Podobnik, B.; Horvatic, D.; Bertella, M.; Feng, L.; … - arXiv.org - 2014
Complex non-linear interactions between banks and assets we model by two time-dependent Erd\H{o}s Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use dynamical network approach to evaluate the collective...