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We present a network-based framework for simulating systemic risk that considers shock propagation in banking systems. In particular, the framework allows the modeller to reflect a top-down framework where a shock to one bank in the system…

Risk Management · Quantitative Finance 2018-11-13 Nadine M Walters , Conrad Beyers , Gusti van Zyl , Rolf van den Heever

We propose that designing a manufacturer's equipment-based service value proposition in outcome-based contracts is the design of a new business model capable of managing threats to the firm's viability that can arise from the contextual…

Other Computer Science · Computer Science 2012-11-26 Irene Ng , Gerard Briscoe

The sustainability of cooperation is crucial for understanding the progress of societies. We study a repeated game in which individuals decide the share of their income to transfer to other group members. A central feature of our model is…

General Economics · Economics 2025-10-31 Pau Juan-Bartroli , Esteban Muñoz-Sobrado

We study a continuous-time dynamical system of nodes diffusively coupled over a hierarchical network to examine the efficiency and performance tradeoffs that organizations, teams, and command and control units face while achieving…

Systems and Control · Electrical Eng. & Systems 2026-03-20 Lorenzo Zino , Mengbin Ye , Brian D. O. Anderson

The COVID-19 pandemic has highlighted the importance of supply chains and the role of digital management to react to dynamic changes in the environment. In this work, we focus on developing dynamic inventory ordering policies for a…

Machine Learning · Computer Science 2023-03-23 Julien Siems , Maximilian Schambach , Sebastian Schulze , Johannes S. Otterbach

A large literature has documented transitivity as a key feature of social networks: individuals are more likely connected with each other if they share common connections with other individuals. We take this idea to trading relationships…

General Economics · Economics 2025-12-23 Alejandra Martinez , Dennis Novy , Carlo Perroni

We model a network economy with three sectors: downstream firms, upstream firms, and banks. Agents are linked by productive and credit relationships so that the behavior of one agent influences the behavior of the others through network…

General Finance · Quantitative Finance 2010-06-18 Domenico Delli Gatti , Mauro Gallegati , Bruce Greenwald , Alberto Russo , Joseph E. Stiglitz

We study the self-assembly of a complex network of collaborations among self-interested agents. The agents can maintain different levels of cooperation with different partners. Further, they continuously, selectively, and independently…

Physics and Society · Physics 2015-05-13 Anne-Ly Do , Lars Rudolf , Thilo Gross

This paper proposes an addition to the firm-based perspective on intra-industry profitability differentials by modelling a business organisation as a complex adaptive system. The presented agent-based model introduces an endogenous…

Theoretical Economics · Economics 2023-11-13 Frederik Banning , Jessica Reale , Michael Roos

Information processing in complex systems is often found to be maximally efficient close to critical states associated with phase transitions. It is therefore conceivable that also neural information processing operates close to…

Neurons and Cognition · Quantitative Biology 2015-05-13 Christian Meisel , Thilo Gross

Receivable financing is the process whereby cash is advanced to firms against receivables their customers have yet to pay: a receivable can be sold to a funder, which immediately gives the firm cash in return for a small percentage of the…

Data Structures and Algorithms · Computer Science 2020-06-25 Ilaria Bordino , Francesco Gullo , Giacomo Legnaro

While the benefits of common and public goods are shared, they tend to be scarce when contributions are provided voluntarily. Failure to cooperate in the provision or preservation of these goods is fundamental to sustainability challenges,…

General Economics · Economics 2025-08-05 Vítor V. Vasconcelos , Phillip M. Hannam , Simon A. Levin , Jorge M. Pacheco

Companies do not operate in a vacuum. As companies move towards an increasingly specialized production function and their reach is becoming truly global, their aptitude in managing and shaping their inter-organizational network is a…

Risk Management · Quantitative Finance 2016-02-24 Tore Opsahl , William Newton

The possibility of flexibly assigning spectrum resources with channels of different sizes greatly improves the spectral efficiency of optical networks, but can also lead to unwanted spectrum fragmentation.We study this problem in a scenario…

Networking and Internet Architecture · Computer Science 2018-04-30 Alexander Erreygers , Cristina Rottondi , Giacomo Verticale , Jasper De Bock

This paper presented insights into the implementation of transactive multi-agent systems over flow networks where local resources are decentralized. Agents have local resource demand and supply, and are interconnected through a flow network…

Multiagent Systems · Computer Science 2023-10-11 Yijun Chen , Zeinab Salehi , Elizabeth L. Ratnam , Ian R. Petersen , Guodong Shi

We propose a macroscopic traffic network flow model suitable for analysis as a dynamical system, and we qualitatively analyze equilibrium flows as well as convergence. Flows at a junction are determined by downstream supply of capacity as…

Systems and Control · Computer Science 2015-05-25 Samuel Coogan , Murat Arcak

We propose a distributed model predictive control (MPC) framework for coordinating heterogeneous, nonlinear multi-agent systems under individual and coupling constraints. The cooperative task is encoded as a shared objective function…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

In this paper a coalitional control and observation scheme is presented in which the coalitions are changed online by enabling and disabling communication links. Transitions between coalitions are made to best balance overall system…

Systems and Control · Electrical Eng. & Systems 2021-10-04 Paula Chanfreut , Twan Keijzer , Riccardo M. G. Ferrari , Jose Maria Maestre

Complex social systems are composed of interconnected individuals whose interactions result in group behaviors. Optimal control of a real-world complex system has many applications, including road traffic management, epidemic prevention,…

Systems and Control · Computer Science 2019-05-08 Wen Dong , Bo Liu , Fan Yang

The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the…

Statistical Finance · Quantitative Finance 2010-11-18 Dion Harmon , Blake Stacey , Yavni Bar-Yam , Yaneer Bar-Yam