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Recently, many online social networks, such as MySpace, Orkut, and Friendster, have faced inactivity decay of their members, which contributed to the collapse of these networks. The reasons, mechanics, and prevention mechanisms of such…

Social and Information Networks · Computer Science 2018-10-11 Mohammed Abufouda

The role of Network Theory in the study of the financial crisis has been widely spotted in the latest years. It has been shown how the network topology and the dynamics running on top of it can trigger the outbreak of large systemic crisis.…

General Finance · Quantitative Finance 2016-05-09 Andrea Flori , Giuseppe Pappalardo , Michelangelo Puliga , Alessandro Chessa , Fabio Pammolli

The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad…

Risk Management · Quantitative Finance 2014-01-30 Teruyoshi Kobayashi

Bitcoin relies on a peer-to-peer overlay network to broadcast transactions and blocks. From the viewpoint of network measurement, we would like to observe this topology so we can characterize its performance, fairness and robustness.…

Cryptography and Security · Computer Science 2018-12-11 Sergi Delgado-Segura , Surya Bakshi , Cristina Pérez-Solà , James Litton , Andrew Pachulski , Andrew Miller , Bobby Bhattacharjee

Robustness in response to unexpected events is always desirable for real-world networks. To improve the robustness of any networked system, it is important to analyze vulnerability to external perturbation such as random failures or…

Social and Information Networks · Computer Science 2017-02-01 Alan Kuhnle , Nam P. Nguyen , Thang N. Dinh , My T. Thai

Ensuring robustness and resilience in intermodal transportation systems is essential for the continuity and reliability of global logistics. These systems are vulnerable to various disruptions, including natural disasters and technical…

Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current…

Risk Management · Quantitative Finance 2014-10-28 Piotr Berman , Bhaskar DasGupta , Lakshmi Kaligounder , Marek Karpinski

The electricity sector is facing the dual challenge of supporting increasing level of demand electrification while substantially reducing its carbon footprint. Among electricity demands, the energy consumption of cryptocurrency mining data…

Systems and Control · Electrical Eng. & Systems 2022-12-13 Ali Menati , Kiyeob Lee , Le Xie

Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…

General Finance · Quantitative Finance 2011-09-07 Thomas Kauê Dal'Maso Peron , Francisco Aparecido Rodrigues

The principal aim of this work is the evidence on empirical way that catastrophic bifurcation breakdowns or transitions, proceeded by flickering phenomenon, are present on notoriously significant and unpredictable financial markets.…

Statistical Finance · Quantitative Finance 2014-02-18 M. Kozłowska , T. Gubiec , T. R. Werner , M. Denys , A. Sienkiewicz , R. Kutner , Z. Struzik

To improve transaction rates, many cryptocurrencies have implemented so-called ''Layer-2'' transaction protocols, where payments are routed across networks of private payment channels. However, for a given transaction, not every network…

Data Structures and Algorithms · Computer Science 2020-06-30 Ashish Goel , Geoffrey Ramseyer

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…

Extreme pricing anomalies may occur unexpectedly without a trivial cause, and equity traders typically experience a meticulous process to source disparate information and analyze its reliability before integrating it into the trusted…

Statistical Finance · Quantitative Finance 2022-03-17 Pok Wah Chan

The cybersecurity technological landscape is a complex ecosystem in which entities -- such as companies and technologies -- influence each other in a non-trivial manner. Measuring the influence between entities is a tenet for informed…

Cryptography and Security · Computer Science 2021-12-13 Anita Mezzetti , Dimitri Percia David , Thomas Maillart , Michael Tsesmelis , Alain Mermoud

The theory of multilayer networks is in its early stages, and its development provides vital methods for understanding complex systems. Multilayer networks, in their multiplex form, have been introduced within the last three years to…

Computational Finance · Quantitative Finance 2017-04-04 Antoaneta Serguieva

The rapid spread of information over social media influences quantitative trading and investments. The growing popularity of speculative trading of highly volatile assets such as cryptocurrencies and meme stocks presents a fresh challenge…

Computation and Language · Computer Science 2022-06-14 Ramit Sawhney , Shivam Agarwal , Vivek Mittal , Paolo Rosso , Vikram Nanda , Sudheer Chava

The study of network robustness is a critical tool in the characterization and sense making of complex interconnected systems such as infrastructure, communication and social networks. While significant research has been conducted in all of…

Social and Information Networks · Computer Science 2022-03-31 Scott Freitas , Diyi Yang , Srijan Kumar , Hanghang Tong , Duen Horng Chau

In this paper, we study the crucial elements of complex networks, namely nodes, and edges and their properties such as their community structure, which play an important role in dictating the robustness of the network towards structural…

Social and Information Networks · Computer Science 2021-02-04 V. Parimi , A. Pal , S. Ruj , P. Kumaraguru , T. Chakraborty

With the network methods and random matrix theory, we investigate the interaction structure of communities in financial markets. In particular, based on the random matrix decomposition, we clarify that the local interactions between the…

General Finance · Quantitative Finance 2014-06-13 X. F. Jiang , T. T. Chen , B. Zheng

Network structures in a wide array of systems such as social networks, transportation, power and water distribution infrastructures, and biological and ecological systems can exhibit critical thresholds or tipping points beyond which there…

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