prikaz prve stranice dokumenta Causal motifs and existence of endogenous cascades in directed networks with application to company defaults
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Scientific paper - Original scientific paper
Causal motifs and existence of endogenous cascades in directed networks with application to company defaults
Scientific Reports, 11 (2021), 1; 24028. https://doi.org/10.1038/s41598-021-02976-8
Barjašić, Irena; Štefančić, Hrvoje; Pribičević, Vedrana; Zlatić, Vinko

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Barjašić, I., Štefančić, H., Pribičević, V. & Zlatić, V. (2021). Causal motifs and existence of endogenous cascades in directed networks with application to company defaults. Scientific Reports, 11. (1). doi: 10.1038/s41598-021-02976-8

Barjašić, Irena, et al. "Causal motifs and existence of endogenous cascades in directed networks with application to company defaults." Scientific Reports, vol. 11, no. 1, 2021. https://doi.org/10.1038/s41598-021-02976-8

Barjašić, Irena, Hrvoje Štefančić, Vedrana Pribičević and Vinko Zlatić. "Causal motifs and existence of endogenous cascades in directed networks with application to company defaults." Scientific Reports 11, no. 1 (2021). https://doi.org/10.1038/s41598-021-02976-8

Barjašić, I., et al. (2021) 'Causal motifs and existence of endogenous cascades in directed networks with application to company defaults', Scientific Reports, 11(1). doi: 10.1038/s41598-021-02976-8

Barjašić I, Štefančić H, Pribičević V, Zlatić V. Causal motifs and existence of endogenous cascades in directed networks with application to company defaults. Scientific Reports [Internet]. 2021 December 15 [cited 2024 October 23];11(1). doi: 10.1038/s41598-021-02976-8

I. Barjašić, H. Štefančić, V. Pribičević and V. Zlatić, "Causal motifs and existence of endogenous cascades in directed networks with application to company defaults", Scientific Reports, vol. 11, no. 1, December 2021. [Online]. Available at: https://urn.nsk.hr/urn:nbn:hr:217:142250. [Accessed: 23 October 2024]

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Metadata
Title (english)Causal motifs and existence of endogenous cascades in directed networks with application to company defaults
AuthorIrena Barjašić
AuthorHrvoje Štefančić
AuthorVedrana Pribičević
AuthorVinko Zlatić
Author's institutionUniversity of Zagreb
Faculty of Science
(Department of Physics)
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Physics
Abstract (english)
Motivated by the detection of cascades of defaults in economy, we developed a detection framework for an endogenous spreading based on causal motifs we define in this paper. We assume that the change of state of a vertex can be triggered by an endogenous or an exogenous event, that the underlying network is directed and that times when vertices changed their states are available. In addition to the data of company defaults, we also simulate cascades driven by different stochastic processes on different synthetic networks. We show that some of the smallest motifs can robustly detect endogenous spreading events. Finally, we apply the method to the data of defaults of Croatian companies and observe the time window in which an endogenous cascade was likely happening.
Keywords (english)
Languageenglish
Publication typeScientific paper - Original scientific paper
Publication statusPublished
Peer reviewPeer review - international
Publication versionPublished version
Journal titleScientific Reports
Numberingvol. 11, no. 1, 24028
e-ISSN2045-2322
DOIhttps://doi.org/10.1038/s41598-021-02976-8
URN:NBNurn:nbn:hr:217:142250
Publication2021-12-15
ProjectNumber: KK.01.1.1.01.0004
Title (croatian): Provedba vrhunskih istraživanja u sklopu Znanstvenog centra izvrsnosti za kvantne i kompleksne sustave te reprezentacije Liejevih algebri
Title (english): Implementation of top research within the Scientific Center of Excellence for Quantum and Complex Systems, and Representations of Lie Algebras
Acronym: QuantiXLie
Leader: Hrvoje Buljan
Jurisdiction: eu
Funding stream: European Regional Development Fund
ProjectNumber: KK.01.1.1.01.009
Title (croatian): Napredne metode i tehnologije u znanosti o podatcima i kooperativnim sustavima
Title (english): Advanced methods and technologies in Data Science and Cooperative Systems
Acronym: DATACROSS
Leader: Sven Lončarić
Jurisdiction: eu
Funding stream: Cohesion Fund
Document URLhttps://www.nature.com/articles/s41598-021-02976-8
Type of resourceText
Access conditionsOpen access
Terms of useLicence Attribution 4.0 International (CC BY 4.0) icon
Public note© The Author(s) 2021. Tis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. Te images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/. Published: 15 December 2021.
Created on2024-09-16 12:47:38