Related papers: Network Sensitivity of Systemic Risk
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…
Resilience is a system's ability to maintain its function when perturbations and errors occur. Whilst we understand low-dimensional networked systems' behavior well, our understanding of systems consisting of a large number of components is…
Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…
A crucial challenge in network theory is the study of the robustness of a network after facing a sequence of failures. In this work, we propose a dynamical definition of network's robustness based on Information Theory, that considers…
The work presented in this thesis concerns different aspects of dynamical processes on networks. The first subject considered is the theoretical modeling of exploration processes of complex networks, such as the ``traceroute'' process used…
Financial networks are dynamic. To assess their systemic importance to the world-wide economic network and avert losses we need models that take the time variations of the links and nodes into account. Using the methodology of classical…
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…
We study cascades on a two-layer multiplex network, with asymmetric feedback that depends on the coupling strength between the layers. Based on an analytical branching process approximation, we calculate the systemic risk measured by the…
Networked structure emerged from a wide range of fields such as biological systems, World Wide Web and technological infrastructure. A deeply insight into the topological complexity of these networks has been gained. Some works start to pay…
The relation between network structure and dynamics is determinant for the behavior of complex systems in numerous domains. An important long-standing problem concerns the properties of the networks that optimize the dynamics with respect…
Disease awareness in infection dynamics can be modeled with adaptive contact networks whose rewiring rules reflect the attempt by susceptibles to avoid infectious contacts. Simulations of this type of models show an active phase with…
Social and biological contagions are influenced by the spatial embeddedness of networks. Historically, many epidemics spread as a wave across part of the Earth's surface; however, in modern contagions long-range edges -- for example, due to…
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…
Understanding spreading dynamics will benefit society as a whole in better preventing and controlling diseases, as well as facilitating the socially responsible information while depressing destructive rumors. In network-based spreading…
The propagations of diseases, behaviors and information in real systems are rarely independent of each other, but they are coevolving with strong interactions. To uncover the dynamical mechanisms, the evolving spatiotemporal patterns and…
We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables…
Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various financial components and the strengths of correlations…
We study the evolution of a random weighted network with complex nonlinear dynamics at each node, whose activity may cease as a result of interactions with other nodes. Starting from a knowledge of the micro-level behaviour at each node, we…
Just as a herd of animals relies on its robust social structure to survive in the wild, similarly robustness is a crucial characteristic for the survival of a complex network under attack. The capacity to measure robustness in complex…
Cyberattacks on enterprise networks exploit complex dependencies among infrastructure, services, and applications, which challenge traditional analysis methods that focus on attack paths or network topology in isolation. In this study, we…