Satellite: Netconomics @ CCS2015

Wednesday, September 30, 2015
8:30 am – 5:00 pm
Sheraton:  University

Satellite Organizers

Marco Bardoscia, London Institute for Mathematical Sciences, UK
Guido Caldarelli, Institute for Advanced Studies, Italy
Chiara Osbat, European Central Bank, Germany

Abstract

The 2007-09 global financial and economic crisis exposed the importance of interconnectedness and interdependence within the globalised economy. This, subsequently, triggered abundant research in various communities in academia and policy institutions, focusing on network structures in economics and finance. The idea of Netconomics workshops is to bring together experts from academia, central banks and international institutions to discuss recent advances and practical implementations of results from network science on issues of relevance to central banks. The aim of this satellite is cross-fertilisation by exchanging insights and establishing connections between policy-oriented professionals and academic experts, focusing on international trade, global value chains, and financial networks.

website: http://netconomics-ccs2015.weebly.com/

Papers

What do Leaders Know?
Giacomo Livan, University College London, UK
Matteo Marsili, International Centre for Theoretical Physics, Italy

DebtRank: A Microscopic Foundation for Shock Propagation
Fabio Caccioli, University College London, UK
Marco Bardoscia, London Institute for Mathematical Sciences, UK
Stefano Battiston, University of Zurich, Switzerland
Guido Caldarelli, IMT Institute for Advanced Studies, USA

A Systemic Stress Test Model in Bank-Asset Networks
Nima Dehmamy, Boston University, USA
Shlomo Havlin, Bar-Ilan University, Israel
Sergey Buldyrev, Yeshiva University,  USA
H. Eugene Stanley, Boston University, USA
Irena Vodenska, Boston University, USA

Multi-layer Interdependence in Today’s Financial System
Hamid Benbrahim, Self, USA