The physics of financial networks
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 …
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 …
We present a taxonomy of different types of systemic risk, differentiating between direct …
Machine learning methods for systemic risk analysis in financial sectors.
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 …
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 …
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 …
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 …
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 …
and risk analysis of critical infrastructures. Reflections are made on the inherent complexities …
The economic consequences of social-network structure
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 …
We develop a taxonomy of “macro” and “micro” characteristics of social-interaction networks …
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 …
Systems resilience assessments: a review, framework and metrics
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 …
hazards with a dramatic impact on the normal operations of the society. The occurrences of …