Irena Barjašić, Hrvoje Štefančić, Vedrana Pribičević, Vinko Zlatić
arXiv 16 Nov 2020 · physics.soc-ph · publishedScientific Reports (2021) · 2 citations (OpenAlex)
arXiv:2011.08148 · PDF · DOI · OpenAlex · Extracted main text
Motivated by the detection of cascades of defaults in economy, we developed a detection framework for an endogenous spreading based on causal motifs we define in this paper. We assume that the change of state of a vertex can be triggered by an endogenous or an exogenous event, that the underlying network is directed and that times when vertices changed their states are available. In addition to the data of company defaults, we also simulate cascades driven by different stochastic processes on different synthetic networks. We show that some of the smallest motifs can robustly detect endogenous spreading events. Finally, we apply the method to the data of defaults of Croatian companies and observe the time window in which an endogenous cascade was likely happening.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Barjasić, I., Stefancić, H., Pribicević, V. & Zlatić, V Supplementary information | 0.843 | 3 | 3 | 100% |
| 2 | Milo, R. et al (2002) Network motifs: simple building blocks of complex networks | 0.737 | 3 | 2 | 100% |
| 3 | Newman, M. E., Barabási, A.-L. E. & Watts, D. J (2006) The structure and dynamics of networks | 0.737 | 3 | 2 | 100% |
| 4 | Kosćak, S. et al (2015) Hub think tank broj 3: Arhitektura mreze dugovanja hrvatskih tvrtki | 0.644 | 2 | 2 | 100% |
| 5 | Gauvin, L. et al (1806) Randomized reference models for temporal networks | 0.644 | 2 | 2 | 100% |
| 6 | Kiss, I. Z., Miller, J. C., Simon, P. L. et al (2017) Mathematics of epidemics on networks | 0.644 | 2 | 2 | 100% |
| 7 | Battiston, S., Gatti, D. D., Gallegati, M., Greenwald, B. & Stiglitz… (2012) Default cascades: When does risk diversification increase stability? | 0.511 | 2 | 1 | 100% |
| 8 | Brummitt, C. D. & Kobayashi, T (2015) Cascades in multiplex financial networks with debts of different seniority | 0.511 | 2 | 1 | 100% |
| 9 | Gai, P. & Kapadia, S (2010) Contagion in financial networks | 0.511 | 2 | 1 | 100% |
| 10 | Acemoglu, D., Carvalho, V. M., Ozdaglar, A. & Tahbaz-Salehi, A (1977) The network origins of aggregate fluctuations | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 52 scored citations.