相关论文: Contagion in an interacting economy
Most models of epidemic spread, including many designed specifically for COVID-19, implicitly assume mass-action contact patterns and undirected contact networks, meaning that the individuals most likely to spread the disease are also the…
In this paper, we give an analytic solution for graphs with n nodes and E edges for which the probability of obtaining a given graph G is specified in terms of the degree sequence of G. We describe how this model naturally appears in the…
We contribute to the understanding of how systemic risk arises in a network of credit-interlinked agents. Motivated by empirical studies we formulate a network model which, despite its simplicity, depicts the nature of interbank markets…
We employ the mathematical programming approach in conjunction with the graph theory to study the structure of correspondent banking networks. Optimizing the network requires decisions to be made to onboard, terminate or restrict the bank…
The primary tool for predicting infectious disease spread and intervention effectiveness is the mass action Susceptible-Infected-Recovered model of Kermack and McKendrick. Its usefulness derives largely from its conceptual and mathematical…
Our understanding of the dynamics of complex networked systems has increased significantly in the last two decades. However, most of our knowledge is built upon assuming pairwise relations among the system's components. This is often an…
Recent years have seen a large amount of interest in epidemics on networks as a way of representing the complex structure of contacts capable of spreading infections through the modern human population. The configuration model is a popular…
Models of epidemics over networks have become popular, as they describe the impact of individual behavior on infection spread. However, they come with high computational complexity, which constitutes a problem in case large-scale scenarios…
We develop a model for contagion in reinsurance networks by which primary insurers' losses are spread through the network. Our model handles general reinsurance contracts, such as typical excess of loss contracts. We show that simpler…
We consider the target set selection problem. In this problem, a vertex is active either if it belongs to a set of initially activated vertices or if at some point it has at least $k$ active neighbors ($k$ is identical for all vertices of…
In this paper, we introduce an impact centrality measure to evaluate shock propagation on financial networks capturing a notion of contagion and systemic risk contributions, permitting comparisons of these risks over time. In addition, we…
Bootstrap percolation is a process that is used to model the spread of an infection on a given graph. In the model considered here each vertex is equipped with an individual threshold. As soon as the number of infected neighbors exceeds…
Disease and information spread over social and information networks. Understanding the spread phenomena in networks requires paying attention not only to the degree distribution but also to the degree correlation. However, it is considered…
We consider the contact process on a random graph with fixed degree distribution given by a power law. We follow the work of Chatterjee and Durrett, who showed that for arbitrarily small infection parameter $\lambda$, the survival time of…
We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark-to-market valuation adjustment for interbank…
Directed networks are conveniently represented as graphs in which ordered edges encode interactions between vertices. Despite their wide availability, there is a shortage of statistical models amenable for inference, specially when…
Current epidemics in the biological and social domains are challenging the standard assumptions of mathematical contagion models. Chief among them are the complex patterns of transmission caused by heterogeneous group sizes and infection…
We introduce a dynamic optimization framework to analyze optimal portfolio allocations within an information driven contagious distress model. The investor allocates his wealth across several stocks whose growth rates and distress…
We investigate critical behaviors of a social contagion model on weighted networks. An edge-weight compartmental approach is applied to analyze the weighted social contagion on strongly heterogenous networks with skewed degree and weight…
Understanding how contagions (information, infections, etc) are spread on complex networks is important both from practical as well as theoretical point of view. Considerable work has been done in this regard in the past decade or so.…