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We study the correlation structure of firm growth rates. We show that most firms are correlated because of their exposure to a common factor but that firms linked through the supply chain exhibit a stronger correlation on average than firms…

Statistical Finance · Quantitative Finance 2023-07-04 Luca Mungo , José Moran

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

Physics and Society · Physics 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

Systemic risk is concerned with the instability of a financial system whose members are interdependent in the sense that the failure of a few institutions may trigger a chain of defaults throughout the system. Recently, several systemic…

Mathematical Finance · Quantitative Finance 2023-08-02 Çağın Ararat , Nurtai Meimanjan

We introduce the concept of self-healing in the field of complex networks. Obvious applications range from infrastructural to technological networks. By exploiting the presence of redundant links in recovering the connectivity of the…

Physics and Society · Physics 2014-03-05 Walter Quattrociocchi , Guido Caldarelli , Antonio Scala

Systemic liquidity risk, defined by the IMF as "the risk of simultaneous liquidity difficulties at multiple financial institutions", is a key topic in macroprudential policy and financial stress analysis. Specialized models to simulate…

Risk Management · Quantitative Finance 2021-12-08 V. Macchiati , G. Brandi , G. Cimini , G. Caldarelli , D. Paolotti , T. Di Matteo

Critical infrastructure systems must be both robust and resilient in order to ensure the functioning of society. To improve the performance of such systems, we often use risk and vulnerability analysis to find and address system weaknesses.…

Physics and Society · Physics 2015-05-08 Sarah LaRocca , Jonas Johansson , Henrik Hassel , Seth Guikema

Disease awareness in infection dynamics can be modeled with adaptive contact networks whose rewiring rules reflect the attempt by susceptibles to avoid infectious contacts. Simulations of this type of models show an active phase with…

Adaptation and Self-Organizing Systems · Physics 2012-12-06 Stefan Wieland , Tomas Aquino , Ana Nunes

Networks are ubiquitous throughout science and engineering. A number of methods, including some from our own group, have explored how one goes about computing or predicting the dynamics of networks given information about internal models of…

Molecular Networks · Quantitative Biology 2017-11-06 Gabriel A. Silva

Network diversity has been widely recognized as an effective defense strategy to mitigate the spread of malware. Optimally diversifying network resources can improve the resilience of a network against malware propagation. This work…

Cryptography and Security · Computer Science 2019-05-17 Tingting Li , Cheng Feng , Chris Hankin

In this article we develop a highly integrated effective degree approach to modeling epidemic and awareness spreading processes on multiplex networks coupled with awareness-dependent adaptive rewiring. This approach keeps track of the…

Physics and Society · Physics 2021-04-05 Xiao-Long Peng , Yi-Dan Zhang

Engineering networks fall into the category of large-scale networks with heterogeneous nodes such as sources and sinks. The survivability analysis of such networks requires the analysis of the connectivity of the network components for…

Optimization and Control · Mathematics 2012-09-18 S. V. Poroseva , P. A. Rikvold

How do local topological changes affect the global operation and stability of complex supply networks? Studying supply networks on various levels of abstraction, we demonstrate that and how adding new links may not only promote but also…

Adaptation and Self-Organizing Systems · Physics 2013-12-17 Dirk Witthaut , Marc Timme

Redundancy mechanisms such as triple modular redundancy protect safety-critical components by replication and thus improve systems fault tolerance. However, the gained fault tolerance comes along with costs to be invested, e.g., increasing…

Systems and Control · Electrical Eng. & Systems 2019-12-12 Clemens Dubslaff , Kai Ding , Andrey Morozov , Christel Baier , Klaus Janschek

The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved [in such dynamics] have been harder to grasp than…

Social and Information Networks · Computer Science 2019-07-29 Chulwook Park

The need for reliable and low-cost infrastructure is crucial in today's world. However, achieving both at the same time is often challenging. Traditionally, infrastructure networks are designed with a radial topology lacking redundancy,…

Discrete Mathematics · Computer Science 2023-08-23 Rotem Brand , Reuven Cohen , Baruch Barzel , Simi Haber

Networked systems display complex patterns of interactions between a large number of components. In physical networks, these interactions often occur along structural connections that link components in a hard-wired connection topology,…

Neurons and Cognition · Quantitative Biology 2018-04-03 Jason Kim , Jonathan M. Soffer , Ari E. Kahn , Jean M. Vettel , Fabio Pasqualetti , Danielle S. Bassett

We present an open-source Python framework for modelling cascading physical climate risk in a spatial supply-chain economy. The framework integrates geospatial flood hazards with an agent-based model of firms and households, enabling…

Artificial Intelligence · Computer Science 2026-04-08 Yara Mohajerani

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…

Due to the growing concerns for sustainable development, supply chains seek to invest in social sustainability issues to seize more market share in today's competitive business environment. This study aims to develop a coordination scheme…

Optimization and Control · Mathematics 2023-01-18 Mahdi Ebrahimzadeh-Afrouzi , Masoud Asadpour Ahmadchali

Feedback dynamic routing is a commonly used control strategy in transportation systems. This class of control strategies relies on real-time information about the traffic state in each link. However, such information may not always be…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Qian Xie , Li Jin
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