2025/02/28 by Emonti, Chiara, Fontana, Roberto
#Applications (stat.AP) #FOS: Computer and information sciences
paper · doi:10.48550/arxiv.2502.21199
We analyze a subclass of Ising models in the context of credit risk, focusing on Dandelion models when the correlations ρ between the central node and each non-central node are negative. We establish the possible range of values for ρ and derive an explicit formula linking the correlation between any pair of non-central nodes to ρ. The paper concludes with a simulation study.