The physics of financial networks

M Bardoscia, P Barucca, S Battiston, F Caccioli… - Nature Reviews …, 2021 - nature.com
As the total value of the global financial market outgrew the value of the real economy,
financial institutions created a global web of interactions that embodies systemic risks …

Systemic risk in financial networks: A survey

MO Jackson, A Pernoud - Annual Review of Economics, 2021 - annualreviews.org
We provide an overview of the relationship between financial networks and systemic risk.
We present a taxonomy of different types of systemic risk, differentiating between direct …

Machine learning methods for systemic risk analysis in financial sectors.

G Kou, X Chao, Y Peng, FE Alsaadi, E Herrera Viedma - 2019 - digibug.ugr.es
Financial systemic risk is an important issue in economics and financial systems. Trying to
detect and respond to systemic risk with growing amounts of data produced in financial …

The future of risk assessment

E Zio - Reliability Engineering & System Safety, 2018 - Elsevier
Risk assessment must evolve for addressing the existing and future challenges, and
considering the new systems and innovations that have already arrived in our lives and that …

Contagion in financial networks

P Glasserman, HP Young - Journal of Economic Literature, 2016 - aeaweb.org
The recent financial crisis has prompted much new research on the interconnectedness of
the modern financial system and the extent to which it contributes to systemic fragility …

Systemic risk and stability in financial networks

D Acemoglu, A Ozdaglar… - American Economic …, 2015 - aeaweb.org
This paper argues that the extent of financial contagion exhibits a form of phase transition:
as long as the magnitude of negative shocks affecting financial institutions are sufficiently …

Challenges in the vulnerability and risk analysis of critical infrastructures

E Zio - Reliability Engineering & System Safety, 2016 - Elsevier
The objective of this paper is to provide a systematic view on the problem of vulnerability
and risk analysis of critical infrastructures. Reflections are made on the inherent complexities …

The economic consequences of social-network structure

MO Jackson, BW Rogers, Y Zenou - Journal of economic literature, 2017 - aeaweb.org
We survey the literature on the economic consequences of the structure of social networks.
We develop a taxonomy of “macro” and “micro” characteristics of social-interaction networks …

Information cascades in complex networks

M Jalili, M Perc - Journal of Complex Networks, 2017 - academic.oup.com
Abstract Information cascades are important dynamical processes in complex networks. An
information cascade can describe the spreading dynamics of rumour, disease, memes, or …

Systems resilience assessments: a review, framework and metrics

Y Cheng, EA Elsayed, Z Huang - International Journal of …, 2022 - Taylor & Francis
The past several decades have witnessed an increasing number of natural and manmade
hazards with a dramatic impact on the normal operations of the society. The occurrences of …