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Related papers: Cascading failures: dynamics, stability and contro…

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The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence of equilibrium and those which rely on statistical…

Trading and Market Microstructure · Quantitative Finance 2019-12-12 V. Sasidevan , Nils Bertschinger

Cascading failures are a critical vulnerability of complex information or infrastructure networks. Here we investigate the properties of load-based cascading failures in real and synthetic spatially-embedded network structures, and propose…

Physics and Society · Physics 2017-09-21 Alaa Moussawi , Noemi Derzsy , Xin Lin , Boleslaw K. Szymanski , Gyorgy Korniss

Empirical diagnosis of stability has received considerable attention, mostly focused on variance metrics for early warning signals of abrupt system change. Despite this, the theoretical foundation and application has been limited to…

Adaptation and Self-Organizing Systems · Physics 2020-09-11 Zachary C Williams , Dylan E McNamara

For large-scale power networks, the failure of particular transmission lines can offload power to other lines and cause self-protection trips to activate, instigating a cascade of line failures. In extreme cases, this can bring down the…

Physics and Society · Physics 2018-06-08 Charles Matthews , Bradly Stadie , Jonathan Weare , Mihai Anitescu , Christopher Demarco

This paper presents the results of a research study related to software system failures, with the goal of understanding how we might better evolve, maintain and support software systems in production. We have qualitatively analyzed thirty…

Software Engineering · Computer Science 2020-08-26 Jonathan Sillito , Esdras Kutomi

In this paper, we propose a retrofit control method for stable network systems. The proposed approach is a control method that, rather than an entire system model, requires a model of the subsystem of interest for controller design. To…

Systems and Control · Computer Science 2018-06-13 Takayuki Ishizaki , Tomonori Sadamoto , Jun-ichi Imura , Henrik Sandberg , Karl Henrik Johansson

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

This paper focuses on cascading line failures in the transmission system of the power grid. Recent large-scale power outages demonstrated the limitations of percolation- and epid- emic-based tools in modeling cascades. Hence, we study…

Systems and Control · Computer Science 2014-02-11 Saleh Soltan , Dorian Mazauric , Gil Zussman

As economic entities become increasingly interconnected, a shock in a financial network can provoke significant cascading failures throughout the system. To study the systemic risk of financial systems, we create a bi-partite banking…

General Finance · Quantitative Finance 2013-03-11 Xuqing Huang , Irena Vodenska , Shlomo Havlin , H. Eugene Stanley

Cascading failures are a common phenomenon in complex networked systems where failures at only a few nodes may trigger a process of sequential failure. We applied a flow redistribution model to investigate the robustness against cascading…

Networking and Internet Architecture · Computer Science 2022-03-03 I-Cheng Lin , Carlee Joe-Wong , Osman Yagan

With the rapid development of renewable and distributed energies, the underlying dynamics of power systems are no longer dominated by large synchronous generators, but by numerous dynamic components with heterogeneous characteristics. In…

Systems and Control · Electrical Eng. & Systems 2019-07-30 Peng Yang , Feng Liu , Zhaojian Wang , Shicong Ma

Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large…

Statistical Finance · Quantitative Finance 2015-05-18 Tian Qiu , Bo Zheng , Guang Chen

The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random directed network, where the vertices represent financial institutions and the weighted edges…

Risk Management · Quantitative Finance 2021-01-18 Nils Detering , Thilo Meyer-Brandis , Konstantinos Panagiotou , Daniel Ritter

We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…

Statistical Finance · Quantitative Finance 2015-09-30 Yuriy Stepanov , Philip Rinn , Thomas Guhr , Joachim Peinke , Rudi Schäfer

We review selected results related to robustness of networked systems in finite and asymptotically large size regimes, under static and dynamical settings. In the static setting, within the framework of flow over finite networks, we discuss…

Systems and Control · Electrical Eng. & Systems 2019-09-17 Ketan Savla , Jeff S. Shamma , Munther A. Dahleh

With the sharp increase of power demand, large-scale blackouts in power grids occur frequently around the world. Cascading failures are the main causes of network outages. Therefore, revealing the complicated cascade mechanism in grids is…

Systems and Control · Electrical Eng. & Systems 2019-07-31 Yubo Huang , Junguo Lu , Weidong Zhang

In studies on complex network systems using graph theory, eigen-analysis is typically performed on an undirected graph model of the network. However, when analyzing cascading failures in a power system, the interactions among failures…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Zhenping Guo , Xiaowen Su , Kai Sun , Byungkwon Park , Srdjan Simunovic

We propose a dynamical model for cascading failures in single-commodity network flows. In the proposed model, the network state consists of flows and activation status of the links. Network dynamics is determined by a, possibly…

Systems and Control · Computer Science 2014-07-15 Ketan Savla , Giacomo Como , Munther A. Dahleh

In this paper the interactions between component failures are quantified and the interaction matrix and interaction network are obtained. The quantified interactions can capture the general propagation patterns of the cascades from…

Systems and Control · Computer Science 2014-08-26 Junjian Qi , Kai Sun , Shengwei Mei

We introduce a versatile framework to model and study networked control systems (NCSs). An NCS is described as a feedback interconnection of a plant and a controller communicating through a bidirectional channel modelled by cascaded…

Systems and Control · Electrical Eng. & Systems 2020-08-06 Di Zhao , Sei Zhen Khong , Li Qiu