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Systemic financial risk refers to the simultaneous failure or destabilization of multiple financial institutions, often triggered by contagion mechanisms or common exposures to shocks. In this paper, we present a dynamical model of bank…

Dynamical Systems · Mathematics 2026-03-31 Marco Ioffredi , Stefano Marmi , Matteo Tanzi

In economic settings such as learning, social behavior, and financial contagion, agents interact through interdependent networks. This paper examines how a decision maker (DM) can design an optimal intervention strategy under network…

Theoretical Economics · Economics 2025-02-28 Daeyoung Jeong , Tongseok Lim , Euncheol Shin

Weighted networks capture the structure of complex systems where interaction strength is meaningful. This information is essential to a large number of processes, such as threshold dynamics, where link weights reflect the amount of…

Physics and Society · Physics 2021-04-28 Samuel Unicomb , Gerardo Iñiguez , Márton Karsai

Complex networks describe a wide range of systems in nature and society, much quoted examples including the cell, a network of chemicals linked by chemical reactions, or the Internet, a network of routers and computers connected by physical…

Statistical Mechanics · Physics 2016-08-31 Reka Albert , Albert-Laszlo Barabasi

Empirical estimation of critical points at which complex systems abruptly flip from one state to another is among the remaining challenges in network science. However, due to the stochastic nature of critical transitions it is widely…

Social and Information Networks · Computer Science 2014-07-09 B. Podobnik , T. Lipic , D. Horvatic , A. Majdandzic , S. Bishop , H. E. Stanley

Notwithstanding the usefulness of system dynamics in analyzing complex policy problems, policy design is far from straightforward and in many instances trial-and-error driven. To address this challenge, we propose to combine system dynamics…

Physics and Society · Physics 2017-11-15 Lukas Schoenenberger , Radu Tanase

Our society nowadays is governed by complex networks, examples being the power grids, telecommunication networks, biological networks, and social networks. It has become of paramount importance to understand and characterize the dynamic…

The emergence of interconnected urban networks is a crucial feature of globalisation processes. Understanding the drivers behind the growth of such networks - in particular urban firm networks -, is essential for the economic resilience of…

Physics and Society · Physics 2020-09-14 Juste Raimbault , Natalia Zdanowska , Elsa Arcaute

This paper characterises dynamic linkages arising from shocks with heterogeneous degrees of persistence. Using frequency domain techniques, we introduce measures that identify smoothly varying links of a transitory and persistent nature.…

Econometrics · Economics 2023-11-21 Jozef Barunik , Michael Ellington

In Probabilistic Risk Management, risk is characterized by two quantities: the magnitude (or severity) of the adverse consequences that can potentially result from the given activity or action, and by the likelihood of occurrence of the…

Artificial Intelligence · Computer Science 2009-10-07 Eric Daudé , Pierrick Tranouez , Patrice Langlois

In this paper, we test various models of wastewater infrastructure for risk analysis and compare their performance. While many representations are available, existing studies do not consider selection of the appropriate model for risk…

Optimization and Control · Mathematics 2024-01-11 Aaron Dunton

Recent crises like the COVID-19 pandemic and geopolitical tensions have exposed vulnerabilities and caused disruptions of supply chains, leading to product shortages, increased costs, and economic instability. This has prompted increasing…

Physics and Society · Physics 2025-06-27 Anna Mancini , Balázs Lengyel , Riccardo Di Clemente , Giulio Cimini

We introduce a decision-making framework tailored for the management of systemic risk in networks. This framework is constructed upon three fundamental components: (1) a set of acceptable network configurations, (2) a set of interventions…

Risk Management · Quantitative Finance 2024-10-28 Gregor Svindland , Alexander Voß

The globalization feeded by the technology explosion that begans in the end of the last century, started the world to change faster every day. The only today's certain is the tomorrow's uncertain. Risk is defined as uncertain where one or…

Risk Management · Quantitative Finance 2018-01-23 Ricardo Antunes , Daniel Birchal , João Márcio Abijaodi , Paulo Abreu , Rogério Peixoto

We consider a model of contagion in financial networks recently introduced in the literature, and we characterize the effect of a few features empirically observed in real networks on the stability of the system. Notably, we consider the…

General Finance · Quantitative Finance 2011-09-07 Fabio Caccioli , Thomas A. Catanach , J. Doyne Farmer

Social science studies dealing with control in networks typically resort to heuristics or describing the static control distribution. Optimal policies, however, require interventions that optimize control over a socioeconomic network…

Social and Information Networks · Computer Science 2021-08-24 Jannes Nys , Milan van den Heuvel , Koen Schoors , Bruno Merlevede

Modern world builds on the resilience of interdependent infrastructures characterized as complex networks. Recently, a framework for analysis of interdependent networks has been developed to explain the mechanism of resilience in…

Physics and Society · Physics 2015-06-16 Peng Zhang , Baisong Cheng , Zhuang Zhao , Daqing Li , Guangquan Lu , Yunpeng Wang , Jinghua Xiao

This paper addresses analytical aspects of deterministic, continuous-time dynamical systems defined on networks. The goal is to model and analyze certain phenomena which must be framed beyond the context of networked dynamical systems,…

Dynamical Systems · Mathematics 2015-01-09 Ricardo Riaza

Many studies in economics deal with the non-reliability cost to assess insurance fees or investment analyses, but none takes into consideration the mechanical aspect of reliability analysis. Other studies in mechanics give some tools and…

Risk Management · Quantitative Finance 2019-12-16 P-J. Tisserand , M. Ragueneau

Identifying and quantifying factors influencing human decision making remains an outstanding challenge, impacting the performance and predictability of social and technological systems. In many cases, system failures are traced to human…

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