The Hall-Sandpile model on WIOD networks generates four ordered regimes of instability where mean avalanche size and large-event probabilities increase with shock intensity and reduced redundancy, without evidence for universal power-law criticality.
Financial networks and contagion
2 Pith papers cite this work. Polarity classification is still indexing.
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Establishes a comparison principle for two-population killed-particle HJB equations on decomposed state spaces of alive measures and cemetery masses, plus mean-field limit and particle convergence results.
citing papers explorer
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Hall-Like Transversal Stress and Sandpile Criticality on Real Production Networks
The Hall-Sandpile model on WIOD networks generates four ordered regimes of instability where mean avalanche size and large-event probabilities increase with shock intensity and reduced redundancy, without evidence for universal power-law criticality.
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Controlled McKean--Vlasov Contagion with State-Dependent Killing
Establishes a comparison principle for two-population killed-particle HJB equations on decomposed state spaces of alive measures and cemetery masses, plus mean-field limit and particle convergence results.