Related papers: Disentangling shock diffusion on complex networks:…
Graphs are now ubiquitous in almost every field of research. Recently, new research areas devoted to the analysis of graphs and data associated to their vertices have emerged. Focusing on dynamical processes, we propose a fast, robust and…
Various disasters stem from minor perturbations, such as the spread of infectious diseases, cascading failure in power grids, etc. Analyzing perturbations is crucial for both theoretical and application fields. Previous researchers have…
Power generation and distribution remains an important topic of discussion since the industrial revolution. As the system continues to grow, it needs to evolve both in infrastructure, robustness and its resilience to deal with failures. One…
A major achievement in the study of complex networks is the observation that diverse systems, from sub-cellular biology to social networks, exhibit universal topological characteristics. Yet this universality does not naturally translate to…
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…
Modelling how a shock propagates in a temporal network and how the system relaxes back to equilibrium is challenging but important in many applications, such as financial systemic risk. Most studies so far have focused on shocks hitting a…
We develop a novel stress-test framework to monitor systemic risk in financial systems. The modular structure of the framework allows to accommodate for a variety of shock scenarios, methods to estimate interbank exposures and mechanisms of…
In complex systems, information propagation can be defined as diffused or delocalized, weakly localized, and strongly localized. This study investigates the application of graph neural network models to learn the behavior of a linear…
Cascade processes are responsible for many important phenomena in natural and social sciences. Simple models of irreversible dynamics on graphs, in which nodes activate depending on the state of their neighbors, have been successfully…
The weighted and directed network of countries based on the number of overseas banks is analyzed in terms of its fragility to the banking crisis of one country. We use two different models to describe transmission of shocks, one local and…
Graphs are a highly expressive abstraction for modeling entities and their relations, such as molecular structures, social networks, and traffic networks. Deep Graph Networks (DGNs) have emerged as a family of deep learning models that can…
Dynamical processes taking place on networks have received much attention in recent years, especially on various models of random graphs (including small world and scale free networks). They model a variety of phenomena, including the…
A characteristic property of networks is their ability to propagate influences, such as infectious diseases, behavioral changes, and failures. An especially important class of such contagious dynamics is that of cascading processes. These…
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…
Information spreads across social and technological networks, but often the network structures are hidden from us and we only observe the traces left by the diffusion processes, called cascades. Can we recover the hidden network structures…
One of the most defining features of the global financial network is its inherent complex and intertwined structure. From the perspective of systemic risk it is important to understand the influence of this network structure on default…
Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current…
In our daily lives, we rely on the proper functioning of supply networks, from power grids to water transmission systems. A single failure in these critical infrastructures can lead to a complete collapse through a cascading failure…
During a financial crisis, the capital markets network frequently exhibits a high correlation between returns. We developed a network analysis framework based on daily returns from 42 countries to determine systemic stability. Our network…
We study the problem of inferring network topology from information cascades, in which the amount of time taken for information to diffuse across an edge in the network follows an unknown distribution. Unlike previous studies, which assume…