English
Related papers

Related papers: Nonlinear Domar aggregation over transforming prod…

200 papers

We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…

Probability · Mathematics 2025-12-24 Bar Light

A growing body of studies on systemic risk in financial markets has emphasized the key importance of taking into consideration the complex interconnections among financial institutions. Much effort has been put in modeling the contagion…

Double network (DN) materials exhibit anomalous strength and toughness that far exceed the sum of their constituents. While widely exploited, the fundamental physical mechanisms underlying this synergy remain elusive. Here, we show that a…

Soft Condensed Matter · Physics 2026-05-13 Fucheng Tian , Feixue Lu , Katsuhiko Sato , Liangbin Li , Bin Li , Jian Ping Gong

The increasing integration of world economies, which organize in complex multilayer networks of interactions, is one of the critical factors for the global propagation of economic crises. We adopt the network science approach to quantify…

Physics and Society · Physics 2019-01-09 Michele Starnini , Marián Boguñá , M. Ángeles Serrano

Many complex networks are known to exhibit sudden transitions between alternative steady states with contrasting properties. Such a sudden transition demonstrates a network's resilience, which is the ability of a system to persist in the…

Adaptation and Self-Organizing Systems · Physics 2021-02-24 Subhendu Bhandary , Taranjot Kaur , Tanmoy Banerjee , Partha Sharathi Dutta

Distress propagation occurs in connected networks, its rate and extent being dependent on network topology. To study this, we choose economic production networks as a paradigm. An economic network can be examined at many levels: linkages…

Physics and Society · Physics 2021-02-03 Ashish Kumar , Anindya S. Chakrabarti , Anirban Chakraborti , Tushar Nandi

The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks and stresses. Since changes in network structure imply…

Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily…

Risk Management · Quantitative Finance 2017-02-28 Marco Bardoscia , Stefano Battiston , Fabio Caccioli , Guido Caldarelli

Networks are universally considered as complex structures of interactions of large multi-component systems. In order to determine the role that each node has inside a complex network, several centrality measures have been developed. Such…

Physics and Society · Physics 2019-08-20 Malbor Asllani , Bruno Requiao da Cunha , Ernesto Estrada , James P. Gleeson

In the wake of the 2008 financial crisis the role of strongly interconnected markets in fostering systemic instability has been increasingly acknowledged. Trade networks of commodities are susceptible to deleterious cascades of supply…

Economics · Quantitative Finance 2015-04-15 Peter Klimek , Michael Obersteiner , Stefan Thurner

We investigate the emergence of synchronization in a network of coupled chaotic macroeconomic systems. Each node represents an economy characterized by three key variables savings, gross domestic product (GDP), and foreign capital inflows.…

Adaptation and Self-Organizing Systems · Physics 2026-05-26 Thierry Njougouo , Fernando Fagundes Ferreira , Diego Garlaschelli

We study a class of dynamical multi-commodity flow networks in transportation networks. These are modeled as dynamical systems describing the evolution of the densities of a number of different commodities across the cells of a…

Dynamical Systems · Mathematics 2025-08-26 Davide Sipione , Giacomo Como

We exploit the symmetry concepts developed in the companion review of this article to introduce a stochastic version of link reversal symmetry, which leads to an improved understanding of the reciprocity of directed networks. We apply our…

General Finance · Quantitative Finance 2010-11-04 Franco Ruzzenenti , Diego Garlaschelli , Riccardo Basosi

A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…

Statistical Finance · Quantitative Finance 2018-05-09 Li Zhou , Lu Qiu , Changgui Gu , Huijie Yang

Throughout economic history, the global economy has experienced recurring crises. The persistent recurrence of such economic crises calls for an understanding of their generic features rather than treating them as singular events. The…

Statistical Finance · Quantitative Finance 2011-04-14 Kyu-Min Lee , Jae-Suk Yang , Gunn Kim , Jaesung Lee , Kwang-Il Goh , In-mook Kim

Disordered athermal biopolymer materials, such as collagen networks that constitute a major component in extracellular matrices and various connective tissues, are initially soft and compliant but stiffen dramatically under strain. Such…

Soft Condensed Matter · Physics 2025-09-19 Zibin Zhang , Eran Bouchbinder , Edan Lerner

This paper addresses analytical aspects of deterministic, continuous-time dynamical systems defined on networks. The goal is to model and analyze certain phenomena which must be framed beyond the context of networked dynamical systems,…

Dynamical Systems · Mathematics 2015-01-09 Ricardo Riaza

Network effects are the added value derived solely from the popularity of a product in an economic market. Using agent-based models inspired by statistical physics, we propose a minimal theory of a competitive market for (nearly)…

Statistical Mechanics · Physics 2023-05-31 Andrew Lucas

We explore the nonlinear dynamics of a macroeconomic model with resource constraints. The dynamics is derived from a production function that considers capital and a generalized form of energy as inputs. Energy, the new variable, is…

Theoretical Economics · Economics 2024-08-30 Frank Schweitzer , Giona Casiraghi

Continuum elasticity is a powerful tool applicable in a broad range of physical systems and phenomena. Yet, understanding how and on what scales material disorder may lead to the breakdown of continuum elasticity is not fully understood. We…

Soft Condensed Matter · Physics 2023-04-11 Edan Lerner , Eran Bouchbinder