相关论文: Reconstruction of Interbank Network using Ridge En…

To investigate the actual phenomena of transport on a complex network, we analysed empirical data for an inter-firm trading network, which consists of about one million Japanese firms and the sales of these firms (a sale corresponds to the…

Recent algorithmic developments have enabled computers to automatically determine and prove the capacity regions of small hypergraph networks under network coding. A structural theory relating network coding problems of different sizes is…

Graphical modelling techniques based on sparse selection have been applied to infer complex networks in many fields, including biology and medicine, engineering, finance, and social sciences. One structural feature of some of the networks…

According to the definition of the London Interbank Offered Rate (LIBOR), contributing banks should give fair estimates of their own borrowing costs in the interbank market. Between 2007 and 2009, several banks made inappropriate…

Inter-firm organizations, which play a driving role in the economy of a country, can be represented in the form of a customer-supplier network. Such a network exhibits a heavy-tailed degree distribution, disassortative mixing and a…

In this paper we offer a novel type of network model which can capture the precise structure of a financial market based, for example, on empirical findings. With the attached stochastic framework it is further possible to study how an…

From the perspective of network analysis, the ubiquitous networks are comprised of regular and irregular components, which makes uncovering the complexity of network structures to be a fundamental challenge. Exploring the regular…

In this paper, we assess how the stability of financial networks is affected by interconnectedness considering its tiniest variation: the edge. We compute the impact of edges as the percentage difference in the systemic risk (SR) of the…

Modelling systems with networks has been a powerful approach to tame the complexity of several phenomena. Unfortunately, such an approach is often made difficult by the large number of variables to take into consideration. Methods of…

Robustness is one of the key properties of nowadays networks. However, robustness cannot be simply enforced by design or regulation since many important networks, most prominently the Internet, are not created and controlled by a central…

To capture the systemic complexity of international financial systems, network data is an important prerequisite. However, dyadic data is often not available, raising the need for methods that allow for reconstructing networks based on…

This paper investigates two mechanisms of financial contagion that are, firstly, the correlated exposure of banks to the same source of risk, and secondly the direct exposure of banks in the interbank market. It will consider a random…

The structure entropy is an important index to illuminate the structure property of the complex network. Most of the existing structure entropies are based on the degree distribution of the complex network. But the structure entropy based…

We show that the problem of recovering the topology and admittance of an electrical network from power and voltage data at all vertices is often ill-posed, and sometimes it even has multiple solutions. We reformulate the problem to seek for…

Based on the binary time series data of social infection dynamics, we propose a general framework to reconstruct 2-simplex complexes with two-body and three-body interactions by combining the maximum likelihood estimation in statistical…

In increasingly many settings, data sets consist of multiple samples from a population of networks, with vertices aligned across these networks. For example, brain connectivity networks in neuroscience consist of measures of interaction…

The centrality in a network is often used to measure nodes' importance and model network effects on a certain outcome. Empirical studies widely adopt a two-stage procedure, which first estimates the centrality from the observed noisy…

Adding dynamic bonds in polymer networks enables reprocessing and recycling; however the full impact of reversible bonds on dynamic network mechanics remains unclear. We build model dynamic networks and observe substantial deviations from…

The nexus between debt and inequality has attracted considerable scholarly attention in the wake of the global financial crisis. One prominent candidate to explain the striking co-evolution of income inequality and private debt in this…

Complex network states are characterized by the interplay between system's structure and dynamics. One way to represent such states is by means of network density matrices, whose von Neumann entropy characterizes the number of distinct…