相关论文: The Construction and Properties of Assortative Con…
We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas…
A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…
Constructions of directed configuration graphs based on a given bi-degree distribution were introduced in random graph theory some years ago. These constructions lead to graphs where the degrees of two nodes belonging to the same edge are…
Many social networks exhibit assortative mixing so that the predictions of uncorrelated models might be inadequate. To analyze the role of assortativity we introduce an algorithm which changes correlations in a network and produces…
Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…
Directed networks are ubiquitous and are necessary to represent complex systems with asymmetric interactions---from food webs to the World Wide Web. Despite the importance of edge direction for detecting local and community structure, it…
Propagation of balance-sheet or cash-flow insolvency across financial institutions may be modeled as a cascade process on a network representing their mutual exposures. We derive rigorous asymptotic results for the magnitude of contagion in…
Network topologies can be non-trivial, due to the complex underlying behaviors that form them. While past research has shown that some processes on networks may be characterized by low-order statistics describing nodes and their neighbors,…
One of the most defining features of the global financial network is its inherent complex and intertwined structure. From the perspective of systemic risk it is important to understand the influence of this network structure on default…
A network's assortativity is the tendency of vertices to bond with others based on similarities, usually excess vertex degree. In this paper we consider assortativity in weighted networks, both directed and undirected. To this end, we…
Recent work on the structure of social networks and the internet has focussed attention on graphs with distributions of vertex degree that are significantly different from the Poisson degree distributions that have been widely studied in…
The assortative behavior of a network is the tendency of similar (or dissimilar) nodes to connect to each other. This tendency can have an influence on various properties of the network, such as its robustness or the dynamics of spreading…
In this paper we examine the percolation properties of higher-order networks that have non-trivial clustering and subgraph-based assortative mixing (the tendency of vertices to connect to other vertices based on subgraph joint degree). Our…
One of the most influential recent results in network analysis is that many natural networks exhibit a power-law or log-normal degree distribution. This has inspired numerous generative models that match this property. However, more recent…
The structure of many real networks is not locally tree-like and hence, network analysis fails to characterise their bond percolation properties. In a recent paper [P. Mann, V. A. Smith, J. B. O. Mitchell, and S. Dobson, Percolation in…
Interbank deposits (loans and credits) are quite common in banking system all over the world. Such interbank co-operation is profitable for banks but it can also lead to collective financial failures. In this paper we introduce a new model…
Assortativity, i.e. the tendency of a vertex to bond with another based on their similarity, such as degree, is an important network characteristic that is well-known to be relevant for the network's robustness against attacks. Commonly it…
Networks describe a range of social, biological and technical phenomena. An important property of a network is its degree correlation or assortativity, describing how nodes in the network associate based on their number of connections.…
We consider a model of contagion in financial networks recently introduced in the literature, and we characterize the effect of a few features empirically observed in real networks on the stability of the system. Notably, we consider the…
A probabilistic generative network model with $n$ nodes and $m$ overlapping layers is obtained as a superposition of $m$ mutually independent Bernoulli random graphs of varying size and strength. When $n$ and $m$ are large and of the same…