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Record W1540809862

Macroeconomic Applications of Network Formation in the Presence of Contagious Risk

2013· article· en· W1540809862 on OpenAlexaboutno aff
Vaibhav Sharma

Bibliographic record

VenueOpen Scholarship Institutional Repository (Washington University in St. Louis) · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsComputer scienceEconomicsBusiness
DOInot available

Abstract

fetched live from OpenAlex

By looking at network formation and risk associated with creating relationships, Blume et. al. (2011) were able to model cascading failure over multi-step paths using graph theory. Applications of such failure include financial contagion, modeling epidemic disease, and the exposure of covert organizations to discovery, among others. In graph theory terms, the goal in all of these applications is to form graphs in which cascading failure is unlikely. Blume et. al. were able to prove that the formation of disjoint cliques, or subsets of a graph in which all vertices (participants) in each subset do not form edges (relationships) with vertices not in the subset, has this property. This poster focuses on how Blume’s model of financial contagion, the transmission of financial shock from one participant to another, can be applied to recent macroeconomic events. The Financial Crisis of 2008 was an event that demonstrated the consequences of contagious risk in networks. It is commonly accepted that higher risk yields higher reward. Higher risk taken by banks in 2008 posed a threat not only to the two primary participants in the agreement, but also all participants in the network of agreements that could be reached via multi-step paths. In addition, we show how social optimality affects payoffs and the stability of economies by analyzing banking systems in countries with centralized and decentralized governments. Lastly, we explore an application related to market structure. Electronic, digital currencies, such as Bitcoin and Canada’s Mintchip, are commonly used as a form of investment. However, these investments solely rely on the willingness of users to accept this form of currency. It has been shown that a large portion of Bitcoin investments default due to the anonymous nature of the transactions.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.455
Threshold uncertainty score0.981

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.002
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.214
Teacher spread0.193 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2013
Admission routes1
Has abstractyes

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