The evolution of unconditional cooperation is one of the fundamental problems in science. A new solution is proposed to solve this puzzle. We treat this issue with an evolutionary model in which agents play the Prisoner's Dilemma on signed networks. The topology is allowed to co-evolve with...

In this paper, we show that the small world and weak ties phenomena can spontaneously emerge in a social network of interacting agents. This dynamics is simulated in the framework of a simplified model of opinion diffusion in an evolving social network where agents are made to interact, possibly...

We consider a model of contagion in financial networks recently introduced in Gai, P. and Kapadia, S. [Contagion in financial networks, Proc. R. Soc. A 466(2120) (2010) 2401–2423], and we characterize the effect of a few features empirically observed in real networks on the stability of the...

In this paper, we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and analyze their multiscaling properties by estimating the parameters of a Markov-switching multifractal (MSM) model with Lognormal volatility components. In order to...

Minimum spanning trees and planar maximally filtered graphs are generated from correlations between the 300 most-capitalized NYSE stocks' daily returns, computed dynamically over moving windows of sizes between 1 and 12 months, in the period from 2001 to 2003. We study how different economic...