Network models of financial systemic risk: a review

F Caccioli, P Barucca, T Kobayashi - Journal of Computational Social …, 2018 - Springer
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 …

Construction, comparison and evolution of networks in life sciences and other disciplines

DM Gysi, K Nowick - Journal of the Royal Society …, 2020 - royalsocietypublishing.org
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 …

The structured backbone of temporal social ties

T Kobayashi, T Takaguchi, A Barrat - Nature communications, 2019 - nature.com
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 …

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 …

Identifying relationship lending in the interbank market: A network approach

T Kobayashi, T Takaguchi - Journal of Banking & Finance, 2018 - Elsevier
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 …

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 …

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 …

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 …

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 …

The switching mechanisms of social network densification

T Kobayashi, M Génois - Scientific reports, 2021 - nature.com
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 …