Cascading Behavior in Networks: Algorithmic and Economic Issues

Exacerbated vulnerability of coupled socio-economic risk in complex networks

The study of risk contagion in economic networks has most often focused on the financial liquidities of institutions and assets. In practice the agents in a network affect each other through social contagion, i.e., through herd behavior and the tendency to follow leaders. We study the coupled risk between social and economic contagion and find it significantly more severe than when economic ris...

Evaluating the potential of cascading failure occurrence due to line outage in power systems by information theory method and radial base functions

In power systems, a connected topology is created to increase reliability and economic performance. Increasing dimensions of power systems on the one hand and the need to continuously monitor power systems for secure operation on the other challenge the evaluation of power system security. In such conditions, due to economic conditions and considering the fast growth of consumers in a power sys...

A Comparative Approximate Economic Behavior Analysis Of Support Vector Machines And Neural Networks Models

Networks of Economic Market Interdependence and Systemic Risk

The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the network of correlations to reveal the changing relationships among the financial, technology, and basic materials sectors with rising and falling markets and ...

Using the Theory of Network in Finance

It is very important for managers, investors and financial policy-makers to detect and analyze factors affecting financial markets to obtain optimal decision and reduce risks. The importance of market analysis and attempt to improve its behavior understanding, has led analysts to use the experiences of other professionals in the fields such as social sciences and mathematics to examine the inte...