Causal motifs and existence of endogenous cascades in directed networks with application to company defaults

AbstractMotivated by the problem of 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 either by an endogenous (related to the network) or an exogenous (unrelated to the network) event, that the underlying network is directed and that times when vertices changed their states are available. After simulating default cascades driven by different stochastic processes on different synthetic networks, we show that some of the smallest causal 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.

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Causal motifs and existence of endogenous cascades in directed networks with application to company defaults

10.21203/rs.3.rs-614965/v1 ◽

2021 ◽

Author(s):

Irena Barjašić ◽

Hrvoje Štefančić ◽

Vedrana Pribičević ◽

Vinko Zlatić

Keyword(s):

Stochastic Processes ◽

Time Window ◽

Directed Networks ◽

Change Of State ◽

Underlying Network ◽

Synthetic Networks

Abstract 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.

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Simulation of Bearing Degradation by the Use of the Gamma Stochastic Process

Mechanics and Mechanical Engineering ◽

10.2478/mme-2018-0101 ◽

2020 ◽

Vol 22 (4) ◽

pp. 1309-1318

Author(s):

Hanene Louahem M’Sabah ◽

Azzedine Bouzaouit ◽

Ouafae Bennis

Keyword(s):

Mathematical Model ◽

Stochastic Process ◽

Stochastic Processes ◽

Operating Time ◽

Mathematical Structure ◽

Degradation Process ◽

Good Prediction ◽

Maintenance Planning ◽

Modeling Simulation ◽

Change Of State

AbstractAn effective predictive maintenance reposed on modeling, simulation, and on supervisory and prognostic techniques used to model the various phenomena. On this basis, and based on significant knowledge and parameters, we propose an approach based on stochastic processes that represent a mathematical structure for simulation, mainly the processes of continuous degradation and more particularly the Gamma process. Our work is devoted to the monitoring of the degradation process of the bearings at the level of a motor pump and makes it possible to evaluate the limiting operating time, as well as the evolution in time of the change of state. This methodology allows us to develop a mathematical model that describes the process of bearing degradation, thus providing a good prediction of failures and efficient maintenance planning for systems whose behavior is only partially predictable.

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EVOLUTIONARY DYNAMICS OF COMPETING BOOLEAN NETWORK AGENTS

International Journal of Modern Physics B ◽

10.1142/s0217979207045177 ◽

2007 ◽

Vol 21 (23n24) ◽

pp. 4041-4047

Author(s):

BING-HONG WANG ◽

BAOSHENG YUAN

Keyword(s):

Phase Structure ◽

Boolean Network ◽

Evolutionary Dynamics ◽

Random Choice ◽

Directed Networks ◽

Connection Number ◽

Minority Games ◽

Evolutionary Scheme ◽

Underlying Network

We investigate the dynamics of network minority games on Kauffman's NK networks (Kauffman nets) and growing directed networks (GDNets). We show that the dynamics and the associated phase structure of the game depend crucially on the structure of the underlying network. The dynamics on GDNets is very stable for all values of the connection number K, in contrast to the dynamics on Kauffman's NK networks, which becomes chaotic when K > Kc = 2. For Kauffman nets with K > 3, the evolutionary scheme has no effect on the dynamics (it remains chaotic) and the performance of the MG resembles that of a random choice game (RCG).

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Statistical Analysis of Stochastic Processes in Time

10.1017/cbo9780511617164 ◽

2004 ◽

Cited By ~ 33

Author(s):

J. K. Lindsey

Keyword(s):

Statistical Analysis ◽

Stochastic Processes

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Stochastic Processes in Demography and Applications

Population Studies ◽

10.1080/0032472031000146086 ◽

1992 ◽

Vol 46 (1) ◽

pp. 172-173

Author(s):

S. Mitra

Keyword(s):

Stochastic Processes

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Distribution-free statistical hypotheses testing for stochastic processes

Optimization ◽

10.1080/02331937408842222 ◽

1974 ◽

Vol 5 (7) ◽

pp. 643-656

Author(s):

R. Ahmad

Keyword(s):

Stochastic Processes ◽

Hypotheses Testing ◽

Distribution Free ◽

Statistical Hypotheses ◽

Statistical Hypotheses Testing

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Feel Thine Own Self – Mood Congruency Evaluation of Emotional State Adjectives

Journal of Psychophysiology ◽

10.1027/0269-8803/a000272 ◽

2020 ◽

pp. 1-17

Author(s):

Szczepan J. Grzybowski ◽

Miroslaw Wyczesany ◽

Jan Kaiser

Keyword(s):

Mood Induction ◽

Semantic Analysis ◽

Emotional State ◽

Time Window ◽

Event Related Potential ◽

Negativity Bias ◽

Positive Potential ◽

Semantic Access ◽

Current Mood ◽

Component Time

Abstract. The goal of the study was to explore event-related potential (ERP) differences during the processing of emotional adjectives that were evaluated as congruent or incongruent with the current mood. We hypothesized that the first effects of congruence evaluation would be evidenced during the earliest stages of semantic analysis. Sixty mood adjectives were presented separately for 1,000 ms each during two sessions of mood induction. After each presentation, participants evaluated to what extent the word described their mood. The results pointed to incongruence marking of adjective’s meaning with current mood during early attention orientation and semantic access stages (the P150 component time window). This was followed by enhanced processing of congruent words at later stages. As a secondary goal the study also explored word valence effects and their relation to congruence evaluation. In this regard, no significant effects were observed on the ERPs; however, a negativity bias (enhanced responses to negative adjectives) was noted on the behavioral data (RTs), which could correspond to the small differences traced on the late positive potential.

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Time Window from Visual Images to Visual Short-Term Memory: Consolidation or Integration?

Experimental Psychology (formerly Zeitschrift für Experimentelle Psychologie) ◽

10.1027/1618-3169.51.1.45 ◽

2004 ◽

Vol 51 (1) ◽

pp. 45-51 ◽

Cited By ~ 21

Author(s):

Yuhong Jiang

Keyword(s):

Short Term Memory ◽

Time Window ◽

Short Interval ◽

Visual Images ◽

Short Term ◽

Temporal Window ◽

Term Memory ◽

Visual Short Term Memory ◽

Probe Task ◽

Long Time

Abstract. When two dot arrays are briefly presented, separated by a short interval of time, visual short-term memory of the first array is disrupted if the interval between arrays is shorter than 1300-1500 ms ( Brockmole, Wang, & Irwin, 2002 ). Here we investigated whether such a time window was triggered by the necessity to integrate arrays. Using a probe task we removed the need for integration but retained the requirement to represent the images. We found that a long time window was needed for performance to reach asymptote even when integration across images was not required. Furthermore, such window was lengthened if subjects had to remember the locations of the second array, but not if they only conducted a visual search among it. We suggest that a temporal window is required for consolidation of the first array, which is vulnerable to disruption by subsequent images that also need to be memorized.

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