A Note on Network Games with Strategic Complements and the Katz-Bonacich Centrality Measure

Autor: Mauro Passacantando, Fabio Raciti

Publikováno v: AIRO Springer Series ISBN: 9783030868406

We investigate a class of network games with strategic complements and bounded strategy sets by using the variational inequality approach. In the case where the Nash equilibrium of the game has some boundary components, we derive a formula which conn

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e68ca30ef90f7782a166e4f72b7f73a0
https://hdl.handle.net/10281/391579

Spatial Spillovers of Financial Risk and Their Dynamic Evolution: Evidence from Listed Financial Institutions in China.

Autor: Chen, Shaowei¹ (AUTHOR), Guo, Long¹ (AUTHOR), Qiang, Qiang² (AUTHOR) qzq10@psu.edu

Publikováno v: Entropy. Nov2022, Vol. 24 Issue 11, p1549. 27p.

Controlling the Katz-Bonacich Centrality in Social Network: Application to gossip in Online Social Networks

Autor: Eitan Altman, Alexandre Reiffers Masson, Yezekael Hayel

Publikováno v: Proceedings of the 3rd International Workshop on Big Data and Social Networking Management and Security (BDSN 2015)
3rd International Workshop on Big Data and Social Networking Management and Security (BDSN 2015)
3rd International Workshop on Big Data and Social Networking Management and Security (BDSN 2015), Dec 2015, Limassol, Cyprus
UCC

International audience; Recent papers studied the control of spectral centrality measures of a network by manipulating the topology of the network. We extend these works by focusing on a specific spectral centrality measure, the Katz-Bonacich central

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7b11ab9e86b2256d36fc8168903c9a9
https://hal.inria.fr/hal-01217044

Spatial Spillovers of Financial Risk and Their Dynamic Evolution: Evidence from Listed Financial Institutions in China

Autor: Shaowei Chen, Long Guo, Qiang (Patrick) Qiang

Publikováno v: Entropy, Vol 24, Iss 11, p 1549 (2022)

This paper investigates the multidimensional spatial effects of risk spillovers among Chinese financial institutions and the dynamic evolution of financial risk contagion in the tail risk correlation network over different time periods. We first meas

Externí odkaz: https://doaj.org/article/b2c36bf61cd041c4a3a4246a827e9ffc

Identifying the Key Transmission Lines Considering the Power Flow Impact Force

Autor: Li Changchao, Kang Zhongjian, Yu Hongguo, Ri Kihong, Zheng Shichao

Publikováno v: IEEE Access, Vol 7, Pp 96297-96308 (2019)

A method is proposed for identifying the key transmission lines of a power grid. First, based on the theory of equal phase angle line and electrical distance, the phase angle partition areas are defined to partition the transmission lines. A generali

Externí odkaz: https://doaj.org/article/294bcefa100740ce82a0df3f8655239b