Friday, September 11 2020
15:30 - 16:30

* VenueVenue Name
* SpeakerAnindya S. Chakrabarti
* TitleDisentangling shock diffusion on complex networks: identification through topological properties of graphs
AffiliationEconomics area, Indian Institute of Management, Vastrapur, Ahmedabad 380015, India
AbstractGoogle meet link:

Large scale networks delineating collective dynamics often exhibit cascading failures across nodes leading to a system-wide collapse; examples include collapse on financial and economic networks. Intertwined nature of the dynamics of nodes in networks makes it difficult to disentangle the source and destination of a shock that percolates through the network. We propose a novel methodology by combining vector autoregression with unique identification restrictions obtained from the topological structure of the network to uniquely characterize cascades. We show usefulness and applications of the algorithm in two networks with dynamics at different time-scales: worldwide GDP growth network and stock network.
* Announcement?Institute
* Refreshments?None
* Honorarium?None
* Special Arrangements?None
* Host name and emailSitabhra Sinha @@

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