, in particular if research is conducted for consulting purposes is not allowed, without the written consent of the authors. Any transfer of the software to any third party is also not allowed.
If you use this software, as well as any portion of this software to obtain results for any report or publication, both internal to your organization or public, you are required to cite the following two references:
Battiston, S., Caldarelli, G., D’Errico, M., & Gurciullo, S. (2016). Leveraging the network : a stress-test framework based on DebtRank. Statistics and Risk Modeling, 1–33. doi:10.2139; Battiston, S., D’Errico, M., & Visentin, G. (2016). Rethinking Financial Contagion.
If you are interested in obtaining and using the software, please fill in the online form below. It will help help us to better understand the users' needs and improve future releases.
Disclaimer. We have made our best to develop this code. However, we accept no responsibility or liability whatsoever with regard to use or misuse of the code. As stated in the licence below, please consider that by using the code you acknowledge that you understand that the software is provided “as is”, without any guarantee.
We invite you to read the documentation in order to get familiar with the code structure and on how to modify yourself parameters, directory and output paths. In particular, notice that several features of the visualisations present in the paper may not be perfectly replicable on your machine or with your data.
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