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Complex non-linear interactions between banks and assets we model by two time-dependent Erd\H{o}s Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use…

Risk Management · Quantitative Finance 2015-06-19 B. Podobnik , D. Horvatic , M. Bertella , L. Feng , X. Huang , B. Li

Most infrastructure networks evolve and operate in a decentralized fashion, which may adversely impact the allocation of resources across the system. Here we investigate this question by focusing on the relation between capacity and load in…

Physics and Society · Physics 2008-05-21 Dong-Hee Kim , Adilson E. Motter

How does connectivity impact network dynamics? We address this question by linking network characteristics on two scales. On the global scale we consider the coherence of overall network dynamics. We show that such \emph{global coherence}…

Neurons and Cognition · Quantitative Biology 2013-12-13 Yu Hu , James Trousdale , Krešimir Josić , Eric Shea-Brown

When studying social, economic and biological systems, one has often access to only limited information about the structure of the underlying networks. An example of paramount importance is provided by financial systems: information on the…

Physics and Society · Physics 2018-10-31 Tiziano Squartini , Guido Caldarelli , Giulio Cimini , Andrea Gabrielli , Diego Garlaschelli

Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock returns or realized volatility). These networks are used for…

Statistical Finance · Quantitative Finance 2022-08-09 Kara Karpman , Sumanta Basu , David Easley

We consider a class of random, weighted networks, obtained through a redefinition of patterns in an Hopfield-like model and, by performing percolation processes, we get information about topology and resilience properties of the networks…

Statistical Mechanics · Physics 2015-05-30 Elena Agliari , Claudia Cioli , Enore Guadagnini

Retractions undermine the reliability of scientific literature and the foundation of future research. Analyzing collaboration networks in retracted papers can identify risk factors, such as recurring co-authors or institutions. This study…

Information Retrieval · Computer Science 2024-11-27 Kiran Sharma , Aanchal Sharma , Jazlyn Jose , Vansh Saini , Raghavraj Sobti , Ziya Uddin

A simple banking network model is proposed which features multiple waves of bank defaults and is analytically solvable in the limiting case of an infinitely large homogeneous network. The model is a collection of nodes representing…

Risk Management · Quantitative Finance 2012-04-02 Igor Tsatskis

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…

Risk Management · Quantitative Finance 2018-04-11 Fabio Caccioli , Paolo Barucca , Teruyoshi Kobayashi

We live in a modern world supported by large, complex networks. Examples range from financial markets to communication and transportation systems. In many realistic situations the flow of physical quantities in the network, as characterized…

Disordered Systems and Neural Networks · Physics 2009-11-10 Adilson E. Motter , Ying-Cheng Lai

Threshold rules of spreading in binary-state networks lead to cascades. We study persistent cascade-recovery dynamics on quasi-robust networks, i.e., networks which are robust against small trigger but may collapse for larger one. It is…

Physics and Society · Physics 2019-05-22 Nanxin Wei , Bo Fan

We study the effects of nonreciprocity and network structure on percolation. To this end, we investigate nonreciprocal random networks - directed networks for which the probability of a link occurring from node i to node j differs from the…

Statistical Mechanics · Physics 2025-10-07 Chanania Steinbock

Networks in nature rarely function in isolation but instead interact with one another with a form of a network of networks (NoN). A network of networks with interdependency between distinct networks contains instability of abrupt collapse…

Physics and Society · Physics 2018-04-20 Byungjoon Min , Muhua Zheng

The ability to achieve coordinated behavior -- engineered or emergent -- on networked systems has attracted widespread interest over several fields. This interest has led to remarkable advances in developing a theoretical understanding of…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Hancheng Min , Richard Pates , Enrique Mallada

Decentralized finance introduces new business models and use cases as part of digital finance. Restaking has recently emerged as a transformative mechanism in DeFi, promising extra yields but introducing complex and interconnected risks.…

General Finance · Quantitative Finance 2026-04-17 Hasret Ozan Sevim , Christof Ferreira Torres

Cross-correlations in the activity in neural networks are commonly used to characterize their dynamical states and their anatomical and functional organizations. Yet, how these latter network features affect the spatiotemporal structure of…

Neurons and Cognition · Quantitative Biology 2018-09-26 Ran Darshan , Carl van Vreeswijk , David Hansel

The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…

Disordered Systems and Neural Networks · Physics 2009-11-13 Kartik Anand , Tobias Galla

In today's global economy, supply chain (SC) entities have become increasingly interconnected with demand and supply relationships due to the need for strategic outsourcing. Such interdependence among firms not only increases efficiency but…

Physics and Society · Physics 2020-11-16 Qihui Yang , Caterina Scoglio , Don Gruenbacher

A central issue in the study of large complex network systems, such as power grids, financial networks, and ecological systems, is to understand their response to dynamical perturbations. Recent studies recognize that many real networks…

Adaptation and Self-Organizing Systems · Physics 2022-07-26 Chao Duan , Takashi Nishikawa , Deniz Eroglu , Adilson E. Motter

Robustness of routing policies for networks is a central problem which is gaining increased attention with a growing awareness to safeguard critical infrastructure networks against natural and man-induced disruptions. Routing under limited…

Systems and Control · Computer Science 2012-05-02 Giacomo Como , Ketan Savla , Daron Acemoglu , Munther A. Dahleh , Emilio Frazzoli