We perform an analysis of tail index estimation through Monte-Carlo simulations of synthetic data, in order to evaluate several tail estimators proposed in the literature. We derive and discuss the error of the Hill estimator under a general tail expansion of the distribution function. The...

We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for state contraction of Intrinsic Network, we show that it...

We propose a model in which agents of a population interacting according to a network of contacts play games of coordination with each other and can also dynamically break and redirect links to neighbors if they are unsatisfied. As a result, there is co-evolution of strategies in the population...

Cooperation is a fundamental aspect of well-organized societies and public good games are a useful metaphor for modeling cooperative behavior in the presence of strong incentives to free ride. Usually, social agents interact to play a public good game through network structures. Here, we use...

We propose a model in which agents of a population interacting according to a network of contacts play games of coordination with each other and can also dynamically break and redirect links to neighbors if they are unsatisfied. As a result, there is co-evolution of strategies in the population...

The design of efficient large scale networks is a common problem in Operations Research. Some of those, such as electric power grids, transportation systems, communication networks, and others, must maintain their efficiency even after several failures, or malicious attacks. In this work, we...

We propose a model in which agents of a population interacting according to a network of contacts play games of coordination with each other and can also dynamically break and redirect links to neighbors if they are unsatisfied. As a result, there is co-evolution of strategies in the population...

Cooperation is a fundamental aspect of well-organized societies and public good games are a useful metaphor for modeling cooperative behavior in the presence of strong incentives to free ride. Usually, social agents interact to play a public good game through network structures. Here, we use...

While new forms of attacks are developed every day to compromise essential infrastructures, service providers are also expected to develop strategies to mitigate the risk of extreme failures. In this context, tools of network science have been used to evaluate network robustness and propose...