Core-Periphery Structure in Networks

Rombach, M. Puck; Porter, Mason A.; Fowler, James H.; Mucha, Peter J.

doi:10.2139/ssrn.2002684

Cited by 19 publications

(18 citation statements)

References 124 publications

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“…This suggests that even if there were no such a standard core-periphery structure in the empirical network, the estimation method classifies each node as either a core node or a peripheral node. In fact, recent studies argue that the seemingly core-periphery structure might just come from a heterogeneous degree distribution or consist of two cores [88][89][90]. As an example, visualization of Italian interbank networks aggregated over 10 business days is presented in Fig.…”

Section: Core-periphery Structurementioning

confidence: 99%

Network models of financial systemic risk: a review

2017

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The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of attention has been paid to the understanding of the mechanisms that can lead to a breakdown of this network. This can happen when the existing financial links turn from being a means of risk diversification to channels for the propagation of risk across financial institutions. In this review article, we summarize recent developments in the modeling of financial systemic risk. We focus, in particular, on network approaches, such as models of default cascades due to bilateral exposures or to overlapping portfolios, and we also report on recent findings on the empirical structure of interbank networks. The current review provides a landscape of the newly arising interdisciplinary field lying at the intersection of several disciplines, such as network science, physics, engineering, economics, and ecology.

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Section: Core-periphery Structurementioning

confidence: 99%

Network models of financial systemic risk: a review

2017

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“…We call each of these connected components a match component. [23] in the periphery nodes using the Phone dataset [7].…”

Section: Definition 1 (Degree-preserving Dual Simulation -Dds)mentioning

confidence: 99%

“…The edge labels in are all . is used for community detection in the periphery nodes, an interesting problem studied in various networks (e.g., friend-ship, collaboration, transportation, and voting) [23]. Intuitively, people in the periphery who have close interactions with the same set of core people (at least 2 long calls in both directions) tend to be in the same community.…”

Section: Definition 1 (Degree-preserving Dual Simulation -Dds)mentioning

confidence: 99%

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Event pattern matching over graph streams

Song

Chen

et al. 2014

Proc. VLDB Endow.

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A graph is a fundamental and general data structure underlying all data applications. Many applications today call for the management and query capabilities directly on graphs. Real time graph streams, as seen in road networks, social and communication networks, and web requests, are such applications. Event pattern matching requires the awareness of graph structures, which is different from traditional complex event processing. It also requires a focus on the dynamicity of the graph, time order constraints in patterns, and online query processing, which deviates significantly from previous work on subgraph matching as well. We study the semantics and efficient online algorithms for this important and intriguing problem, and evaluate our approaches with extensive experiments over real world datasets in four different domains.

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“…In recent studies financial networks have stylized features with the presence of a particular type of meso-scale structure known as core-periphery, in which a densely connected subset of nodes (core) coexists with a sparsely connected partition (periphery), while the members of the core act as intermediaries between members of the periphery [6]. The composition of the cores, whose constituents are identified as the set of systemically important international financial centers, is rather small and remains stable over time.…”

Section: Introductionmentioning

confidence: 99%

Systemic Risks and Resilience of Global Financial Networks

Namatame¹,

Ide²

2014

Proceedings of the 2014 International Conference on Global Economy, Commerce and Service Science

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Abstract-The current financial crisis has triggered research interests on financial networks, since the linkages created by liabilities among banks and other financial institutions play a crucial role, but they are poorly understood. Understanding the structures of financial networks holds the key to understanding its function and the investigations of their network properties gain more attention. One remarkable finding is that financial networks in many countries share some apparently universal features. A prominent example is a highly skewed degree distribution with core-periphery structures. In this paper, we try to identify key network properties that influence our two variants of contagious default. We formulate the global financial networks as modular networks and study the resilience of global financial networks from the perspective of systemic risk. We highlight that systemic risks of the global financial networks is mainly determined by the property of the sub-module network which forms the basic unit of the global modular networks.

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Core-Periphery Structure in Networks

Cited by 19 publications

References 124 publications

Network models of financial systemic risk: a review

Network models of financial systemic risk: a review

Event pattern matching over graph streams

Systemic Risks and Resilience of Global Financial Networks

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