Information cascades in complex networks
Abstract Information cascades are important dynamical processes in complex networks. An
information cascade can describe the spreading dynamics of rumour, disease, memes, or …
information cascade can describe the spreading dynamics of rumour, disease, memes, or …
Network analysis of particles and grains
The arrangements of particles and forces in granular materials have a complex organization
on multiple spatial scales that range from local structures to mesoscale and system-wide …
on multiple spatial scales that range from local structures to mesoscale and system-wide …
Dynamical systems on networks
MA Porter, JP Gleeson - Frontiers in Applied Dynamical Systems: Reviews …, 2016 - Springer
Traditionally, much of the study of networks has focused on structural features. Indeed,
mathematical subjects such as graph theory have a rich history of investigating network …
mathematical subjects such as graph theory have a rich history of investigating network …
Stability analysis of financial contagion due to overlapping portfolios
Common asset holdings are widely believed to have been the primary vector of contagion in
the recent financial crisis. We develop a network approach to the amplification of financial …
the recent financial crisis. We develop a network approach to the amplification of financial …
Network models of financial systemic risk: a review
The global financial system can be represented as a large complex network in which banks,
hedge funds and other financial institutions are interconnected to each other through visible …
hedge funds and other financial institutions are interconnected to each other through visible …
[图书][B] Contagion!: Systemic Risk in Financial Networks
TR Hurd - 2016 - Springer
This slim volume logs the development of a cascade of contagious ideas that has occupied
my space, time and mind in recent years. There was a clear triggering event that occurred in …
my space, time and mind in recent years. There was a clear triggering event that occurred in …
Leveraging the network: a stress-test framework based on DebtRank
We develop a novel stress-test framework to monitor systemic risk in financial systems. The
modular structure of the framework allows to accommodate for a variety of shock scenarios …
modular structure of the framework allows to accommodate for a variety of shock scenarios …
System and method providing security friction for atypical resource access requests
RA Ford, J Timbs, K Natvig - US Patent 11,025,638, 2021 - Google Patents
A method, system and computer-usable medium for providing security friction to a request
for access to a resource based on whether the access request is atypical. In certain …
for access to a resource based on whether the access request is atypical. In certain …
Systemic risk measures on general measurable spaces
E Kromer, L Overbeck, K Zilch - Mathematical Methods of Operations …, 2016 - Springer
In view of the recent financial crisis systemic risk has become a very important research
object. It is of significant importance to understand what can be done from a regulatory point …
object. It is of significant importance to understand what can be done from a regulatory point …
On Watts' cascade model with random link weights
TR Hurd, JP Gleeson - Journal of Complex Networks, 2013 - academic.oup.com
We study an extension of D. Watts 2002 model of information cascades in social networks
where edge weights are taken to be random, an innovation motivated by recent applications …
where edge weights are taken to be random, an innovation motivated by recent applications …