Showing 1 - 10 of 112
We analyze data from experimental asset markets with pooled linear regression models to shed some light on the emergence of fat tails and volatility clustering in return distributions. Our data suggest that the arrival of new information is the most important cause for both stylized facts. After...
Persistent link: https://www.econbiz.de/10011063093
This work presents experimental results on a coordination game in which agents must repeatedly choose between two sides … show that, at the aggregate level, a quite remarkable degree of coordination is achieved. Moreover, providing players with …
Persistent link: https://www.econbiz.de/10010591853
This work concerns the study of the effects felt by a network as a whole when a specific node is perturbed. Many real world systems can be described by network models in which the interactions of the various agents can be represented as an edge of a graph. With a graph model in hand, it is...
Persistent link: https://www.econbiz.de/10011264554
This paper proposes a new way to model and analyze contagion in interbank networks. We use a unique dataset from the …, which implies that size is not the sole determinant of importance within networks. Most vulnerable financial institutions …
Persistent link: https://www.econbiz.de/10011264556
In this paper we develop a methodology to analyze and compare multiple global networks, focusing our analysis on the … migrants significantly increases trade intensity, where to assure comparability across networks we apply a hypergeometric …
Persistent link: https://www.econbiz.de/10011077829
Synchronization is a phenomenon observed in all of the living and in much of the non-living world, for example in the heart beat, Huygens’ clocks, the flashing of fireflies and the clapping of audiences. Depending on the number of degrees of freedom involved, different mathematical approaches...
Persistent link: https://www.econbiz.de/10011117833
During recent years, networks have proven to be an efficient way to characterize and investigate a wide range of … correlations between these exchange rates. Then, using evolving networks obtained from strong correlations, we propose an …
Persistent link: https://www.econbiz.de/10011117921
We investigate the preferential attachment graphs proceeding from the following two assumptions. The first one: the probability that a new vertex connects to a vertex i is proportional to an arbitrary nonnegative function f of a vertex degree k. The second assumption: a new vertex can have a...
Persistent link: https://www.econbiz.de/10011209723
. The use of the social network as an extra vector of attack to penetrate the security measures in IP networks is improving … this work we use interdependent networks to model the propagation of these kind of viruses. In particular, we study the … propagation of a SIS model on interdependent networks where the state of each node is layer-independent and the dynamics in each …
Persistent link: https://www.econbiz.de/10011194029
networks microscopic details. The commonly used algorithm for counting small-scale motifs is the one developed by Milo et al …. This algorithm is extremely costly in CPU time and actually cannot work on large networks, consisting of more than 100 …
Persistent link: https://www.econbiz.de/10010871718