Tootfinder

This https://arxiv.org/abs/2501.07327 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_csSI_…

Community Aware Temporal Network Generation
The advantages of temporal networks in capturing complex dynamics, such as diffusion and contagion, has led to breakthroughs in real world systems across numerous fields. In the case of human behavior, face-to-face interaction networks enable us to understand the dynamics of how communities emerge and evolve in time through the interactions, which is crucial in fields like epidemics, sociological studies and urban science. However, state-of-the-art datasets suffer from a number of drawbacks, su…

This https://arxiv.org/abs/2309.15511 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Measuring risk contagion in financial networks with CoVaR
The stability of a complex financial system may be assessed by measuring risk contagion between various financial institutions with relatively high exposure. We consider a financial network model using a bipartite graph of financial institutions (e.g., banks, investment companies, insurance firms) on one side and financial assets on the other. Following empirical evidence, returns from such risky assets are modeled by heavy-tailed distributions, whereas their joint dependence is characterized b…