英文标题：
《Systemic risk in multiplex networks with asymmetric coupling and
threshold feedback》
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作者：
Rebekka Burkholz, Matt V. Leduc, Antonios Garas, Frank Schweitzer
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最新提交年份：
2015
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英文摘要：
We study cascades on a two-layer multiplex network, with asymmetric feedback that depends on the coupling strength between the layers. Based on an analytical branching process approximation, we calculate the systemic risk measured by the final fraction of failed nodes on a reference layer. The results are compared with the case of a single layer network that is an aggregated representation of the two layers. We find that systemic risk in the two-layer network is smaller than in the aggregated one only if the coupling strength between the two layers is small. Above a critical coupling strength, systemic risk is increased because of the mutual amplification of cascades in the two layers. We even observe sharp phase transitions in the cascade size that are less pronounced on the aggregated layer. Our insights can be applied to a scenario where firms decide whether they want to split their business into a less risky core business and a more risky subsidiary business. In most cases, this may lead to a drastic increase of systemic risk, which is underestimated in an aggregated approach.
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中文摘要：
我们研究两层复用网络上的级联，不对称反馈取决于层间的耦合强度。基于分析分支过程近似，我们通过参考层上故障节点的最终分数来计算系统风险。结果与单层网络的情况进行了比较，单层网络是两层的聚合表示。我们发现，只有当两层网络之间的耦合强度很小时，两层网络中的系统风险才会小于聚合网络中的系统风险。在临界耦合强度以上，由于两层级联的相互放大，系统风险增加。我们甚至观察到级联尺寸中的急剧相变，而在聚集层上则不太明显。我们的见解可以应用于这样一个场景：企业决定是否将其业务拆分为风险较低的核心业务和风险较高的子业务。在大多数情况下，这可能会导致系统性风险急剧增加，这在总体方法中被低估。
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分类信息：

一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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