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相关论文: Distress propagation on production networks: Coars…

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The increasing integration of world economies, which organize in complex multilayer networks of interactions, is one of the critical factors for the global propagation of economic crises. We adopt the network science approach to quantify…

物理与社会 · 物理学 2019-01-09 Michele Starnini , Marián Boguñá , M. Ángeles Serrano

We consider a dynamical model of distress propagation on complex networks, which we apply to the study of financial contagion in networks of banks connected to each other by direct exposures. The model that we consider is an extension of…

风险管理 · 定量金融 2016-10-05 Marco Bardoscia , Fabio Caccioli , Juan Ignacio Perotti , Gianna Vivaldo , Guido Caldarelli

This paper investigates how the granularity of supply-chain data affects the propagation of economic shocks through production networks. Using newly constructed establishment-level supply chains with product-level information links for…

社会与信息网络 · 计算机科学 2026-01-01 Hiroyasu Inoue , Yasuyuki Todo

Large scale networks delineating collective dynamics often exhibit cascading failures across nodes leading to a system-wide collapse. Prominent examples of such phenomena would include collapse on financial and economic networks.…

统计金融 · 定量金融 2020-01-07 Sudarshan Kumar , Tiziana Di Matteo , Anindya S. Chakrabarti

A growing body of studies on systemic risk in financial markets has emphasized the key importance of taking into consideration the complex interconnections among financial institutions. Much effort has been put in modeling the contagion…

Throughout economic history, the global economy has experienced recurring crises. The persistent recurrence of such economic crises calls for an understanding of their generic features rather than treating them as singular events. The…

统计金融 · 定量金融 2011-04-14 Kyu-Min Lee , Jae-Suk Yang , Gunn Kim , Jaesung Lee , Kwang-Il Goh , In-mook Kim

Various coarse-grained models have been proposed to study the spreading dynamics in the network. A microscopic theory is needed to connect the spreading dynamics with the individual behaviors. In this letter, we unify the description of…

统计力学 · 物理学 2021-04-14 Jin-Fu Chen , Yi-Mu Du , Hui Dong , Chang-Pu Sun

Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also…

物理与社会 · 物理学 2019-12-23 Aymeric Vié , Alfredo J. Morales

We model an economy-wide production network by cascading binary compounding functions, based on the sequential processing nature of the production activities. As we observe a hierarchy among the intermediate processes spanning the empirical…

经济学 · 定量金融 2023-04-06 Satoshi Nakano , Kazuhiko Nishimura

We study how idiosyncratic firm-level shocks generate aggregate volatility and tail risk when they propagate through a production network under overlapping adjustment: new productivity draws arrive before the economy reaches the static…

理论经济学 · 经济学 2026-03-06 Antoine Mandel , Vipin P. Veetil

Analyzing and controlling spreading processes are challenging problems due to the involved non-linear node (subsystem) dynamics, unknown disturbances, complex interconnections, and the large-scale and multi-level nature of the problems. The…

系统与控制 · 电气工程与系统科学 2025-10-13 Shirantha Welikala , Hai Lin , Panos J. Antsaklis

Most infectious diseases spread on a dynamic network of human interactions. Recent studies of social dynamics have provided evidence that spreading patterns may depend strongly on detailed micro-dynamics of the social system. We have…

物理与社会 · 物理学 2015-09-23 Arkadiusz Stopczynski , Alex Sandy Pentland , Sune Lehmann

By analysing the diffusive dynamics of epidemics and of distress in complex networks, we study the effect of the assortativity on the robustness of the networks. We first determine by spectral analysis the thresholds above which…

物理与社会 · 物理学 2012-11-26 Gregorio D'Agostino , Antonio Scala , Vinko Zlatić , Guido Caldarelli

This paper investigates the endogenous formation of supply chains and its consequences for disruption propagation. In production networks where upstream risk is highly correlated and supplier relationships are not observable, the marginal…

理论经济学 · 经济学 2024-05-24 Andrea Titton

Epidemic spreading processes on dynamic multiplex networks provide a more accurate description of natural spreading processes than those on single layered networks. To describe the influence of different individuals in the awareness layer…

社会与信息网络 · 计算机科学 2025-11-25 Minyu Feng , Xiangxi Li , Yuhan Li , Qin Li

Networks describing the interaction of the elements that constitute a complex system grow and develop via a number of different mechanisms, such as the addition and deletion of nodes, the addition and deletion of edges, as well as the…

分子网络 · 定量生物学 2010-06-09 Arend Hintze , Christoph Adami

Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily…

风险管理 · 定量金融 2017-02-28 Marco Bardoscia , Stefano Battiston , Fabio Caccioli , Guido Caldarelli

Various disasters stem from minor perturbations, such as the spread of infectious diseases, cascading failure in power grids, etc. Analyzing perturbations is crucial for both theoretical and application fields. Previous researchers have…

物理与社会 · 物理学 2023-10-10 Qitong Hu , Xiao-Dong Zhang

Assessing the resilience of the economy requires accounting for its intrinsic multi-layer nature, by assessing for instance how disruptions at the firm level spread through the production network and propagate to the banking sector. Methods…

物理与社会 · 物理学 2026-03-11 Soumen Majhi , Anna Mancini , Giulio Cimini

We introduce economic models based on Boolean Delay Equations: this formalism makes easier to take into account the complexity of the interactions between firms and is particularly appropriate for studying the propagation of an initial…

综合金融 · 定量金融 2016-05-06 B. Coluzzi , M. Ghil , S. Hallegatte , G. Weisbuch
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