We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on...

We discuss recent results concerning statistical regularities in the return intervals of volatility in financial markets. In particular, we show how the analysis of volatility return intervals, defined as the time between two volatilities larger than a given threshold, can help to get a better...

Networks with a given degree distribution may be very resilient to one type of failure or attack but not to another. The goal of this work is to determine network design guidelines which maximize the robustness of networks to both random failure and intentional attack while keeping the cost of...

We study the transport properties of model networks such as scale-free and Erdös-Rényi networks as well as a real network. We consider few possibilities for the trnasport problem. We start by studying the conductance G between two arbitrarily chosen nodes where each link has the same unit...

We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002-2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets. Synchronous and lagged correlations are used as...

The increasing frequency and scope of financial crises has made global financial stability one of the major concerns of economic policy and decision makers. Under this highly complex environment, financial and banking supervision has to be thought as a systemic task, focusing not only on the...