4 papers
Variance of the Epidemic on Networks: A Diffusion Approximation
Lucija Nora Farkaš, Sebastian Morel Balbi, Hrvoje Štefančić +2
Functional laws of large numbers (FLLNs) describe the mean-field trajectory of epidemics on networks, but say nothing about the fluctuations around it. These fluctuations are gover…
Rewiring driven evolution of quenched frustrated signed network
Benjamin Sven Kožić, Salvatore Marco Giampaolo, Vinko Zlatić
A framework for studying the behavior of a classically frustrated signed network in the process of random rewiring is developed. We describe jump probabilities for change in frustr…
Credit Valuation Adjustment in Financial Networks
Irena Barjašić, Stefano Battiston, Vinko Zlatić
Credit Valuation Adjustment captures the difference in the value of derivative contracts when the counterparty default probability is taken into account. However, in the context of…
Systemic risk measured by systems resiliency to initial shocks
Luka Klinčić, Vinko Zlatić, Guido Caldarelli +1
The study of systemic risk is often presented through the analysis of several measures referring to quantities used by practitioners and policy makers. Almost invariably, those mea…