相关论文: Sandpile Economics: Theory, Identification, and Ev…
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…
Symmetry-breaking instabilities play an important role in understanding the mechanisms underlying the diversity of patterns observed in nature, such as in Turing's reaction--diffusion theory, which connects cellular signalling and transport…
Turbulence is ever produced in the low-viscosity/large-scale fluid flows by the velocity shears and, in unstable stratification, by buoyancy forces. It is commonly believed that both mechanisms produce the same type of chaotic motions,…
The insufficient understanding of the credit network structure was recognized as a key factor for regulators' underestimation of the destructive systematic risk during the financial crisis that started in 2007. The existing credit network…
Recent interest in the external validity of prediction models (i.e., the problem of different train and test distributions, known as dataset shift) has produced many methods for finding predictive distributions that are invariant to dataset…
Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…
We consider a stochastic sandpile where the sand-grains of unstable sites are randomly distributed to the nearest neighbors. Increasing the value of the threshold condition the stochastic character of the distribution is lost and a…
We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…
In the pursuit of ever increasing efficiency and growth, our economies have evolved to remarkable degrees of complexity, with nested production processes feeding each other in order to create products of greater sophistication from less…
We examine a model of network formation in single-layer and multiplex networks in which individuals have positive incentives for social ties, closed triangles, and spillover edges. In particular, we investigate the influence of shocks to…
We present a unified mean-field theory, based on the single site approximation to the master-equation, for stochastic self-organized critical models. In particular, we analyze in detail the properties of sandpile and forest-fire (FF)…
Rotational constraint representing a local external bias generally has non-trivial effect on the critical behavior of lattice statistical models in equilibrium critical phenomena. In order to study the effect of rotational bias in a out of…
Several mechanisms have been proposed to explain the spontaneous generation of self-organized patterns, hypothesised to play a role in the formation of many of the magnificent patterns observed in Nature. In several cases of interest, the…
The network of interactions in complex systems, strongly influences their resilience, the system capability to resist to external perturbations or structural damages and to promptly recover thereafter. The phenomenon manifests itself in…
We propose a generic system model for a special category of interdependent networks, demand-supply networks, in which the demand and the supply nodes are associated with heterogeneous loads and resources, respectively. Our model sheds a…
Distributed systems often exhibit emergent behaviors that impact their resilience (Franz-Kaiser et al., 2020; Adilson E. Motter, 2002; Jianxi Gao, 2016). This paper presents a theoretical framework combining attributed graph models,…
Networks of elastic fibers are ubiquitous in biological systems and often provide mechanical stability to cells and tissues. Fiber reinforced materials are also common in technology. An important characteristic of such materials is their…
Are large biological extinctions such as the Cretaceous/Tertiary KT boundary due to a meteorite, extreme volcanic activity or self-organized critical extinction cascades? Are commercial successes due to a progressive reputation cascade or…
The DebtRank algorithm has been increasingly investigated as a method to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches. Here we formulate a dynamical…
Across income groups and countries, individual citizens perceive economic inequality spectacularly wrong. These misperceptions have far-reaching consequences, as it is perceived inequality, not actualinequality informing redistributive…