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We propose a minimal model of the secured interbank network able to shed light on recent money markets puzzles. We find that excess liquidity emerges due to the interactions between the reserves and liquidity ratio constraints; the…

General Economics · Economics 2024-10-25 Victor Le Coz , Michael Benzaquen , Damien Challet

Engineering networks fall into the category of large-scale networks with heterogeneous nodes such as sources and sinks. The survivability analysis of such networks requires the analysis of the connectivity of the network components for…

Optimization and Control · Mathematics 2012-09-18 S. V. Poroseva , P. A. Rikvold

Interdependent networks are characterized by two kinds of interactions: The usual connectivity links within each network and the dependency links coupling nodes of different networks. Due to the latter links such networks are known to…

Physics and Society · Physics 2015-06-18 Marcell Stippinger , János Kertész

The demand for resilient logistics networks has increased because of recent disasters. When we consider optimization problems, entropy regularization is a powerful tool for the diversification of a solution. In this study, we proposed a…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Koshi Oishi , Yota Hashizume , Tomohiko Jimbo , Hirotaka Kaji , Kenji Kashima

In this paper, it is shown that an auto-encoder using optimal reconstruction significantly outperforms a conventional auto-encoder. Optimal reconstruction uses the conditional mean of the input given the features, under a maximum entropy…

Machine Learning · Computer Science 2021-04-16 Paul M Baggenstoss

We propose a method to maintain high resource in a networked heterogeneous multi-robot system to resource failures. In our model, resources such as and computation are available on robots. The robots engaged in a joint task using these…

Robotics · Computer Science 2019-05-16 Ragesh K. Ramachandran , James A. Preiss , Gaurav S. Sukhatme

The power of networks manifests itself in a highly non-linear amplification of a number of effects, and their weakness - in propagation of cascading failures. The potential systemic risk effects can be either exacerbated or mitigated,…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-03-26 Dmitry Zinoviev , Hamid Benbrahim , Greta Meszoely , Dan Stefanescu

Recent interest has developed around the problem of dynamic compressed sensing, or the recovery of time-varying, sparse signals from limited observations. In this paper, we study how the dynamics of recurrent networks, formulated as general…

Optimization and Control · Mathematics 2015-11-09 MohammadMehdi Kafashan , Anirban Nandi , ShiNung Ching

The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

Statistical Mechanics · Physics 2024-10-18 Noam Abadi , Franco Ruzzenenti

Understanding the inner working mechanism of deep neural networks (DNNs) is essential and important for researchers to design and improve the performance of DNNs. In this work, the entropy analysis is leveraged to study the neurons…

Computer Vision and Pattern Recognition · Computer Science 2019-11-06 Longwei Wang , Peijie Chen

Much of contemporary systems biology owes its success to the abstraction of a network, the idea that diverse kinds of molecular, cellular, and organismal species and interactions can be modeled as relational nodes and edges in a graph of…

Molecular Networks · Quantitative Biology 2017-05-26 Joseph L. Natale , David Hofmann , Damian G. Hernández , Ilya Nemenman

Network inference is a rapidly advancing field, with new methods being proposed on a regular basis. Understanding the advantages and limitations of different network inference methods is key to their effective application in different…

Molecular Networks · Quantitative Biology 2016-09-15 Narsis A. Kiani , Hector Zenil , Jakub Olczak , Jesper Tegnér

The brain is a highly complex system. Most of such complexity stems from the intermingled connections between its parts, which give rise to rich dynamics and to the emergence of high-level cognitive functions. Disentangling the underlying…

Neurons and Cognition · Quantitative Biology 2023-08-14 Vito Dichio , Fabrizio De Vico Fallani

Learning influence pathways of a network of dynamically related processes from observations is of considerable importance in many disciplines. In this article, influence networks of agents which interact dynamically via linear dependencies…

Systems and Control · Computer Science 2018-09-28 Saurav Talukdar , Deepjyoti Deka , Harish Doddi , Donatello Materassi , Misha Chertkov , Murti V. Salapaka

The rapid advancement of technology underscores the critical importance of robustness in complex network systems. This paper presents a framework for investigating the structural robustness of interconnected network models. This paper…

Physics and Society · Physics 2023-11-01 Dong Gaogao , Sun Nannan , Wang Fan

The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bilateral exposures broken down by maturity and by the secured…

General Finance · Quantitative Finance 2013-11-20 Leonardo Bargigli , Giovanni di Iasio , Luigi Infante , Fabrizio Lillo , Federico Pierobon

Modern macroeconomic theories were unable to foresee the last Great Recession and could neither predict its prolonged duration nor the recovery rate. They are based on supply-demand equilibria that do not exist during recessionary shocks.…

General Economics · Economics 2019-06-19 Peter Klimek , Sebastian Poledna , Stefan Thurner

In this paper, we consider the problem of subsampling and reconstruction of signals that reside on the vertices of a product graph, such as sensor network time series, genomic signals, or product ratings in a social network. Specifically,…

Signal Processing · Electrical Eng. & Systems 2018-07-03 Guillermo Ortiz-Jiménez , Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

In the last 15 years, statistical physics has been a very successful framework to model complex networks. On the theoretical side, this approach has brought novel insights into a variety of physical phenomena, such as self-organisation,…

The topology of production networks determines the propagation mechanisms of local shocks and thus the co-movement of industries. As a result, we need a more precisely defined production network to model economic growth accurately. In this…

General Economics · Economics 2022-05-19 Eszter Molnár , Dénes Csala
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