Network's resilience to the malfunction of its components has been of great concern. The goal of this work is to determine the network design guidelines, which maximizes the network efficiency while keeping the cost of the network (that is the average connectivity) constant. With a global...

We propose an agent-based model to simulate the creation of street gang rivalries. The movement dynamics of agents are coupled to an evolving network of gang rivalries, which is determined by previous interactions among agents in the system. Basic gang data, geographic information, and...

Exponential random graph models (ERGMs) are powerful tools for formulating theoretical models of network generation or learning the properties of empirical networks. They can be used to construct models that exactly reproduce network properties of interest. However, tuning these models correctly...

A large number of networks in the real world have a scale-free structure, and the parameters of the networks change stochastically with time. Searching for the shortest paths in a scale-free dynamic and stochastic network is not only necessary for the estimation of the statistical...

This paper proposes a new way to model and analyze contagion in interbank networks. We use a unique dataset from the Brazilian financial system and include all active financial intermediaries. We show that the contagion chain has a short propagation path. We find that first-round contagion is...

We analyze the correlations in patterns of trading for members of the Italian interbank trading platform e-MID. The trading strategy of a particular member institution is defined as the sequence of (intra-) daily net trading volumes within a certain semester. Based on this definition, we show...

We study the international interbank market through a geometric analysis of empirical data. The geometric analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small dimension. Geometric...

This work introduces a network model of an interbank market based on interbank credit lending relationships. It generates some network features identified through empirical analysis. The critical issue to construct an interbank network is to decide the edges among banks, which is realized in...