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 …
Construction, comparison and evolution of networks in life sciences and other disciplines
Network approaches have become pervasive in many research fields. They allow for a more
comprehensive understanding of complex relationships between entities as well as their …
comprehensive understanding of complex relationships between entities as well as their …
The structured backbone of temporal social ties
In many data sets, information on the structure and temporality of a system coexists with
noise and non-essential elements. In networked systems for instance, some edges might be …
noise and non-essential elements. In networked systems for instance, some edges might be …
Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies
Y Li, T Wang, B Sun, C Liu - Financial Innovation, 2022 - Springer
Human activities widely exhibit a power-law distribution. Considering stock trading as a
typical human activity in the financial domain, the first aim of this paper is to validate whether …
typical human activity in the financial domain, the first aim of this paper is to validate whether …
Identifying relationship lending in the interbank market: A network approach
Relationship lending is broadly interpreted as a strong partnership between a lender and a
borrower. Nevertheless, we still lack consensus regarding how to quantify the strength of a …
borrower. Nevertheless, we still lack consensus regarding how to quantify the strength of a …
Dynamic patterns of daily lead-lag networks in stock markets
Y Li, C Liu, T Wang, B Sun - Quantitative Finance, 2021 - Taylor & Francis
The lead-lag relationship between stocks is an interesting phenomenon, which has been
empirically seen to widely exist in stock markets. This paper aims to discover the dynamic …
empirically seen to widely exist in stock markets. This paper aims to discover the dynamic …
Quantitative scenarios for cascading risks in AI, climate, synthetic bio, and financial markets by 2075
TA Undheim, T Ahmad - Frontiers in Complex Systems, 2024 - frontiersin.org
Humanity faces a myriad of existential technology, geopolitical, and ecological risks. The
paper analyzes the possibility that negative shocks superimpose and multiply their effects …
paper analyzes the possibility that negative shocks superimpose and multiply their effects …
Identifying the systemic importance and systemic vulnerability of financial institutions based on portfolio similarity correlation network
M Shao, H Fan - EPJ Data Science, 2024 - epjds.epj.org
The indirect correlation among financial institutions, stemming from similarities in their
portfolios, is a primary driver of systemic risk. However, most existing research overlooks the …
portfolios, is a primary driver of systemic risk. However, most existing research overlooks the …
Pinning Control Strategy for Prescribed-Time Synchronization of Stochastic Complex Dynamical Networks
X Liu, Y Guo, J Li, M Li - IEEE Transactions on Control of …, 2024 - ieeexplore.ieee.org
In this paper, a new type of pinning control (PC) is proposed to investigate the prescribed-
time synchronization (PTS) of stochastic complex dynamical networks (SCDNs) with or …
time synchronization (PTS) of stochastic complex dynamical networks (SCDNs) with or …
The switching mechanisms of social network densification
Densification and sparsification of social networks are attributed to two fundamental
mechanisms: a change in the population in the system, and/or a change in the chances that …
mechanisms: a change in the population in the system, and/or a change in the chances that …