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We show that the emergence of systemic risk in complex systems can be understood from the evolution of functional networks representing interactions inferred from fluctuation correlations between macroscopic observables. Specifically, we…

物理与社会 · 物理学 2019-05-29 Chandrashekar Kuyyamudi , Anindya S. Chakrabarti , Sitabhra Sinha

Financial crises are known as crashes that result in a sudden loss of value of financial assets in large part and they continue to occur from time to time surprisingly. In order to discover features of the financial network, the pairwise…

统计金融 · 定量金融 2023-01-11 MohammadReza Zahedian , Mahsa Bagherikalhor , Andrey Trufanov , G. Reza Jafari

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

Today's economy, production activity, and our life are sustained by social and technological network infrastructures, while new threats of network attacks by destructing loops have been found recently in network science. We inversely take…

物理与社会 · 物理学 2018-03-08 Yukio Hayashi

With a steadily growing human population and rapid advancements in technology, the global human network is increasing in size and connection density. This growth exacerbates networked global threats and can lead to unexpected consequences…

社会与信息网络 · 计算机科学 2018-07-02 Xiang Niu , Alaa Moussawi , Noemi Derzsy , Xin Lin , Gyorgy Korniss , Boleslaw K. Szymanski

How do real graphs evolve over time? What are ``normal'' growth patterns in social, technological, and information networks? Many studies have discovered patterns in static graphs, identifying properties in a single snapshot of a large…

物理与社会 · 物理学 2007-05-23 Jure Leskovec , Jon Kleinberg , Christos Faloutsos

The observation of critical-like behavior in cortical networks represents a major step forward in elucidating how the brain manages information. Understanding the origin and functionality of critical-like dynamics, as well as their…

神经元与认知 · 定量生物学 2015-06-22 Paula Villa Martín , Paolo Moretti , Miguel A. Muñoz

Many critical infrastructure systems have network structure and are under stress. Despite their national importance, the complexity of large-scale transport networks means we do not fully understand their vulnerabilities to cascade…

In the past fifteen years, flow instabilities reminiscent of the Taylor-like instabilities driven by hoop stresses, have been observed in wormlike micelles based on surfactant molecules. In particular, purely elastic instabilities and…

软凝聚态物质 · 物理学 2025-09-18 Xiaoxiao Yang , Darius Marin , Charlotte Py , Olivier Cardoso , Anke Lindner , Sandra Lerouge

The twentieth century was a period of outstanding economic growth together with an unequal income distribution. This paper analyses the international distribution of growth rates and its dynamics during the twentieth century. We show that…

综合金融 · 定量金融 2017-08-24 Mercedes Campi , Marco Dueñas

Scale invariance is a central organizing principle in physics, underlying phenomena that range from critical behaviour in statistical mechanics to transport and chaos in nonlinear dynamical systems. Here we present a unified and physically…

统计力学 · 物理学 2026-02-23 Edson D. Leonel , Diego F. M. Oliveira

Production networks arise from supply and customer relations among firms. These systems are gaining growing attention as a consequence of disruptions due to natural or man-made disasters that happened in the last years, such as the Covid-19…

物理与社会 · 物理学 2024-05-15 Massimiliano Fessina , Andrea Zaccaria , Giulio Cimini , Tiziano Squartini

In this paper we explain the wild fluctuations of financial prices from the intrinsic amplifying feedback of speculative supply and demand. Formally, we show that an asset return follows a multiplicative random growth with exogenous input,…

统计金融 · 定量金融 2015-08-11 Sabiou Inoua

We model the robustness against random failure or intentional attack of networks with arbitrary large-scale structure. We construct a block-based model which incorporates --- in a general fashion --- both connectivity and interdependence…

物理与社会 · 物理学 2012-09-25 Tiago P. Peixoto , Stefan Bornholdt

A key element to understand complex systems is the relationship between the spatial scale of investigation and the structure of the interrelation among its elements. When it comes to economic systems, it is now well-known that the…

物理与社会 · 物理学 2022-02-07 Dario Laudati , Manuel S. Mariani , Luciano Pietronero , Andrea Zaccaria

Recent studies highlight economic complexity's role in mitigating fiscal crises, often measured via an economy's trade structure. Trade, however, is just one facet of an economy's structure and omits critical innovative activities like…

综合经济学 · 经济学 2024-11-05 Goran Hristovski , Gjorgji Gockov , Viktor Stojkoski

The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks and stresses. Since changes in network structure imply…

The American economy can be thought of as a highly connected random network in terms of both its technological and informational connections. The cumulative size of economic recessions, the fall in output from peak to trough, is analysed…

其他凝聚态物理 · 物理学 2009-11-10 Paul Ormerod

We address the problem of banking system resilience by applying off-equilibrium statistical physics to a system of particles, representing the economic agents, modelled according to the theoretical foundation of the current banking…

风险管理 · 定量金融 2013-01-04 João P. da Cruz , Pedro G. Lind

We study the mean field approximation of a recent model of cascades on networks relevant to the investigation of systemic risk control in financial networks. In the model, the hypothesis of a trend reinforcement in the stochastic process…

物理与社会 · 物理学 2007-11-13 Jan Lorenz , Stefano Battiston