Titlebook: Econophysics of Systemic Risk and Network Dynamics; Frédéric Abergel,Bikas K. Chakrabarti,Asim Ghosh Book 2013 Springer-Verlag Italia 2013

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Kolkata Paise Restaurant Problem: An Introduction two choices (minority game problem). It is seen that a stochastic crowd avoiding strategy gives very efficient utilization in KPR problem. A slightly modified strategy in the minority game problem gives full utilization but the dynamics stops after reaching full efficiency, thereby making the utili

organism

Kolkata Paise Restaurant Problem and the Cyclically Fair Normhe set of . restaurants. This generalization allows for the possibility that each pure strategy Nash equilibrium differs from the Pareto efficient allocation. By assuming that . is small and by allowing for mutual interaction across all customers we design strategies to sustain cyclically fair norm

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Cluster Analysis and Gaussian Mixture Estimation of Correlated Time-Series by Means of Multi-dimensig (MDS) for the cross-correlation matrices, we draw two-dimensional scattered plots in which each point corresponds to each stock. To make a clustering for these data plots, we utilize the mixture of Gaussians to fit the data set to several Gaussian densities. By minimizing the so-called Akaike Info

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Investigation of Automatic Assembly Methodsist large-scale collapse when subjected to individual bank defaults (however, failure of any bank in the core may result in localized collapse of the innermost core with substantial loss of capital) but is vulnerable to system-wide breakdown as a result of an accompanying liquidity crisis.

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Markus Krämer,Rita Görze,Reiko Hinke range 0 to 0.9, at .=0.2 the network is fully connected. At .=0.6, the Americas, Europe and Asia/Pacific form different clusters before the crisis but during the crisis Americas and Europe are strongly linked. If we further increase the threshold to 0.9 we find that European countries France, Germa

Basilar-Artery

How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relationsist large-scale collapse when subjected to individual bank defaults (however, failure of any bank in the core may result in localized collapse of the innermost core with substantial loss of capital) but is vulnerable to system-wide breakdown as a result of an accompanying liquidity crisis.