相关论文: Emergence of frustration signals systemic risk

We analyze the coherent dynamics of excitons in three dimensional topologically disordered networks with traps. If the interactions between the nodes of the network are long ranged, i.e., algebraically decaying as a function of the distance…

Characterizing the emergence of chaotic dynamics of complex networks is an essential task in nonlinear science with potential important applications in many fields such as neural control engineering, microgrid technologies, and ecological…

The interconnectedness of financial institutions affects instability and credit crises. To quantify systemic risk we introduce here the PD model, a dynamic model that combines credit risk techniques with a contagion mechanism on the network…

Recent crises like the COVID-19 pandemic and geopolitical tensions have exposed vulnerabilities and caused disruptions of supply chains, leading to product shortages, increased costs, and economic instability. This has prompted increasing…

The network paradigm is used to gain insight into the structural root causes of the resilience of consensus in dynamic collective behaviors, and to analyze the controllability of the swarm dynamics. Here we devise the dynamic signaling…

A methodology is developed to identify, as units of study, each decrease in the value of a stock from a given maximum price level. A critical level in the amount of price declines is found to separate a segment operating under a random walk…

A variety of physical, social and biological systems generate complex fluctuations with correlations across multiple time scales. In physiologic systems, these long-range correlations are altered with disease and aging. Such correlated…

We study maximum entropy mechanisms of information exchange between agents modeled by neural networks and the macroscopic states of a society of such agents in a few situations. Mathematical quantification of surprise, distrust of other…

Multi-strain competition on networks is observed in many contexts, including infectious disease ecology, information dissemination or behavioral adaptation to epidemics. Despite a substantial body of research has been developed considering…

Systemic risk in banking systems remains a crucial issue that it has not been completely understood. In our toy model, banks are exposed to two sources of risks, namely, market risk from their investments in assets external to the banking…

As impressively shown by the financial crisis in 2007/08, contagion effects in financial networks harbor a great threat for the stability of the entire system. Without sufficient capital requirements for banks and other financial…

One 'problem' with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, markets, national economies). This…

To understand how certain dynamical behaviors can or cannot persist as the underlying network grows is a problem of increasing importance in complex dynamical systems as well as sustainability science and engineering. We address the…

This paper characterises dynamic linkages arising from shocks with heterogeneous degrees of persistence. Using frequency domain techniques, we introduce measures that identify smoothly varying links of a transitory and persistent nature.…

Supply chain disruptions constitute an often underestimated risk for financial stability. As in financial networks, systemic risks in production networks arises when the local failure of one firm impacts the production of others and might…

This study examines long-term trends and shifting behavior in the collaboration network of mathematics literature, using a subset of data from Mathematical Reviews spanning 1985-2009. Rather than modeling the network cumulatively, this…

Complex non-linear interactions between banks and assets we model by two time-dependent Erd\H{o}s Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use…

We study the difference between the level of systemic risk that is empirically measured on an interbank network and the risk that can be deduced from the balance sheets composition of the participating banks. Using generalised DebtRank…

In this paper, we characterize major depression (MD) as a complex dynamical system in which symptoms (e.g., insomnia and fatigue) are directly connected to one another in a network structure. We hypothesize that individuals can be…

Aggregate and systemic risk in complex systems are emergent phenomena depending on two properties: the idiosyncratic risks of the elements and the topology of the network of interactions among them. While a significant attention has been…