Related papers: Interbank network reconstruction enforcing density…
An resilience optimal evaluation of financial portfolios implies having plausible hypotheses about the multiple interconnections between the macroeconomic variables and the risk parameters. In this paper, we propose a graphical model for…
The lack of large-scale, continuously evolving empirical data usually limits the study of networks to the analysis of snapshots in time. This approach has been used for verification of network evolution mechanisms, such as preferential…
We consider a financial network represented at any time instance by a random liability graph which evolves over time. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the…
Many dynamical processes of complex systems can be understood as the dynamics of a group of nodes interacting on a given network structure. However, finding such interaction structure and node dynamics from time series of node behaviours is…
Micro-structural models of contagion and systemic risk emphasize that shock propagation is inherently multi-channel, spanning counterparty exposures, short-term funding and roll-over risk, securities cross-holdings, and common-asset…
Network science have constantly been in the focus of research for the last decade, with considerable advances in the controllability of their structural. However, much less effort has been devoted to study that how to improve the…
In real-world and online social networks, individuals receive and transmit information in real time. Cascading information transmissions (e.g. phone calls, text messages, social media posts) may be understood as a realization of a diffusion…
Extensive research has focused on studying the robustness of interdependent non-directed networks and the design of mitigation strategies aimed at reducing disruptions caused by cascading failures. However, real systems such as power and…
A social network is often divided into many factions. People are friends within each faction, while they are enemies of the other factions, and even my enemy's enemy is not necessarily my friend. This configuration can be described in terms…
Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…
A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…
Network structure can affect when and how widely new ideas, products, and behaviors are adopted. In widely-used models of biological contagion, interventions that randomly rewire edges (on average making them "longer") accelerate spread.…
The rate at which nodes in evolving social networks acquire links (friends, citations) shows complex temporal dynamics. Preferential attachment and link copying models, while enabling elegant analysis, only capture rich-gets-richer effects,…
In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast,…
Research on the vulnerability of electric networks with a complex network approach has produced significant results in the last decade, especially for transmission networks. These studies have shown that there are causal relations between…
Reciprocity, or the stochastic tendency for actors to form mutual relationships, is an essential characteristic of directed network data. Existing latent space approaches to modeling directed networks are severely limited by the assumption…
Much research has been done on studying the diffusion of ideas or technologies on social networks including the \textit{Influence Maximization} problem and many of its variations. Here, we investigate a type of inverse problem. Given a…
The 2008 financial crisis illustrated the need for a thorough, functional understanding of systemic risk in strongly interconnected financial structures. Dynamic processes on complex networks being intrinsically difficult, most recent…
Complex network infrastructure systems for power-supply, communication, and transportation support our economical and social activities, however they are extremely vulnerable against the frequently increasing large disasters or attacks.…
We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank…