Related papers: Dynamic Debt Swapping in Financial Networks
We consider a dynamical model of distress propagation on complex networks, which we apply to the study of financial contagion in networks of banks connected to each other by direct exposures. The model that we consider is an extension of…
In this paper we introduce a generalized extension of the Eisenberg-Noe model of financial contagion to allow for time dynamics of the interbank liabilities, including a dynamic examination of default risk. This framework separates the cash…
We consider streaming over a peer-to-peer network with homogeneous nodes in which a single source broadcasts a data stream to all the users in the system. Peers are allowed to enter or leave the system (adversarially) arbitrarily. Previous…
We consider the Stochastic Matching problem, which is motivated by applications in kidney exchange and online dating. In this problem, we are given an undirected graph. Each edge is assigned a known, independent probability of existence and…
Dynamic influence maximization problem (DIMP) aims to maintain a group of influential users within an evolving social network, so that the influence scope can be maximized at any given moment. A primary category of DIMP algorithms focuses…
Deep Neural Networks (DNNs) have grown in popularity over the past decade and are now being used in safety-critical domains such as aircraft collision avoidance. This has motivated a large number of techniques for finding unsafe behavior in…
A resource exchange network is considered, where exchanges among nodes are based on reciprocity. Peers receive from the network an amount of resources commensurate with their contribution. We assume the network is fully connected, and…
We study the difference between the level of systemic risk that is empirically measured on an interbank network and the risk that can be deduced from the balance sheets composition of the participating banks. Using generalised DebtRank…
Due to the continuously improving capabilities of mobile edges, recommender systems start to deploy models on edges to alleviate network congestion caused by frequent mobile requests. Several studies have leveraged the proximity of…
In the current context of accelerated globalization and digitalization, the complexity and uncertainty of financial markets are increasing, and the identification and prevention of economic risks have become a key link in maintaining the…
When nodes can repeatedly update their behavior (as in agent-based models from computational social science or repeated-game play settings) the problem of optimal network seeding becomes very complex. For a popular spreading-phenomena model…
Dynamic connectivity is a well-studied problem, but so far the most compelling progress has been confined to the edge-update model: maintain an understanding of connectivity in an undirected graph, subject to edge insertions and deletions.…
We define and study a lending game to model the interbank money market, in which lending banks strategically allocate their cash to borrowing banks. The interest rate offered by each borrowing bank is within the interest rate corridor set…
The economic dispatch problem is considered for unbalanced three-phase power distribution networks entailing both non-deferrable and elastic loads, and distributed generation (DG) units. The objective is to minimize the costs of power drawn…
Credit networks represent a way of modeling trust between entities in a network. Nodes in the network print their own currency and trust each other for a certain amount of each other's currency. This allows the network to serve as a…
Executing deep neural networks (DNNs) on edge artificial intelligence (AI) devices enables various autonomous mobile computing applications. However, the memory budget of edge AI devices restricts the number and complexity of DNNs allowed…
We propose a new method for detecting changes in Markov network structure between two sets of samples. Instead of naively fitting two Markov network models separately to the two data sets and figuring out their difference, we…
Boolean Petri nets are differentiated by types of nets $\tau$ based on which of the interactions nop, inp, out, set, res, swap, used, and free they apply or spare. The synthesis problem relative to a specific type of nets $\tau$ is to find…
In distributed networks, it is often useful for the nodes to be aware of dense subgraphs, e.g., such a dense subgraph could reveal dense subtructures in otherwise sparse graphs (e.g. the World Wide Web or social networks); these might…
In this paper we present a general procedure that allows for the reduction or expansion of any network (considered as a weighted graph). This procedure maintains the spectrum of the network's adjacency matrix up to a set of eigenvalues…