This paper studies a game of attack and interception in a network where a single attacker chooses a target and a path … characterize equilibrium attack paths and attack distributions as a function of the underlying network and target values. We show …

We propose a network-based structural model of credit risk to demonstrate how idiosyncratic and systemic shocks … propagate across the banking system and evaluate the costs. The banking system is built as a network of heterogeneous banks … banking system stability. Finally, credit risk analysis is sensitive to the network topology and exhibits a profound nonlinear …

We use a model of continuous attachments in networks to generate propositions concerning inequalities in network … structures, and test the propositions on data from organizational settings. Our network model, inspired by that of [Gould, Roger …-1178], is based on a theoretically informed actor model, in which each network member sets attachment strengths based on …

We construct a model of cyclical growth with agent-based features designed to study the network origins of aggregate … addition to being influenced by their own economic conditions, firms pay attention to the performance of first-degree network … neighbours, weighted (to differing degrees) by the centrality of these neighbours in the network, when revising their SOLE. This …

We compare networks constructed using five commonly used methods and publicly available daily market data to networks … that while the global network structure remains stable, individual exposures are more dynamic. The main message from the … regression analysis is that the market-based networks do their job relatively well, however, various market-based networks …