Displaying similar documents to “Systemic risk through contagion in a core-periphery structured banking network”

A heuristic forecasting model for stock decision making.

D. Zhang, Q. Jiang, X. Li (2005)

Mathware and Soft Computing

Similarity:

This paper describes a heuristic forecasting model based on neural networks for stock decision-making. Some heuristic strategies are presented for enhancing the learning capability of neural networks and obtaining better trading performance. The China Shanghai Composite Index is used as case study. The forecasting model can forecast the buying and selling signs according to the result of neural network prediction. Results are compared with a benchmark buy-and-hold strategy. The forecasting...

Local dependency in networks

Miloš Kudělka, Šárka Zehnalová, Zdeněk Horák, Pavel Krömer, Václav Snášel (2015)

International Journal of Applied Mathematics and Computer Science

Similarity:

Many real world data and processes have a network structure and can usefully be represented as graphs. Network analysis focuses on the relations among the nodes exploring the properties of each network. We introduce a method for measuring the strength of the relationship between two nodes of a network and for their ranking. This method is applicable to all kinds of networks, including directed and weighted networks. The approach extracts dependency relations among the network's nodes...

Modeling acquaintance networks based on balance theory

Vida Vukašinović, Jurij Šilc, Riste Škrekovski (2014)

International Journal of Applied Mathematics and Computer Science

Similarity:

An acquaintance network is a social structure made up of a set of actors and the ties between them. These ties change dynamically as a consequence of incessant interactions between the actors. In this paper we introduce a social network model called the Interaction-Based (IB) model that involves well-known sociological principles. The connections between the actors and the strength of the connections are influenced by the continuous positive and negative interactions between the actors...

A mathematical model for file fragment diffusion and a neural predictor to manage priority queues over BitTorrent

Christian Napoli, Giuseppe Pappalardo, Emiliano Tramontana (2016)

International Journal of Applied Mathematics and Computer Science

Similarity:

BitTorrent splits the files that are shared on a P2P network into fragments and then spreads these by giving the highest priority to the rarest fragment. We propose a mathematical model that takes into account several factors such as the peer distance, communication delays, and file fragment availability in a future period also by using a neural network module designed to model the behaviour of the peers. The ensemble comprising the proposed mathematical model and a neural network provides...