The negative externalities from an individual bank failure to the whole system can be huge. One of the key purposes of bank regulation is to internalize the social costs of potential bank failures via capital charges. This study proposes a method to evaluate and allocate the systemic risk to...

We study the detailed growth of a social networking site with full temporal information by examining the creation process of each friendship relation that can collectively lead to the macroscopic properties of the network. We first study the reciprocal behavior of users, and find that link...

There are diverse mechanisms driving the evolution of social networks. A key open question dealing with understanding their evolution is: How do various preferential linking mechanisms produce networks with different features? In this paper we first empirically study preferential linking...

Although there are extensive researches on the behavior of the world currency network, the complexity of the Asian regional currency system is not well understood regardless of its importance. Using daily exchange rates this paper examines exchange rate co-movements in the region before and...

We propose a stochastic model of web user behaviors in online social systems, and study the influence of the attraction kernel on the statistical property of user or item occurrence. Combining the different growth patterns of new entities and attraction patterns of old ones, different...

In sustainable development projects, as well as other types of projects, knowledge transfer is important for the organisations managing the project. Nevertheless, knowledge transfer among employees does not happen automatically and it has been found that the lack of social networks and the lack...

Despite their popularities in recent years, factor models have long been criticized for the lack of identification. Even when a large number of variables are available, the factors can only be consistently estimated up to a rotation. In this paper, we try to identify the underlying factors by...

In this paper, we propose a car-following model to explore the influences of the electric vehicle’s driving range on the driving behavior under four traffic situations. The numerical results illustrate that the electric vehicle’s behavior of exchanging battery at the charge station can...

This paper addresses the theoretical analysis of synchronization between two complex networks with nonidentical topological structures. By designing effective adaptive controllers, we achieve synchronization between two complex networks. Both the cases of identical and nonidentical network...