Efficiency of fractal branching columns with constant branching angle
T. Fink
Sub. to
Physical Review E
#fractal #mechanics #structure
Network valuation in financial systems
P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, S. Battiston, G. Caldarelli
Sub. to
Mathematical Finance
#finance #systemicrisk #networks
Tunnelling necessitates negative Wigner function
Y. Lin, O. Dahlsten
Sub. to
Physical Review Letters
#quantumtheory #tunneling #informationtheory
Disentangling group and link persistence in Dynamic Stochastic Block models
P. Barucca, F. Lillo, P. Mazzarisi, D. Tantari
Sub. to
Journal of Statistical Physics
#randomgraphs #modularity #networks
Resolution of ranking hierarchies in directed networks
E. Letizia, P. Barucca, F. Lillo
Sub. to
#directednetworks #modularity #combinatorics
Exactly solvable model of memristive circuits: Lyapunov functional and mean field theory
F. Caravelli, P. Barucca
Sub. to
European Physical Journal B
#lowenergycomputing #memristors #phasetransitions
How much can we influence the rate of innovation?
T. Fink, M. Reeves
Sub. to
Science Advances
#innovation #technology #combinatorics
Exactly solvable random graph ensemble with extensively many short cycles
F. Lopez, P. Barucca, M. Fekom, A. Coolen
Journal of Physics A: Mathematical and Theoretical
#randomgraphs #clustering #statisticalphysics
How well do experience curves predict technological progress? A method for making distributional forecasts
F. Lafond, A. Bailey, J. Bakker, D. Rebois, R. Zadourian, P. McSharry, D. Farmer
Technological Forecasting and Social Change
#technology #innovation #economics
Eigenvalues of subgraphs of the cube
B. Bollobás, J. Lee, S. Letzter
European Journal of Combinatorics
#graph #combinatorics #asymptoticbehaviour
From ecology to finance (and back?): a review on entropy-based null models for the analysis of bipartite networks
M. Straka, G. Caldarelli, T. Squartini, F. Saracco
Journal of Statistical Physics
#ecology #finance #entropy
A holistic approach for collaborative workload execution in volunteer clouds
S. Sebastio, M. Amoretti, A. Lafuente, A. Scala
ACM Transactions on Modeling and Computer Simulation
#growth #complexsystems #cloud
Network models of financial systemic risk: a review
F. Caccioli, P. Barucca, T. Kobayashi
Journal of Computational Social Science
#complexnetworks #finance #banking
117 papers
Pathways towards instability in financial networks
M. Bardoscia, S. Battiston, F. Caccioli, G. Caldarelli
Nature Communications
8, 14416 (2017)
Following the financial crisis of 2007–2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily distress can spread within the system. However, in financial network models, the details of how financial institutions interact typically play a decisive role, and a general understanding of precisely how network topology creates instability remains lacking. Here we show how processes that are widely believed to stabilize the financial system, that is, market integration and diversification, can actually drive it towards instability, as they contribute to create cyclical structures which tend to amplify financial distress, thereby undermining systemic stability and making large crises more likely. This result holds irrespective of the details of how institutions interact, showing that policy- relevant analysis of the factors affecting financial stability can be carried out while abstracting away from such details.
Stabilitätspolitik macht Banken instabil
Pathways towards instability in financial networks
Spektrum.de, 2017-04-06
Economics: Complexity may undermine the stability of the financial system
Pathways towards instability in financial networks
Nature Asia, 2017-02-22
Fik faktorerne, som skulle stabilisere finansmarkedet, det i stedet til at bryde sammen?
Pathways towards instability in financial networks
Ingenioren, 2017-02-23
Policies believed to stabilize the financial system may actually do the opposite, study finds
Pathways towards instability in financial networks
Phys.org, 2017-05-05
Pathways towards instability in financial networks
Pathways towards instability in financial networks
Money Science, 2017-02-26