Related papers: Interbank network reconstruction enforcing density…
In this Letter, we empirically study the influence of reciprocal links, in order to understand its role in affecting the structure and function of directed social networks. Experimental results on two representative datesets, Sina Weibo and…
Complex networks hosting binary-state dynamics arise in a variety of contexts. In spite of previous works, to fully reconstruct the network structure from observed binary data remains to be challenging. We articulate a statistical inference…
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…
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…
Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid monthly, mortgage holders may obtain another loan they could…
We study the detailed growth of a social networking site with full temporal information by examining the creation process of each friendship relation that can collectively lead to the macroscopic properties of the network. We first study…
We test the hypothesis that interconnections across financial institutions can be explained by a diversification motive. This idea stems from the empirical evidence of the existence of long-term exposures that cannot be explained by a…
The event graph representation of temporal networks suggests that the connectivity of temporal structures can be mapped to a directed percolation problem. However, similar to percolation theory on static networks, this mapping is valid…
Network scientists often use complex dynamic processes to describe network contagions, but tools for fitting contagion models typically assume simple dynamics. Here, we address this gap by developing a nonparametric method to reconstruct a…
Many online social networks are fundamentally directed, i.e., they consist of both reciprocal edges (i.e., edges that have already been linked back) and parasocial edges (i.e., edges that haven't been linked back). Thus, understanding the…
The 2008 financial crisis exposed fundamental vulnerabilities in interconnected banking systems, yet existing frameworks fail to integrate spatial propagation with network contagion mechanisms. This paper develops a unified spatial-network…
Recent crises have shown that the knowledge of the structure of input-output networks at the firm level is crucial when studying economic resilience from the microscopic point of view of firms that rewire their connections under supply and…
A large body of research on link prediction problem is devoted to finding missing links in single-layer (simplex) networks. The proposed link prediction methods compute a similarity measure between unconnected node pairs based on the…
We develop a new framework for modeling innovation networks which evolve over time. The nodes in the network represent firms, whereas the directed links represent unilateral interactions between the firms. Both nodes and links evolve…
Recent studies suggest that the emergence of cooperative behavior can be explained by generalized reciprocity, a behavioral mechanism based on the principle of "help anyone if helped by someone". In complex systems, the cooperative dynamics…
With increasing threats by large attacks or disasters, the time has come to reconstruct network infrastructures such as communication or transportation systems rather than to recover them as before in case of accidents, because many real…
We propose a conceptually novel method of reconstructing the topology of dynamical networks. By examining the correlation between the variable of one node and the derivative of another node, we derive a simple matrix equation yielding the…
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…
Directed networks are essential for representing complex systems, capturing the asymmetry of interactions in fields such as neuroscience, transportation, and social networks. Directionality reveals how influence, information, or resources…
We develop and evaluate a family of discrete-time logit-link (LLink) models (including fixed-effects and frailty extensions) to capture latent heterogeneity in repayment behaviour and quantify the effects of socio-temporal factors in…