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A fundamental challenge in networked systems is detection and removal of suspected malicious nodes. In reality, detection is always imperfect, and the decision about which potentially malicious nodes to remove must trade off false positives…

Social and Information Networks · Computer Science 2022-04-05 Sixie Yu , Yevgeniy Vorobeychik

We study the mutual percolation of a system composed of two interdependent random regular networks. We introduce a notion of distance to explore the effects of the proximity of interdependent nodes on the cascade of failures after an…

Physics and Society · Physics 2014-03-26 Yosef Kornbluth , Steven Lowinger , Gabriel Cwilich , Sergey V. Buldyrev

As the share of Distributed energy resources (DER) in the low voltage distribution network (DN) is expected to rise, a higher and more variable electric load and generation could stress the DNs, leading to increased congestion and power…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Geert Mangelschots , Sari Kerckhove , Md Umar Hashmi , Dirk Van Hertem

Many real-world complex systems across natural, social, and economical domains consist of manifold layers to form multiplex networks. The multiple network layers give rise to nonlinear effect for the emergent dynamics of systems.…

Physics and Society · Physics 2016-05-26 Kyu-Min Lee , Kwang-Il Goh

It has been known that heterogeneous networks are vulnerable to the intentional removal of a small fraction of highly connected or loaded nodes, which implies that, to protect a network effectively, a few important nodes should be allocated…

Networking and Internet Architecture · Computer Science 2009-11-13 Xingang Wang , Shuguang Guan , Choy Heng Lai

Networks are known to be prone to link failures. In this paper we set out to investigate how networks of varying connectivity patterns respond to different link failure schemes in terms of connectivity, clustering coefficient and shortest…

Physics and Society · Physics 2016-08-14 Serdar Çolak , Hilmi Luş , Ali Rana Atılgan

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

The evolution with time of the correlation structure of equity returns is studied by means of a filtered network approach investigating persistences and recurrences and their implications for risk diversification strategies. We build…

Portfolio Management · Quantitative Finance 2014-10-22 Nicoló Musmeci , Tomaso Aste , Tiziana Di Matteo

Complex networks with expanding dimensions are studied, where the networks may be directed and weighted, and network nodes are varying in discrete time in the sense that some new nodes may be added and some old nodes may be removed from…

Chaotic Dynamics · Physics 2007-05-23 Yuming Shi , Guanrong Chen

Companies do not operate in a vacuum. As companies move towards an increasingly specialized production function and their reach is becoming truly global, their aptitude in managing and shaping their inter-organizational network is a…

Risk Management · Quantitative Finance 2016-02-24 Tore Opsahl , William Newton

Despite achieving excellent performance on benchmarks, deep neural networks often underperform in real-world deployment due to sensitivity to minor, often imperceptible shifts in input data, known as distributional shifts. These shifts are…

Machine Learning · Computer Science 2025-09-25 Birk Torpmann-Hagen , Pål Halvorsen , Michael A. Riegler , Dag Johansen

Distribution grid reliability and resilience has become a major topic of concern for utilities and their regulators. In particular, with the increase in severity of extreme events, utilities are considering major investments in distribution…

Optimization and Control · Mathematics 2023-06-13 Alexandre Moreira , Miguel Heleno , Alan Valenzuela , Joseph H. Eto , Jaime Ortega , Cristina Botero

The increasing integration of world economies, which organize in complex multilayer networks of interactions, is one of the critical factors for the global propagation of economic crises. We adopt the network science approach to quantify…

Physics and Society · Physics 2019-01-09 Michele Starnini , Marián Boguñá , M. Ángeles Serrano

Cyber risk has become a critical financial threat in today's interconnected digital economy. This paper introduces a cyber-risk management framework for networked digital systems that combines the strategic behavior of players with…

Cryptography and Security · Computer Science 2026-01-26 Elisa Botteghi , Martino S. Centonze , Davide Pastorello , Daniele Tantari

Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the other banks. These risks can be estimated by using network…

Risk Management · Quantitative Finance 2013-01-28 Stefan Thurner , Sebastian Poledna

We explore the relation between the topological relevance of a node in a complex network and the individual dynamics it exhibits. When the system is weakly coupled, the effect of the coupling strength against the dynamical complexity of the…

Chaotic Dynamics · Physics 2019-01-16 A. Tlaie , I. Leyva , R. Sevilla-Escoboza , V. P. Vera-Avila , I. Sendiña-Nadal

A complex system can be represented and analyzed as a network, where nodes represent the units of the network and edges represent connections between those units. For example, a brain network represents neurons as nodes and axons between…

Neurons and Cognition · Quantitative Biology 2017-11-03 M. A. Bertolero , B. T. T. Yeo , M. D'Esposito

We consider weighted directed networks for analysing, over the period 2000-2013, the interdependencies between volatilities of a large panel of stocks belonging to the S\&P100 index. In particular, we focus on the so-called {\it Long-Run…

Statistical Finance · Quantitative Finance 2019-01-31 Matteo Barigozzi , Marc Hallin

Distributed diffusion is a powerful algorithm for multi-task state estimation which enables networked agents to interact with neighbors to process input data and diffuse information across the network. Compared to a centralized approach,…

Multiagent Systems · Computer Science 2020-03-27 Jiani Li , Xenofon Koutsoukos

Asymmetry of in/out-degree distribution is a widespread phenomenon in real-world complex networks. This paper put forward the concept of Edge Asymmetry(EA) to quantify this feature. We designed an EA-based strategy to attack six kinds of…

Physics and Society · Physics 2018-02-06 Lei Wang , Xincheng Wang
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