[HTML][HTML] DebtRank: A microscopic foundation for shock propagation
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 …
impact of shocks in financial networks, as it overcomes the limitations of the traditional …
[HTML][HTML] Distress propagation in complex networks: the case of non-linear DebtRank
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 …
apply to the study of financial contagion in networks of banks connected to each other by …
Statistical mechanics of complex economies
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 …
remarkable degrees of complexity, with nested production processes feeding each other in …
Social crises. A network model approach
JP Cárdenas, G Vidal, C Urbina, G Olivares… - Physica A: Statistical …, 2018 - Elsevier
Crisis, conflict and complexity are concepts that are deeply related in the evolutionary history
of social dynamical systems. The spontaneous increase of complexity of adaptive systems …
of social dynamical systems. The spontaneous increase of complexity of adaptive systems …
[HTML][HTML] 基于差异网络的关键股票动态分析
秦敏， 许新建 - Pure Mathematics, 2021 - hanspub.org
股票市场的时间演化特征是一个基本而具有挑战性的问题. 迄今为止, 有关分析市场动态的文献
都集中在预测能力较弱的宏观指标上. 本文从微观的角度来探讨这一问题 …
都集中在预测能力较弱的宏观指标上. 本文从微观的角度来探讨这一问题 …
[PDF][PDF] Complexity driven collapse of economic equilibria
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 …
remarkable degrees of complexity, with nested production processes feeding each other in …
[PDF][PDF] Statistical mechanics of complex economies
M Marsili - J. Stat. Mech, 2017 - sfieducation.s3.amazonaws.com
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 …
remarkable degrees of complexity, with nested production processes feeding each other in …