Complex Networks and their applications
Guido Caldarelli, Ca' Foscari University of Venice
https://www.konstantinbatygin.com/
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Abstract:
Complex systems are characterized by intricate interactions among their components, often leading to emergent behaviors that cannot be understood by studying individual parts in isolation. Network theory provides a powerful framework for analyzing such systems, representing components as nodes and their interactions as edges. In this talk, I will introduce key concepts in complex systems and network theory, including scale invariance, centrality measures, community detection, with a focus on applications to financial networks.
I will discuss DebtRank, a network-based metric designed to quantify the systemic importance of financial institutions by considering not only their direct exposures but also the ripple effects of potential defaults. Unlike traditional risk measures, DebtRank captures the nonlinear propagation of distress through the network, offering regulators a more robust tool for identifying systemically risky entities.
Bio:
I am a statistical physicist with a degree in Condensed Matter Physics from Sapienza University of Rome and a PhD in the Theory of Condensed Matter from SISSA Trieste. After completing my PhD, I held various postdoctoral position in the UK, where I continue to collaborate with the London Institute for Mathematical Sciences. Currently, I serve as a Professor of Theoretical Physics at Ca’ Foscari University of Venice.
In 2020, I was elected a Fellow of the American Physical Society (APS), and since 2024, I have been the Director of the Institute of Complex Systems at the National Research Council of Italy. My primary research focuses on the theory of complex networks and their applications to social systems.
#modeling #simulation #statistics #dataanalysis #networks #finance #economics #stresstest #graphs #debt #emergence