150 citations · 905 across the 15 of their papers we have counts for
3 papers · 1 filter
A framework for analyzing contagion in assortative banking networks
Thomas R. Hurd, James P. Gleeson, Sergey Melnik
We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial net…
Simple and accurate analytical calculation of shortest path lengths
Sergey Melnik, James P. Gleeson
We present an analytical approach to calculating the distribution of shortest paths lengths (also called intervertex distances, or geodesic paths) between nodes in unweighted undir…
The limitations of discrete-time approaches to continuous-time contagion dynamics
Peter G. Fennell, Sergey Melnik, James P. Gleeson
Continuous-time Markov process models of contagions are widely studied, not least because of their utility in predicting the evolution of real-world contagions and in formulating c…