By B. Podobnik and others

Complex non-linear interactions between banks and assets we model by two time-dependent Erd\H{o}s Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use dynamical network approach to evaluate the collective financial failure---systemic risk---quantified by the fraction... Show more

April 10, 2014

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Systemic risk in dynamical networks with stochastic failure criterion

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